CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4211 |
1.4214 |
0.0003 |
0.0% |
1.3860 |
| High |
1.4241 |
1.4318 |
0.0077 |
0.5% |
1.4251 |
| Low |
1.4178 |
1.4118 |
-0.0060 |
-0.4% |
1.3835 |
| Close |
1.4227 |
1.4287 |
0.0060 |
0.4% |
1.4215 |
| Range |
0.0063 |
0.0200 |
0.0137 |
217.5% |
0.0416 |
| ATR |
0.0143 |
0.0147 |
0.0004 |
2.9% |
0.0000 |
| Volume |
120,569 |
193,019 |
72,450 |
60.1% |
489,378 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4841 |
1.4764 |
1.4397 |
|
| R3 |
1.4641 |
1.4564 |
1.4342 |
|
| R2 |
1.4441 |
1.4441 |
1.4324 |
|
| R1 |
1.4364 |
1.4364 |
1.4305 |
1.4403 |
| PP |
1.4241 |
1.4241 |
1.4241 |
1.4260 |
| S1 |
1.4164 |
1.4164 |
1.4269 |
1.4203 |
| S2 |
1.4041 |
1.4041 |
1.4250 |
|
| S3 |
1.3841 |
1.3964 |
1.4232 |
|
| S4 |
1.3641 |
1.3764 |
1.4177 |
|
|
| 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 |
1.4318 |
1.4108 |
0.0210 |
1.5% |
0.0132 |
0.9% |
85% |
True |
False |
130,020 |
| 10 |
1.4318 |
1.3835 |
0.0483 |
3.4% |
0.0123 |
0.9% |
94% |
True |
False |
113,560 |
| 20 |
1.4571 |
1.3835 |
0.0736 |
5.2% |
0.0143 |
1.0% |
61% |
False |
False |
107,231 |
| 40 |
1.4674 |
1.3835 |
0.0839 |
5.9% |
0.0151 |
1.1% |
54% |
False |
False |
106,225 |
| 60 |
1.5206 |
1.3835 |
0.1371 |
9.6% |
0.0137 |
1.0% |
33% |
False |
False |
94,640 |
| 80 |
1.5337 |
1.3835 |
0.1502 |
10.5% |
0.0128 |
0.9% |
30% |
False |
False |
75,082 |
| 100 |
1.5496 |
1.3835 |
0.1661 |
11.6% |
0.0121 |
0.8% |
27% |
False |
False |
60,117 |
| 120 |
1.5640 |
1.3835 |
0.1805 |
12.6% |
0.0119 |
0.8% |
25% |
False |
False |
50,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5168 |
|
2.618 |
1.4842 |
|
1.618 |
1.4642 |
|
1.000 |
1.4518 |
|
0.618 |
1.4442 |
|
HIGH |
1.4318 |
|
0.618 |
1.4242 |
|
0.500 |
1.4218 |
|
0.382 |
1.4194 |
|
LOW |
1.4118 |
|
0.618 |
1.3994 |
|
1.000 |
1.3918 |
|
1.618 |
1.3794 |
|
2.618 |
1.3594 |
|
4.250 |
1.3268 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4264 |
1.4264 |
| PP |
1.4241 |
1.4241 |
| S1 |
1.4218 |
1.4218 |
|