CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3874 |
1.3935 |
0.0061 |
0.4% |
1.4309 |
| High |
1.3952 |
1.4025 |
0.0073 |
0.5% |
1.4309 |
| Low |
1.3844 |
1.3910 |
0.0066 |
0.5% |
1.3861 |
| Close |
1.3922 |
1.3958 |
0.0036 |
0.3% |
1.3869 |
| Range |
0.0108 |
0.0115 |
0.0007 |
6.5% |
0.0448 |
| ATR |
0.0145 |
0.0143 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
4,550 |
2,238 |
-2,312 |
-50.8% |
3,760 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4309 |
1.4249 |
1.4021 |
|
| R3 |
1.4194 |
1.4134 |
1.3990 |
|
| R2 |
1.4079 |
1.4079 |
1.3979 |
|
| R1 |
1.4019 |
1.4019 |
1.3969 |
1.4049 |
| PP |
1.3964 |
1.3964 |
1.3964 |
1.3980 |
| S1 |
1.3904 |
1.3904 |
1.3947 |
1.3934 |
| S2 |
1.3849 |
1.3849 |
1.3937 |
|
| S3 |
1.3734 |
1.3789 |
1.3926 |
|
| S4 |
1.3619 |
1.3674 |
1.3895 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5357 |
1.5061 |
1.4115 |
|
| R3 |
1.4909 |
1.4613 |
1.3992 |
|
| R2 |
1.4461 |
1.4461 |
1.3951 |
|
| R1 |
1.4165 |
1.4165 |
1.3910 |
1.4089 |
| PP |
1.4013 |
1.4013 |
1.4013 |
1.3975 |
| S1 |
1.3717 |
1.3717 |
1.3828 |
1.3641 |
| S2 |
1.3565 |
1.3565 |
1.3787 |
|
| S3 |
1.3117 |
1.3269 |
1.3746 |
|
| S4 |
1.2669 |
1.2821 |
1.3623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4042 |
1.3844 |
0.0198 |
1.4% |
0.0128 |
0.9% |
58% |
False |
False |
1,847 |
| 10 |
1.4415 |
1.3844 |
0.0571 |
4.1% |
0.0140 |
1.0% |
20% |
False |
False |
1,136 |
| 20 |
1.4673 |
1.3844 |
0.0829 |
5.9% |
0.0142 |
1.0% |
14% |
False |
False |
779 |
| 40 |
1.4800 |
1.3844 |
0.0956 |
6.8% |
0.0131 |
0.9% |
12% |
False |
False |
430 |
| 60 |
1.5233 |
1.3844 |
0.1389 |
10.0% |
0.0111 |
0.8% |
8% |
False |
False |
300 |
| 80 |
1.5434 |
1.3844 |
0.1590 |
11.4% |
0.0098 |
0.7% |
7% |
False |
False |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4514 |
|
2.618 |
1.4326 |
|
1.618 |
1.4211 |
|
1.000 |
1.4140 |
|
0.618 |
1.4096 |
|
HIGH |
1.4025 |
|
0.618 |
1.3981 |
|
0.500 |
1.3968 |
|
0.382 |
1.3954 |
|
LOW |
1.3910 |
|
0.618 |
1.3839 |
|
1.000 |
1.3795 |
|
1.618 |
1.3724 |
|
2.618 |
1.3609 |
|
4.250 |
1.3421 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3968 |
1.3953 |
| PP |
1.3964 |
1.3948 |
| S1 |
1.3961 |
1.3943 |
|