CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4546 |
1.4427 |
-0.0119 |
-0.8% |
1.4736 |
| High |
1.4560 |
1.4477 |
-0.0083 |
-0.6% |
1.4818 |
| Low |
1.4353 |
1.4380 |
0.0027 |
0.2% |
1.4505 |
| Close |
1.4432 |
1.4445 |
0.0013 |
0.1% |
1.4517 |
| Range |
0.0207 |
0.0097 |
-0.0110 |
-53.1% |
0.0313 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
107,795 |
83,424 |
-24,371 |
-22.6% |
447,032 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4725 |
1.4682 |
1.4498 |
|
| R3 |
1.4628 |
1.4585 |
1.4472 |
|
| R2 |
1.4531 |
1.4531 |
1.4463 |
|
| R1 |
1.4488 |
1.4488 |
1.4454 |
1.4510 |
| PP |
1.4434 |
1.4434 |
1.4434 |
1.4445 |
| S1 |
1.4391 |
1.4391 |
1.4436 |
1.4413 |
| S2 |
1.4337 |
1.4337 |
1.4427 |
|
| S3 |
1.4240 |
1.4294 |
1.4418 |
|
| S4 |
1.4143 |
1.4197 |
1.4392 |
|
|
| 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 |
1.4646 |
1.4353 |
0.0293 |
2.0% |
0.0132 |
0.9% |
31% |
False |
False |
94,898 |
| 10 |
1.4849 |
1.4353 |
0.0496 |
3.4% |
0.0116 |
0.8% |
19% |
False |
False |
81,411 |
| 20 |
1.5187 |
1.4353 |
0.0834 |
5.8% |
0.0109 |
0.8% |
11% |
False |
False |
72,048 |
| 40 |
1.5337 |
1.4353 |
0.0984 |
6.8% |
0.0106 |
0.7% |
9% |
False |
False |
46,018 |
| 60 |
1.5496 |
1.4353 |
0.1143 |
7.9% |
0.0102 |
0.7% |
8% |
False |
False |
30,768 |
| 80 |
1.5552 |
1.4353 |
0.1199 |
8.3% |
0.0103 |
0.7% |
8% |
False |
False |
23,081 |
| 100 |
1.5789 |
1.4353 |
0.1436 |
9.9% |
0.0100 |
0.7% |
6% |
False |
False |
18,469 |
| 120 |
1.5789 |
1.4353 |
0.1436 |
9.9% |
0.0093 |
0.6% |
6% |
False |
False |
15,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4889 |
|
2.618 |
1.4731 |
|
1.618 |
1.4634 |
|
1.000 |
1.4574 |
|
0.618 |
1.4537 |
|
HIGH |
1.4477 |
|
0.618 |
1.4440 |
|
0.500 |
1.4429 |
|
0.382 |
1.4417 |
|
LOW |
1.4380 |
|
0.618 |
1.4320 |
|
1.000 |
1.4283 |
|
1.618 |
1.4223 |
|
2.618 |
1.4126 |
|
4.250 |
1.3968 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4440 |
1.4479 |
| PP |
1.4434 |
1.4467 |
| S1 |
1.4429 |
1.4456 |
|