CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4627 |
1.4509 |
-0.0118 |
-0.8% |
1.4736 |
| High |
1.4646 |
1.4604 |
-0.0042 |
-0.3% |
1.4818 |
| Low |
1.4505 |
1.4495 |
-0.0010 |
-0.1% |
1.4505 |
| Close |
1.4517 |
1.4547 |
0.0030 |
0.2% |
1.4517 |
| Range |
0.0141 |
0.0109 |
-0.0032 |
-22.7% |
0.0313 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.1% |
0.0000 |
| Volume |
98,018 |
79,792 |
-18,226 |
-18.6% |
447,032 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4876 |
1.4820 |
1.4607 |
|
| R3 |
1.4767 |
1.4711 |
1.4577 |
|
| R2 |
1.4658 |
1.4658 |
1.4567 |
|
| R1 |
1.4602 |
1.4602 |
1.4557 |
1.4630 |
| PP |
1.4549 |
1.4549 |
1.4549 |
1.4563 |
| S1 |
1.4493 |
1.4493 |
1.4537 |
1.4521 |
| S2 |
1.4440 |
1.4440 |
1.4527 |
|
| S3 |
1.4331 |
1.4384 |
1.4517 |
|
| S4 |
1.4222 |
1.4275 |
1.4487 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5552 |
1.5348 |
1.4689 |
|
| R3 |
1.5239 |
1.5035 |
1.4603 |
|
| R2 |
1.4926 |
1.4926 |
1.4574 |
|
| R1 |
1.4722 |
1.4722 |
1.4546 |
1.4668 |
| PP |
1.4613 |
1.4613 |
1.4613 |
1.4586 |
| S1 |
1.4409 |
1.4409 |
1.4488 |
1.4355 |
| S2 |
1.4300 |
1.4300 |
1.4460 |
|
| S3 |
1.3987 |
1.4096 |
1.4431 |
|
| S4 |
1.3674 |
1.3783 |
1.4345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4727 |
1.4495 |
0.0232 |
1.6% |
0.0105 |
0.7% |
22% |
False |
True |
86,173 |
| 10 |
1.4938 |
1.4495 |
0.0443 |
3.0% |
0.0104 |
0.7% |
12% |
False |
True |
70,657 |
| 20 |
1.5242 |
1.4495 |
0.0747 |
5.1% |
0.0104 |
0.7% |
7% |
False |
True |
70,094 |
| 40 |
1.5337 |
1.4495 |
0.0842 |
5.8% |
0.0102 |
0.7% |
6% |
False |
True |
41,250 |
| 60 |
1.5496 |
1.4495 |
0.1001 |
6.9% |
0.0099 |
0.7% |
5% |
False |
True |
27,582 |
| 80 |
1.5640 |
1.4495 |
0.1145 |
7.9% |
0.0102 |
0.7% |
5% |
False |
True |
20,693 |
| 100 |
1.5789 |
1.4495 |
0.1294 |
8.9% |
0.0098 |
0.7% |
4% |
False |
True |
16,557 |
| 120 |
1.5789 |
1.4495 |
0.1294 |
8.9% |
0.0091 |
0.6% |
4% |
False |
True |
13,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5067 |
|
2.618 |
1.4889 |
|
1.618 |
1.4780 |
|
1.000 |
1.4713 |
|
0.618 |
1.4671 |
|
HIGH |
1.4604 |
|
0.618 |
1.4562 |
|
0.500 |
1.4550 |
|
0.382 |
1.4537 |
|
LOW |
1.4495 |
|
0.618 |
1.4428 |
|
1.000 |
1.4386 |
|
1.618 |
1.4319 |
|
2.618 |
1.4210 |
|
4.250 |
1.4032 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4550 |
1.4571 |
| PP |
1.4549 |
1.4563 |
| S1 |
1.4548 |
1.4555 |
|