CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4261 |
1.4211 |
-0.0050 |
-0.4% |
1.3860 |
| High |
1.4277 |
1.4241 |
-0.0036 |
-0.3% |
1.4251 |
| Low |
1.4174 |
1.4178 |
0.0004 |
0.0% |
1.3835 |
| Close |
1.4217 |
1.4227 |
0.0010 |
0.1% |
1.4215 |
| Range |
0.0103 |
0.0063 |
-0.0040 |
-38.8% |
0.0416 |
| ATR |
0.0149 |
0.0143 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
142,545 |
120,569 |
-21,976 |
-15.4% |
489,378 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4404 |
1.4379 |
1.4262 |
|
| R3 |
1.4341 |
1.4316 |
1.4244 |
|
| R2 |
1.4278 |
1.4278 |
1.4239 |
|
| R1 |
1.4253 |
1.4253 |
1.4233 |
1.4266 |
| PP |
1.4215 |
1.4215 |
1.4215 |
1.4222 |
| S1 |
1.4190 |
1.4190 |
1.4221 |
1.4203 |
| S2 |
1.4152 |
1.4152 |
1.4215 |
|
| S3 |
1.4089 |
1.4127 |
1.4210 |
|
| S4 |
1.4026 |
1.4064 |
1.4192 |
|
|
| 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 |
1.4033 |
0.0252 |
1.8% |
0.0124 |
0.9% |
77% |
False |
False |
113,334 |
| 10 |
1.4285 |
1.3835 |
0.0450 |
3.2% |
0.0113 |
0.8% |
87% |
False |
False |
103,165 |
| 20 |
1.4579 |
1.3835 |
0.0744 |
5.2% |
0.0140 |
1.0% |
53% |
False |
False |
102,094 |
| 40 |
1.4674 |
1.3835 |
0.0839 |
5.9% |
0.0151 |
1.1% |
47% |
False |
False |
104,095 |
| 60 |
1.5242 |
1.3835 |
0.1407 |
9.9% |
0.0136 |
1.0% |
28% |
False |
False |
92,761 |
| 80 |
1.5337 |
1.3835 |
0.1502 |
10.6% |
0.0126 |
0.9% |
26% |
False |
False |
72,672 |
| 100 |
1.5496 |
1.3835 |
0.1661 |
11.7% |
0.0120 |
0.8% |
24% |
False |
False |
58,187 |
| 120 |
1.5640 |
1.3835 |
0.1805 |
12.7% |
0.0119 |
0.8% |
22% |
False |
False |
48,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4509 |
|
2.618 |
1.4406 |
|
1.618 |
1.4343 |
|
1.000 |
1.4304 |
|
0.618 |
1.4280 |
|
HIGH |
1.4241 |
|
0.618 |
1.4217 |
|
0.500 |
1.4210 |
|
0.382 |
1.4202 |
|
LOW |
1.4178 |
|
0.618 |
1.4139 |
|
1.000 |
1.4115 |
|
1.618 |
1.4076 |
|
2.618 |
1.4013 |
|
4.250 |
1.3910 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4221 |
1.4221 |
| PP |
1.4215 |
1.4215 |
| S1 |
1.4210 |
1.4210 |
|