CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4427 |
1.4419 |
-0.0008 |
-0.1% |
1.4736 |
| High |
1.4477 |
1.4445 |
-0.0032 |
-0.2% |
1.4818 |
| Low |
1.4380 |
1.4361 |
-0.0019 |
-0.1% |
1.4505 |
| Close |
1.4445 |
1.4405 |
-0.0040 |
-0.3% |
1.4517 |
| Range |
0.0097 |
0.0084 |
-0.0013 |
-13.4% |
0.0313 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
83,424 |
80,803 |
-2,621 |
-3.1% |
447,032 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4656 |
1.4614 |
1.4451 |
|
| R3 |
1.4572 |
1.4530 |
1.4428 |
|
| R2 |
1.4488 |
1.4488 |
1.4420 |
|
| R1 |
1.4446 |
1.4446 |
1.4413 |
1.4425 |
| PP |
1.4404 |
1.4404 |
1.4404 |
1.4393 |
| S1 |
1.4362 |
1.4362 |
1.4397 |
1.4341 |
| S2 |
1.4320 |
1.4320 |
1.4390 |
|
| S3 |
1.4236 |
1.4278 |
1.4382 |
|
| S4 |
1.4152 |
1.4194 |
1.4359 |
|
|
| 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% |
0.0128 |
0.9% |
18% |
False |
False |
89,966 |
| 10 |
1.4845 |
1.4353 |
0.0492 |
3.4% |
0.0119 |
0.8% |
11% |
False |
False |
85,464 |
| 20 |
1.5104 |
1.4353 |
0.0751 |
5.2% |
0.0105 |
0.7% |
7% |
False |
False |
71,902 |
| 40 |
1.5337 |
1.4353 |
0.0984 |
6.8% |
0.0107 |
0.7% |
5% |
False |
False |
48,032 |
| 60 |
1.5496 |
1.4353 |
0.1143 |
7.9% |
0.0102 |
0.7% |
5% |
False |
False |
32,114 |
| 80 |
1.5512 |
1.4353 |
0.1159 |
8.0% |
0.0103 |
0.7% |
4% |
False |
False |
24,090 |
| 100 |
1.5789 |
1.4353 |
0.1436 |
10.0% |
0.0101 |
0.7% |
4% |
False |
False |
19,277 |
| 120 |
1.5789 |
1.4353 |
0.1436 |
10.0% |
0.0093 |
0.6% |
4% |
False |
False |
16,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4802 |
|
2.618 |
1.4665 |
|
1.618 |
1.4581 |
|
1.000 |
1.4529 |
|
0.618 |
1.4497 |
|
HIGH |
1.4445 |
|
0.618 |
1.4413 |
|
0.500 |
1.4403 |
|
0.382 |
1.4393 |
|
LOW |
1.4361 |
|
0.618 |
1.4309 |
|
1.000 |
1.4277 |
|
1.618 |
1.4225 |
|
2.618 |
1.4141 |
|
4.250 |
1.4004 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4404 |
1.4457 |
| PP |
1.4404 |
1.4439 |
| S1 |
1.4403 |
1.4422 |
|