CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4081 |
1.4173 |
0.0092 |
0.7% |
1.3860 |
| High |
1.4195 |
1.4251 |
0.0056 |
0.4% |
1.4251 |
| Low |
1.4033 |
1.4108 |
0.0075 |
0.5% |
1.3835 |
| Close |
1.4173 |
1.4215 |
0.0042 |
0.3% |
1.4215 |
| Range |
0.0162 |
0.0143 |
-0.0019 |
-11.7% |
0.0416 |
| ATR |
0.0153 |
0.0152 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
109,588 |
100,768 |
-8,820 |
-8.0% |
489,378 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4620 |
1.4561 |
1.4294 |
|
| R3 |
1.4477 |
1.4418 |
1.4254 |
|
| R2 |
1.4334 |
1.4334 |
1.4241 |
|
| R1 |
1.4275 |
1.4275 |
1.4228 |
1.4305 |
| PP |
1.4191 |
1.4191 |
1.4191 |
1.4206 |
| S1 |
1.4132 |
1.4132 |
1.4202 |
1.4162 |
| S2 |
1.4048 |
1.4048 |
1.4189 |
|
| S3 |
1.3905 |
1.3989 |
1.4176 |
|
| S4 |
1.3762 |
1.3846 |
1.4136 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5348 |
1.5198 |
1.4444 |
|
| R3 |
1.4932 |
1.4782 |
1.4329 |
|
| R2 |
1.4516 |
1.4516 |
1.4291 |
|
| R1 |
1.4366 |
1.4366 |
1.4253 |
1.4441 |
| PP |
1.4100 |
1.4100 |
1.4100 |
1.4138 |
| S1 |
1.3950 |
1.3950 |
1.4177 |
1.4025 |
| S2 |
1.3684 |
1.3684 |
1.4139 |
|
| S3 |
1.3268 |
1.3534 |
1.4101 |
|
| S4 |
1.2852 |
1.3118 |
1.3986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4251 |
1.3835 |
0.0416 |
2.9% |
0.0143 |
1.0% |
91% |
True |
False |
97,875 |
| 10 |
1.4305 |
1.3835 |
0.0470 |
3.3% |
0.0135 |
1.0% |
81% |
False |
False |
100,514 |
| 20 |
1.4595 |
1.3835 |
0.0760 |
5.3% |
0.0148 |
1.0% |
50% |
False |
False |
97,668 |
| 40 |
1.4674 |
1.3835 |
0.0839 |
5.9% |
0.0152 |
1.1% |
45% |
False |
False |
102,269 |
| 60 |
1.5242 |
1.3835 |
0.1407 |
9.9% |
0.0137 |
1.0% |
27% |
False |
False |
90,142 |
| 80 |
1.5337 |
1.3835 |
0.1502 |
10.6% |
0.0125 |
0.9% |
25% |
False |
False |
68,255 |
| 100 |
1.5496 |
1.3835 |
0.1661 |
11.7% |
0.0121 |
0.9% |
23% |
False |
False |
54,624 |
| 120 |
1.5640 |
1.3835 |
0.1805 |
12.7% |
0.0119 |
0.8% |
21% |
False |
False |
45,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4859 |
|
2.618 |
1.4625 |
|
1.618 |
1.4482 |
|
1.000 |
1.4394 |
|
0.618 |
1.4339 |
|
HIGH |
1.4251 |
|
0.618 |
1.4196 |
|
0.500 |
1.4180 |
|
0.382 |
1.4163 |
|
LOW |
1.4108 |
|
0.618 |
1.4020 |
|
1.000 |
1.3965 |
|
1.618 |
1.3877 |
|
2.618 |
1.3734 |
|
4.250 |
1.3500 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4203 |
1.4171 |
| PP |
1.4191 |
1.4127 |
| S1 |
1.4180 |
1.4083 |
|