CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3923 |
1.3954 |
0.0031 |
0.2% |
1.4294 |
| High |
1.4021 |
1.4093 |
0.0072 |
0.5% |
1.4305 |
| Low |
1.3903 |
1.3915 |
0.0012 |
0.1% |
1.3863 |
| Close |
1.3953 |
1.4075 |
0.0122 |
0.9% |
1.3863 |
| Range |
0.0118 |
0.0178 |
0.0060 |
50.8% |
0.0442 |
| ATR |
0.0150 |
0.0152 |
0.0002 |
1.3% |
0.0000 |
| Volume |
98,006 |
97,527 |
-479 |
-0.5% |
515,765 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4562 |
1.4496 |
1.4173 |
|
| R3 |
1.4384 |
1.4318 |
1.4124 |
|
| R2 |
1.4206 |
1.4206 |
1.4108 |
|
| R1 |
1.4140 |
1.4140 |
1.4091 |
1.4173 |
| PP |
1.4028 |
1.4028 |
1.4028 |
1.4044 |
| S1 |
1.3962 |
1.3962 |
1.4059 |
1.3995 |
| S2 |
1.3850 |
1.3850 |
1.4042 |
|
| S3 |
1.3672 |
1.3784 |
1.4026 |
|
| S4 |
1.3494 |
1.3606 |
1.3977 |
|
|
| 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 |
1.4093 |
1.3835 |
0.0258 |
1.8% |
0.0101 |
0.7% |
93% |
True |
False |
92,995 |
| 10 |
1.4415 |
1.3835 |
0.0580 |
4.1% |
0.0135 |
1.0% |
41% |
False |
False |
96,950 |
| 20 |
1.4674 |
1.3835 |
0.0839 |
6.0% |
0.0153 |
1.1% |
29% |
False |
False |
99,984 |
| 40 |
1.4727 |
1.3835 |
0.0892 |
6.3% |
0.0149 |
1.1% |
27% |
False |
False |
100,699 |
| 60 |
1.5242 |
1.3835 |
0.1407 |
10.0% |
0.0134 |
1.0% |
17% |
False |
False |
87,096 |
| 80 |
1.5393 |
1.3835 |
0.1558 |
11.1% |
0.0126 |
0.9% |
15% |
False |
False |
65,640 |
| 100 |
1.5496 |
1.3835 |
0.1661 |
11.8% |
0.0120 |
0.9% |
14% |
False |
False |
52,521 |
| 120 |
1.5640 |
1.3835 |
0.1805 |
12.8% |
0.0118 |
0.8% |
13% |
False |
False |
43,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4850 |
|
2.618 |
1.4559 |
|
1.618 |
1.4381 |
|
1.000 |
1.4271 |
|
0.618 |
1.4203 |
|
HIGH |
1.4093 |
|
0.618 |
1.4025 |
|
0.500 |
1.4004 |
|
0.382 |
1.3983 |
|
LOW |
1.3915 |
|
0.618 |
1.3805 |
|
1.000 |
1.3737 |
|
1.618 |
1.3627 |
|
2.618 |
1.3449 |
|
4.250 |
1.3159 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4051 |
1.4038 |
| PP |
1.4028 |
1.4001 |
| S1 |
1.4004 |
1.3964 |
|