CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4224 |
1.4261 |
0.0037 |
0.3% |
1.3860 |
| High |
1.4285 |
1.4277 |
-0.0008 |
-0.1% |
1.4251 |
| Low |
1.4134 |
1.4174 |
0.0040 |
0.3% |
1.3835 |
| Close |
1.4264 |
1.4217 |
-0.0047 |
-0.3% |
1.4215 |
| Range |
0.0151 |
0.0103 |
-0.0048 |
-31.8% |
0.0416 |
| ATR |
0.0152 |
0.0149 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
93,203 |
142,545 |
49,342 |
52.9% |
489,378 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4532 |
1.4477 |
1.4274 |
|
| R3 |
1.4429 |
1.4374 |
1.4245 |
|
| R2 |
1.4326 |
1.4326 |
1.4236 |
|
| R1 |
1.4271 |
1.4271 |
1.4226 |
1.4247 |
| PP |
1.4223 |
1.4223 |
1.4223 |
1.4211 |
| S1 |
1.4168 |
1.4168 |
1.4208 |
1.4144 |
| S2 |
1.4120 |
1.4120 |
1.4198 |
|
| S3 |
1.4017 |
1.4065 |
1.4189 |
|
| S4 |
1.3914 |
1.3962 |
1.4160 |
|
|
| 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 |
1.3915 |
0.0370 |
2.6% |
0.0147 |
1.0% |
82% |
False |
False |
108,726 |
| 10 |
1.4285 |
1.3835 |
0.0450 |
3.2% |
0.0121 |
0.9% |
85% |
False |
False |
102,991 |
| 20 |
1.4579 |
1.3835 |
0.0744 |
5.2% |
0.0143 |
1.0% |
51% |
False |
False |
100,562 |
| 40 |
1.4674 |
1.3835 |
0.0839 |
5.9% |
0.0152 |
1.1% |
46% |
False |
False |
103,075 |
| 60 |
1.5242 |
1.3835 |
0.1407 |
9.9% |
0.0136 |
1.0% |
27% |
False |
False |
92,090 |
| 80 |
1.5337 |
1.3835 |
0.1502 |
10.6% |
0.0127 |
0.9% |
25% |
False |
False |
71,167 |
| 100 |
1.5496 |
1.3835 |
0.1661 |
11.7% |
0.0122 |
0.9% |
23% |
False |
False |
56,982 |
| 120 |
1.5640 |
1.3835 |
0.1805 |
12.7% |
0.0120 |
0.8% |
21% |
False |
False |
47,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4715 |
|
2.618 |
1.4547 |
|
1.618 |
1.4444 |
|
1.000 |
1.4380 |
|
0.618 |
1.4341 |
|
HIGH |
1.4277 |
|
0.618 |
1.4238 |
|
0.500 |
1.4226 |
|
0.382 |
1.4213 |
|
LOW |
1.4174 |
|
0.618 |
1.4110 |
|
1.000 |
1.4071 |
|
1.618 |
1.4007 |
|
2.618 |
1.3904 |
|
4.250 |
1.3736 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4226 |
1.4210 |
| PP |
1.4223 |
1.4203 |
| S1 |
1.4220 |
1.4197 |
|