CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4214 |
1.4284 |
0.0070 |
0.5% |
1.4224 |
| High |
1.4318 |
1.4437 |
0.0119 |
0.8% |
1.4437 |
| Low |
1.4118 |
1.4257 |
0.0139 |
1.0% |
1.4118 |
| Close |
1.4287 |
1.4386 |
0.0099 |
0.7% |
1.4386 |
| Range |
0.0200 |
0.0180 |
-0.0020 |
-10.0% |
0.0319 |
| ATR |
0.0147 |
0.0149 |
0.0002 |
1.6% |
0.0000 |
| Volume |
193,019 |
39,038 |
-153,981 |
-79.8% |
588,374 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4900 |
1.4823 |
1.4485 |
|
| R3 |
1.4720 |
1.4643 |
1.4436 |
|
| R2 |
1.4540 |
1.4540 |
1.4419 |
|
| R1 |
1.4463 |
1.4463 |
1.4403 |
1.4502 |
| PP |
1.4360 |
1.4360 |
1.4360 |
1.4379 |
| S1 |
1.4283 |
1.4283 |
1.4370 |
1.4322 |
| S2 |
1.4180 |
1.4180 |
1.4353 |
|
| S3 |
1.4000 |
1.4103 |
1.4337 |
|
| S4 |
1.3820 |
1.3923 |
1.4287 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5271 |
1.5147 |
1.4561 |
|
| R3 |
1.4952 |
1.4828 |
1.4474 |
|
| R2 |
1.4633 |
1.4633 |
1.4444 |
|
| R1 |
1.4509 |
1.4509 |
1.4415 |
1.4571 |
| PP |
1.4314 |
1.4314 |
1.4314 |
1.4345 |
| S1 |
1.4190 |
1.4190 |
1.4357 |
1.4252 |
| S2 |
1.3995 |
1.3995 |
1.4328 |
|
| S3 |
1.3676 |
1.3871 |
1.4298 |
|
| S4 |
1.3357 |
1.3552 |
1.4211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4437 |
1.4118 |
0.0319 |
2.2% |
0.0139 |
1.0% |
84% |
True |
False |
117,674 |
| 10 |
1.4437 |
1.3835 |
0.0602 |
4.2% |
0.0141 |
1.0% |
92% |
True |
False |
107,775 |
| 20 |
1.4571 |
1.3835 |
0.0736 |
5.1% |
0.0143 |
1.0% |
75% |
False |
False |
103,803 |
| 40 |
1.4674 |
1.3835 |
0.0839 |
5.8% |
0.0153 |
1.1% |
66% |
False |
False |
105,116 |
| 60 |
1.5187 |
1.3835 |
0.1352 |
9.4% |
0.0138 |
1.0% |
41% |
False |
False |
94,093 |
| 80 |
1.5337 |
1.3835 |
0.1502 |
10.4% |
0.0129 |
0.9% |
37% |
False |
False |
75,567 |
| 100 |
1.5496 |
1.3835 |
0.1661 |
11.5% |
0.0122 |
0.9% |
33% |
False |
False |
60,507 |
| 120 |
1.5552 |
1.3835 |
0.1717 |
11.9% |
0.0119 |
0.8% |
32% |
False |
False |
50,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5202 |
|
2.618 |
1.4908 |
|
1.618 |
1.4728 |
|
1.000 |
1.4617 |
|
0.618 |
1.4548 |
|
HIGH |
1.4437 |
|
0.618 |
1.4368 |
|
0.500 |
1.4347 |
|
0.382 |
1.4326 |
|
LOW |
1.4257 |
|
0.618 |
1.4146 |
|
1.000 |
1.4077 |
|
1.618 |
1.3966 |
|
2.618 |
1.3786 |
|
4.250 |
1.3492 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4373 |
1.4350 |
| PP |
1.4360 |
1.4314 |
| S1 |
1.4347 |
1.4278 |
|