CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3860 |
1.3923 |
0.0063 |
0.5% |
1.4294 |
| High |
1.3947 |
1.4021 |
0.0074 |
0.5% |
1.4305 |
| Low |
1.3835 |
1.3903 |
0.0068 |
0.5% |
1.3863 |
| Close |
1.3916 |
1.3953 |
0.0037 |
0.3% |
1.3863 |
| Range |
0.0112 |
0.0118 |
0.0006 |
5.4% |
0.0442 |
| ATR |
0.0153 |
0.0150 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
83,489 |
98,006 |
14,517 |
17.4% |
515,765 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4313 |
1.4251 |
1.4018 |
|
| R3 |
1.4195 |
1.4133 |
1.3985 |
|
| R2 |
1.4077 |
1.4077 |
1.3975 |
|
| R1 |
1.4015 |
1.4015 |
1.3964 |
1.4046 |
| PP |
1.3959 |
1.3959 |
1.3959 |
1.3975 |
| S1 |
1.3897 |
1.3897 |
1.3942 |
1.3928 |
| S2 |
1.3841 |
1.3841 |
1.3931 |
|
| S3 |
1.3723 |
1.3779 |
1.3921 |
|
| S4 |
1.3605 |
1.3661 |
1.3888 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5336 |
1.5042 |
1.4106 |
|
| R3 |
1.4894 |
1.4600 |
1.3985 |
|
| R2 |
1.4452 |
1.4452 |
1.3944 |
|
| R1 |
1.4158 |
1.4158 |
1.3904 |
1.4084 |
| PP |
1.4010 |
1.4010 |
1.4010 |
1.3974 |
| S1 |
1.3716 |
1.3716 |
1.3822 |
1.3642 |
| S2 |
1.3568 |
1.3568 |
1.3782 |
|
| S3 |
1.3126 |
1.3274 |
1.3741 |
|
| S4 |
1.2684 |
1.2832 |
1.3620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4027 |
1.3835 |
0.0192 |
1.4% |
0.0095 |
0.7% |
61% |
False |
False |
97,257 |
| 10 |
1.4415 |
1.3835 |
0.0580 |
4.2% |
0.0128 |
0.9% |
20% |
False |
False |
96,071 |
| 20 |
1.4674 |
1.3835 |
0.0839 |
6.0% |
0.0150 |
1.1% |
14% |
False |
False |
99,977 |
| 40 |
1.4818 |
1.3835 |
0.0983 |
7.0% |
0.0148 |
1.1% |
12% |
False |
False |
100,660 |
| 60 |
1.5242 |
1.3835 |
0.1407 |
10.1% |
0.0135 |
1.0% |
8% |
False |
False |
85,611 |
| 80 |
1.5436 |
1.3835 |
0.1601 |
11.5% |
0.0125 |
0.9% |
7% |
False |
False |
64,422 |
| 100 |
1.5496 |
1.3835 |
0.1661 |
11.9% |
0.0120 |
0.9% |
7% |
False |
False |
51,546 |
| 120 |
1.5640 |
1.3835 |
0.1805 |
12.9% |
0.0116 |
0.8% |
7% |
False |
False |
42,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4523 |
|
2.618 |
1.4330 |
|
1.618 |
1.4212 |
|
1.000 |
1.4139 |
|
0.618 |
1.4094 |
|
HIGH |
1.4021 |
|
0.618 |
1.3976 |
|
0.500 |
1.3962 |
|
0.382 |
1.3948 |
|
LOW |
1.3903 |
|
0.618 |
1.3830 |
|
1.000 |
1.3785 |
|
1.618 |
1.3712 |
|
2.618 |
1.3594 |
|
4.250 |
1.3402 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3962 |
1.3945 |
| PP |
1.3959 |
1.3936 |
| S1 |
1.3956 |
1.3928 |
|