CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4165 |
1.4186 |
0.0021 |
0.1% |
1.4509 |
| High |
1.4220 |
1.4249 |
0.0029 |
0.2% |
1.4604 |
| Low |
1.4126 |
1.4079 |
-0.0047 |
-0.3% |
1.4252 |
| Close |
1.4154 |
1.4217 |
0.0063 |
0.4% |
1.4262 |
| Range |
0.0094 |
0.0170 |
0.0076 |
80.9% |
0.0352 |
| ATR |
0.0120 |
0.0124 |
0.0004 |
2.9% |
0.0000 |
| Volume |
104,905 |
116,819 |
11,914 |
11.4% |
449,016 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4692 |
1.4624 |
1.4311 |
|
| R3 |
1.4522 |
1.4454 |
1.4264 |
|
| R2 |
1.4352 |
1.4352 |
1.4248 |
|
| R1 |
1.4284 |
1.4284 |
1.4233 |
1.4318 |
| PP |
1.4182 |
1.4182 |
1.4182 |
1.4199 |
| S1 |
1.4114 |
1.4114 |
1.4201 |
1.4148 |
| S2 |
1.4012 |
1.4012 |
1.4186 |
|
| S3 |
1.3842 |
1.3944 |
1.4170 |
|
| S4 |
1.3672 |
1.3774 |
1.4124 |
|
|
| 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 |
1.4445 |
1.4079 |
0.0366 |
2.6% |
0.0147 |
1.0% |
38% |
False |
True |
115,828 |
| 10 |
1.4646 |
1.4079 |
0.0567 |
4.0% |
0.0140 |
1.0% |
24% |
False |
True |
105,363 |
| 20 |
1.4949 |
1.4079 |
0.0870 |
6.1% |
0.0117 |
0.8% |
16% |
False |
True |
80,309 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.2% |
0.0114 |
0.8% |
12% |
False |
True |
60,447 |
| 60 |
1.5488 |
1.4079 |
0.1409 |
9.9% |
0.0107 |
0.8% |
10% |
False |
True |
40,417 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
10.0% |
0.0105 |
0.7% |
10% |
False |
True |
30,319 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
11.0% |
0.0101 |
0.7% |
9% |
False |
True |
24,260 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
12.0% |
0.0098 |
0.7% |
8% |
False |
True |
20,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4972 |
|
2.618 |
1.4694 |
|
1.618 |
1.4524 |
|
1.000 |
1.4419 |
|
0.618 |
1.4354 |
|
HIGH |
1.4249 |
|
0.618 |
1.4184 |
|
0.500 |
1.4164 |
|
0.382 |
1.4144 |
|
LOW |
1.4079 |
|
0.618 |
1.3974 |
|
1.000 |
1.3909 |
|
1.618 |
1.3804 |
|
2.618 |
1.3634 |
|
4.250 |
1.3357 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4199 |
1.4215 |
| PP |
1.4182 |
1.4212 |
| S1 |
1.4164 |
1.4210 |
|