CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4223 |
1.4269 |
0.0046 |
0.3% |
1.4261 |
| High |
1.4363 |
1.4310 |
-0.0053 |
-0.4% |
1.4363 |
| Low |
1.4205 |
1.4223 |
0.0018 |
0.1% |
1.4079 |
| Close |
1.4281 |
1.4256 |
-0.0025 |
-0.2% |
1.4281 |
| Range |
0.0158 |
0.0087 |
-0.0071 |
-44.9% |
0.0284 |
| ATR |
0.0126 |
0.0124 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
110,277 |
69,567 |
-40,710 |
-36.9% |
511,415 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4524 |
1.4477 |
1.4304 |
|
| R3 |
1.4437 |
1.4390 |
1.4280 |
|
| R2 |
1.4350 |
1.4350 |
1.4272 |
|
| R1 |
1.4303 |
1.4303 |
1.4264 |
1.4283 |
| PP |
1.4263 |
1.4263 |
1.4263 |
1.4253 |
| S1 |
1.4216 |
1.4216 |
1.4248 |
1.4196 |
| S2 |
1.4176 |
1.4176 |
1.4240 |
|
| S3 |
1.4089 |
1.4129 |
1.4232 |
|
| S4 |
1.4002 |
1.4042 |
1.4208 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5093 |
1.4971 |
1.4437 |
|
| R3 |
1.4809 |
1.4687 |
1.4359 |
|
| R2 |
1.4525 |
1.4525 |
1.4333 |
|
| R1 |
1.4403 |
1.4403 |
1.4307 |
1.4464 |
| PP |
1.4241 |
1.4241 |
1.4241 |
1.4272 |
| S1 |
1.4119 |
1.4119 |
1.4255 |
1.4180 |
| S2 |
1.3957 |
1.3957 |
1.4229 |
|
| S3 |
1.3673 |
1.3835 |
1.4203 |
|
| S4 |
1.3389 |
1.3551 |
1.4125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4363 |
1.4079 |
0.0284 |
2.0% |
0.0144 |
1.0% |
62% |
False |
False |
116,196 |
| 10 |
1.4604 |
1.4079 |
0.0525 |
3.7% |
0.0139 |
1.0% |
34% |
False |
False |
102,999 |
| 20 |
1.4949 |
1.4079 |
0.0870 |
6.1% |
0.0120 |
0.8% |
20% |
False |
False |
84,218 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.2% |
0.0116 |
0.8% |
15% |
False |
False |
64,924 |
| 60 |
1.5488 |
1.4079 |
0.1409 |
9.9% |
0.0108 |
0.8% |
13% |
False |
False |
43,414 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0106 |
0.7% |
12% |
False |
False |
32,567 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.9% |
0.0102 |
0.7% |
11% |
False |
False |
26,059 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
12.0% |
0.0099 |
0.7% |
10% |
False |
False |
21,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4680 |
|
2.618 |
1.4538 |
|
1.618 |
1.4451 |
|
1.000 |
1.4397 |
|
0.618 |
1.4364 |
|
HIGH |
1.4310 |
|
0.618 |
1.4277 |
|
0.500 |
1.4267 |
|
0.382 |
1.4256 |
|
LOW |
1.4223 |
|
0.618 |
1.4169 |
|
1.000 |
1.4136 |
|
1.618 |
1.4082 |
|
2.618 |
1.3995 |
|
4.250 |
1.3853 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4267 |
1.4244 |
| PP |
1.4263 |
1.4233 |
| S1 |
1.4260 |
1.4221 |
|