CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4269 |
1.4242 |
-0.0027 |
-0.2% |
1.4261 |
| High |
1.4310 |
1.4367 |
0.0057 |
0.4% |
1.4363 |
| Low |
1.4223 |
1.4173 |
-0.0050 |
-0.4% |
1.4079 |
| Close |
1.4256 |
1.4359 |
0.0103 |
0.7% |
1.4281 |
| Range |
0.0087 |
0.0194 |
0.0107 |
123.0% |
0.0284 |
| ATR |
0.0124 |
0.0129 |
0.0005 |
4.1% |
0.0000 |
| Volume |
69,567 |
91,937 |
22,370 |
32.2% |
511,415 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4882 |
1.4814 |
1.4466 |
|
| R3 |
1.4688 |
1.4620 |
1.4412 |
|
| R2 |
1.4494 |
1.4494 |
1.4395 |
|
| R1 |
1.4426 |
1.4426 |
1.4377 |
1.4460 |
| PP |
1.4300 |
1.4300 |
1.4300 |
1.4317 |
| S1 |
1.4232 |
1.4232 |
1.4341 |
1.4266 |
| S2 |
1.4106 |
1.4106 |
1.4323 |
|
| S3 |
1.3912 |
1.4038 |
1.4306 |
|
| S4 |
1.3718 |
1.3844 |
1.4252 |
|
|
| 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 |
1.4367 |
1.4079 |
0.0288 |
2.0% |
0.0141 |
1.0% |
97% |
True |
False |
98,701 |
| 10 |
1.4560 |
1.4079 |
0.0481 |
3.3% |
0.0148 |
1.0% |
58% |
False |
False |
104,214 |
| 20 |
1.4938 |
1.4079 |
0.0859 |
6.0% |
0.0126 |
0.9% |
33% |
False |
False |
87,435 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.1% |
0.0119 |
0.8% |
24% |
False |
False |
67,211 |
| 60 |
1.5488 |
1.4079 |
0.1409 |
9.8% |
0.0110 |
0.8% |
20% |
False |
False |
44,945 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0107 |
0.7% |
20% |
False |
False |
33,716 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.9% |
0.0104 |
0.7% |
18% |
False |
False |
26,978 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.9% |
0.0100 |
0.7% |
16% |
False |
False |
22,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5192 |
|
2.618 |
1.4875 |
|
1.618 |
1.4681 |
|
1.000 |
1.4561 |
|
0.618 |
1.4487 |
|
HIGH |
1.4367 |
|
0.618 |
1.4293 |
|
0.500 |
1.4270 |
|
0.382 |
1.4247 |
|
LOW |
1.4173 |
|
0.618 |
1.4053 |
|
1.000 |
1.3979 |
|
1.618 |
1.3859 |
|
2.618 |
1.3665 |
|
4.250 |
1.3349 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4329 |
1.4329 |
| PP |
1.4300 |
1.4300 |
| S1 |
1.4270 |
1.4270 |
|