CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4261 |
1.4165 |
-0.0096 |
-0.7% |
1.4509 |
| High |
1.4341 |
1.4220 |
-0.0121 |
-0.8% |
1.4604 |
| Low |
1.4130 |
1.4126 |
-0.0004 |
0.0% |
1.4252 |
| Close |
1.4177 |
1.4154 |
-0.0023 |
-0.2% |
1.4262 |
| Range |
0.0211 |
0.0094 |
-0.0117 |
-55.5% |
0.0352 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
179,414 |
104,905 |
-74,509 |
-41.5% |
449,016 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4449 |
1.4395 |
1.4206 |
|
| R3 |
1.4355 |
1.4301 |
1.4180 |
|
| R2 |
1.4261 |
1.4261 |
1.4171 |
|
| R1 |
1.4207 |
1.4207 |
1.4163 |
1.4187 |
| PP |
1.4167 |
1.4167 |
1.4167 |
1.4157 |
| S1 |
1.4113 |
1.4113 |
1.4145 |
1.4093 |
| S2 |
1.4073 |
1.4073 |
1.4137 |
|
| S3 |
1.3979 |
1.4019 |
1.4128 |
|
| S4 |
1.3885 |
1.3925 |
1.4102 |
|
|
| 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 |
1.4477 |
1.4126 |
0.0351 |
2.5% |
0.0132 |
0.9% |
8% |
False |
True |
109,149 |
| 10 |
1.4682 |
1.4126 |
0.0556 |
3.9% |
0.0131 |
0.9% |
5% |
False |
True |
100,927 |
| 20 |
1.4949 |
1.4126 |
0.0823 |
5.8% |
0.0111 |
0.8% |
3% |
False |
True |
77,127 |
| 40 |
1.5305 |
1.4126 |
0.1179 |
8.3% |
0.0113 |
0.8% |
2% |
False |
True |
57,531 |
| 60 |
1.5488 |
1.4126 |
0.1362 |
9.6% |
0.0106 |
0.7% |
2% |
False |
True |
38,471 |
| 80 |
1.5496 |
1.4126 |
0.1370 |
9.7% |
0.0104 |
0.7% |
2% |
False |
True |
28,859 |
| 100 |
1.5640 |
1.4126 |
0.1514 |
10.7% |
0.0101 |
0.7% |
2% |
False |
True |
23,092 |
| 120 |
1.5789 |
1.4126 |
0.1663 |
11.7% |
0.0096 |
0.7% |
2% |
False |
True |
19,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4620 |
|
2.618 |
1.4466 |
|
1.618 |
1.4372 |
|
1.000 |
1.4314 |
|
0.618 |
1.4278 |
|
HIGH |
1.4220 |
|
0.618 |
1.4184 |
|
0.500 |
1.4173 |
|
0.382 |
1.4162 |
|
LOW |
1.4126 |
|
0.618 |
1.4068 |
|
1.000 |
1.4032 |
|
1.618 |
1.3974 |
|
2.618 |
1.3880 |
|
4.250 |
1.3727 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4173 |
1.4277 |
| PP |
1.4167 |
1.4236 |
| S1 |
1.4160 |
1.4195 |
|