CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4173 |
1.4224 |
0.0051 |
0.4% |
1.3860 |
| High |
1.4251 |
1.4285 |
0.0034 |
0.2% |
1.4251 |
| Low |
1.4108 |
1.4134 |
0.0026 |
0.2% |
1.3835 |
| Close |
1.4215 |
1.4264 |
0.0049 |
0.3% |
1.4215 |
| Range |
0.0143 |
0.0151 |
0.0008 |
5.6% |
0.0416 |
| ATR |
0.0152 |
0.0152 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
100,768 |
93,203 |
-7,565 |
-7.5% |
489,378 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4681 |
1.4623 |
1.4347 |
|
| R3 |
1.4530 |
1.4472 |
1.4306 |
|
| R2 |
1.4379 |
1.4379 |
1.4292 |
|
| R1 |
1.4321 |
1.4321 |
1.4278 |
1.4350 |
| PP |
1.4228 |
1.4228 |
1.4228 |
1.4242 |
| S1 |
1.4170 |
1.4170 |
1.4250 |
1.4199 |
| S2 |
1.4077 |
1.4077 |
1.4236 |
|
| S3 |
1.3926 |
1.4019 |
1.4222 |
|
| S4 |
1.3775 |
1.3868 |
1.4181 |
|
|
| 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 |
1.4285 |
1.3903 |
0.0382 |
2.7% |
0.0150 |
1.1% |
95% |
True |
False |
99,818 |
| 10 |
1.4285 |
1.3835 |
0.0450 |
3.2% |
0.0126 |
0.9% |
95% |
True |
False |
98,224 |
| 20 |
1.4579 |
1.3835 |
0.0744 |
5.2% |
0.0148 |
1.0% |
58% |
False |
False |
97,259 |
| 40 |
1.4674 |
1.3835 |
0.0839 |
5.9% |
0.0153 |
1.1% |
51% |
False |
False |
101,962 |
| 60 |
1.5242 |
1.3835 |
0.1407 |
9.9% |
0.0137 |
1.0% |
30% |
False |
False |
91,106 |
| 80 |
1.5337 |
1.3835 |
0.1502 |
10.5% |
0.0126 |
0.9% |
29% |
False |
False |
69,386 |
| 100 |
1.5496 |
1.3835 |
0.1661 |
11.6% |
0.0122 |
0.9% |
26% |
False |
False |
55,556 |
| 120 |
1.5640 |
1.3835 |
0.1805 |
12.7% |
0.0120 |
0.8% |
24% |
False |
False |
46,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4927 |
|
2.618 |
1.4680 |
|
1.618 |
1.4529 |
|
1.000 |
1.4436 |
|
0.618 |
1.4378 |
|
HIGH |
1.4285 |
|
0.618 |
1.4227 |
|
0.500 |
1.4210 |
|
0.382 |
1.4192 |
|
LOW |
1.4134 |
|
0.618 |
1.4041 |
|
1.000 |
1.3983 |
|
1.618 |
1.3890 |
|
2.618 |
1.3739 |
|
4.250 |
1.3492 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4246 |
1.4229 |
| PP |
1.4228 |
1.4194 |
| S1 |
1.4210 |
1.4159 |
|