CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4086 |
1.4178 |
0.0092 |
0.7% |
1.3874 |
| High |
1.4197 |
1.4255 |
0.0058 |
0.4% |
1.4255 |
| Low |
1.4039 |
1.4115 |
0.0076 |
0.5% |
1.3844 |
| Close |
1.4178 |
1.4220 |
0.0042 |
0.3% |
1.4220 |
| Range |
0.0158 |
0.0140 |
-0.0018 |
-11.4% |
0.0411 |
| ATR |
0.0146 |
0.0145 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
12,488 |
12,495 |
7 |
0.1% |
39,399 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4617 |
1.4558 |
1.4297 |
|
| R3 |
1.4477 |
1.4418 |
1.4259 |
|
| R2 |
1.4337 |
1.4337 |
1.4246 |
|
| R1 |
1.4278 |
1.4278 |
1.4233 |
1.4308 |
| PP |
1.4197 |
1.4197 |
1.4197 |
1.4211 |
| S1 |
1.4138 |
1.4138 |
1.4207 |
1.4168 |
| S2 |
1.4057 |
1.4057 |
1.4194 |
|
| S3 |
1.3917 |
1.3998 |
1.4182 |
|
| S4 |
1.3777 |
1.3858 |
1.4143 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5339 |
1.5191 |
1.4446 |
|
| R3 |
1.4928 |
1.4780 |
1.4333 |
|
| R2 |
1.4517 |
1.4517 |
1.4295 |
|
| R1 |
1.4369 |
1.4369 |
1.4258 |
1.4443 |
| PP |
1.4106 |
1.4106 |
1.4106 |
1.4144 |
| S1 |
1.3958 |
1.3958 |
1.4182 |
1.4032 |
| S2 |
1.3695 |
1.3695 |
1.4145 |
|
| S3 |
1.3284 |
1.3547 |
1.4107 |
|
| S4 |
1.2873 |
1.3136 |
1.3994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4255 |
1.3844 |
0.0411 |
2.9% |
0.0140 |
1.0% |
91% |
True |
False |
7,879 |
| 10 |
1.4309 |
1.3844 |
0.0465 |
3.3% |
0.0149 |
1.0% |
81% |
False |
False |
4,315 |
| 20 |
1.4566 |
1.3844 |
0.0722 |
5.1% |
0.0145 |
1.0% |
52% |
False |
False |
2,331 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0137 |
1.0% |
45% |
False |
False |
1,241 |
| 60 |
1.5233 |
1.3844 |
0.1389 |
9.8% |
0.0114 |
0.8% |
27% |
False |
False |
842 |
| 80 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0098 |
0.7% |
25% |
False |
False |
634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4850 |
|
2.618 |
1.4622 |
|
1.618 |
1.4482 |
|
1.000 |
1.4395 |
|
0.618 |
1.4342 |
|
HIGH |
1.4255 |
|
0.618 |
1.4202 |
|
0.500 |
1.4185 |
|
0.382 |
1.4168 |
|
LOW |
1.4115 |
|
0.618 |
1.4028 |
|
1.000 |
1.3975 |
|
1.618 |
1.3888 |
|
2.618 |
1.3748 |
|
4.250 |
1.3520 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4208 |
1.4176 |
| PP |
1.4197 |
1.4132 |
| S1 |
1.4185 |
1.4088 |
|