CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4419 |
1.4418 |
-0.0001 |
0.0% |
1.4509 |
| High |
1.4445 |
1.4427 |
-0.0018 |
-0.1% |
1.4604 |
| Low |
1.4361 |
1.4252 |
-0.0109 |
-0.8% |
1.4252 |
| Close |
1.4405 |
1.4262 |
-0.0143 |
-1.0% |
1.4262 |
| Range |
0.0084 |
0.0175 |
0.0091 |
108.3% |
0.0352 |
| ATR |
0.0111 |
0.0116 |
0.0005 |
4.1% |
0.0000 |
| Volume |
80,803 |
97,202 |
16,399 |
20.3% |
449,016 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4839 |
1.4725 |
1.4358 |
|
| R3 |
1.4664 |
1.4550 |
1.4310 |
|
| R2 |
1.4489 |
1.4489 |
1.4294 |
|
| R1 |
1.4375 |
1.4375 |
1.4278 |
1.4345 |
| PP |
1.4314 |
1.4314 |
1.4314 |
1.4298 |
| S1 |
1.4200 |
1.4200 |
1.4246 |
1.4170 |
| S2 |
1.4139 |
1.4139 |
1.4230 |
|
| S3 |
1.3964 |
1.4025 |
1.4214 |
|
| S4 |
1.3789 |
1.3850 |
1.4166 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5429 |
1.5197 |
1.4456 |
|
| R3 |
1.5077 |
1.4845 |
1.4359 |
|
| R2 |
1.4725 |
1.4725 |
1.4327 |
|
| R1 |
1.4493 |
1.4493 |
1.4294 |
1.4433 |
| PP |
1.4373 |
1.4373 |
1.4373 |
1.4343 |
| S1 |
1.4141 |
1.4141 |
1.4230 |
1.4081 |
| S2 |
1.4021 |
1.4021 |
1.4197 |
|
| S3 |
1.3669 |
1.3789 |
1.4165 |
|
| S4 |
1.3317 |
1.3437 |
1.4068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4604 |
1.4252 |
0.0352 |
2.5% |
0.0134 |
0.9% |
3% |
False |
True |
89,803 |
| 10 |
1.4818 |
1.4252 |
0.0566 |
4.0% |
0.0124 |
0.9% |
2% |
False |
True |
89,604 |
| 20 |
1.5020 |
1.4252 |
0.0768 |
5.4% |
0.0107 |
0.7% |
1% |
False |
True |
71,697 |
| 40 |
1.5337 |
1.4252 |
0.1085 |
7.6% |
0.0109 |
0.8% |
1% |
False |
True |
50,452 |
| 60 |
1.5496 |
1.4252 |
0.1244 |
8.7% |
0.0104 |
0.7% |
1% |
False |
True |
33,734 |
| 80 |
1.5496 |
1.4252 |
0.1244 |
8.7% |
0.0103 |
0.7% |
1% |
False |
True |
25,305 |
| 100 |
1.5789 |
1.4252 |
0.1537 |
10.8% |
0.0102 |
0.7% |
1% |
False |
True |
20,249 |
| 120 |
1.5789 |
1.4252 |
0.1537 |
10.8% |
0.0094 |
0.7% |
1% |
False |
True |
16,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5171 |
|
2.618 |
1.4885 |
|
1.618 |
1.4710 |
|
1.000 |
1.4602 |
|
0.618 |
1.4535 |
|
HIGH |
1.4427 |
|
0.618 |
1.4360 |
|
0.500 |
1.4340 |
|
0.382 |
1.4319 |
|
LOW |
1.4252 |
|
0.618 |
1.4144 |
|
1.000 |
1.4077 |
|
1.618 |
1.3969 |
|
2.618 |
1.3794 |
|
4.250 |
1.3508 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4340 |
1.4365 |
| PP |
1.4314 |
1.4330 |
| S1 |
1.4288 |
1.4296 |
|