CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3965 |
1.4086 |
0.0121 |
0.9% |
1.4309 |
| High |
1.4098 |
1.4197 |
0.0099 |
0.7% |
1.4309 |
| Low |
1.3921 |
1.4039 |
0.0118 |
0.8% |
1.3861 |
| Close |
1.4080 |
1.4178 |
0.0098 |
0.7% |
1.3869 |
| Range |
0.0177 |
0.0158 |
-0.0019 |
-10.7% |
0.0448 |
| ATR |
0.0145 |
0.0146 |
0.0001 |
0.6% |
0.0000 |
| Volume |
7,628 |
12,488 |
4,860 |
63.7% |
3,760 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4612 |
1.4553 |
1.4265 |
|
| R3 |
1.4454 |
1.4395 |
1.4221 |
|
| R2 |
1.4296 |
1.4296 |
1.4207 |
|
| R1 |
1.4237 |
1.4237 |
1.4192 |
1.4267 |
| PP |
1.4138 |
1.4138 |
1.4138 |
1.4153 |
| S1 |
1.4079 |
1.4079 |
1.4164 |
1.4109 |
| S2 |
1.3980 |
1.3980 |
1.4149 |
|
| S3 |
1.3822 |
1.3921 |
1.4135 |
|
| S4 |
1.3664 |
1.3763 |
1.4091 |
|
|
| 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 |
1.4197 |
1.3844 |
0.0353 |
2.5% |
0.0148 |
1.0% |
95% |
True |
False |
5,587 |
| 10 |
1.4415 |
1.3844 |
0.0571 |
4.0% |
0.0151 |
1.1% |
58% |
False |
False |
3,091 |
| 20 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0143 |
1.0% |
40% |
False |
False |
1,751 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0135 |
0.9% |
40% |
False |
False |
929 |
| 60 |
1.5233 |
1.3844 |
0.1389 |
9.8% |
0.0112 |
0.8% |
24% |
False |
False |
634 |
| 80 |
1.5326 |
1.3844 |
0.1482 |
10.5% |
0.0099 |
0.7% |
23% |
False |
False |
479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4869 |
|
2.618 |
1.4611 |
|
1.618 |
1.4453 |
|
1.000 |
1.4355 |
|
0.618 |
1.4295 |
|
HIGH |
1.4197 |
|
0.618 |
1.4137 |
|
0.500 |
1.4118 |
|
0.382 |
1.4099 |
|
LOW |
1.4039 |
|
0.618 |
1.3941 |
|
1.000 |
1.3881 |
|
1.618 |
1.3783 |
|
2.618 |
1.3625 |
|
4.250 |
1.3368 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4158 |
1.4137 |
| PP |
1.4138 |
1.4095 |
| S1 |
1.4118 |
1.4054 |
|