CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4178 |
1.4217 |
0.0039 |
0.3% |
1.3874 |
| High |
1.4255 |
1.4288 |
0.0033 |
0.2% |
1.4255 |
| Low |
1.4115 |
1.4139 |
0.0024 |
0.2% |
1.3844 |
| Close |
1.4220 |
1.4269 |
0.0049 |
0.3% |
1.4220 |
| Range |
0.0140 |
0.0149 |
0.0009 |
6.4% |
0.0411 |
| ATR |
0.0145 |
0.0146 |
0.0000 |
0.2% |
0.0000 |
| Volume |
12,495 |
31,302 |
18,807 |
150.5% |
39,399 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4679 |
1.4623 |
1.4351 |
|
| R3 |
1.4530 |
1.4474 |
1.4310 |
|
| R2 |
1.4381 |
1.4381 |
1.4296 |
|
| R1 |
1.4325 |
1.4325 |
1.4283 |
1.4353 |
| PP |
1.4232 |
1.4232 |
1.4232 |
1.4246 |
| S1 |
1.4176 |
1.4176 |
1.4255 |
1.4204 |
| S2 |
1.4083 |
1.4083 |
1.4242 |
|
| S3 |
1.3934 |
1.4027 |
1.4228 |
|
| S4 |
1.3785 |
1.3878 |
1.4187 |
|
|
| 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 |
1.4288 |
1.3910 |
0.0378 |
2.6% |
0.0148 |
1.0% |
95% |
True |
False |
13,230 |
| 10 |
1.4288 |
1.3844 |
0.0444 |
3.1% |
0.0140 |
1.0% |
96% |
True |
False |
7,385 |
| 20 |
1.4566 |
1.3844 |
0.0722 |
5.1% |
0.0147 |
1.0% |
59% |
False |
False |
3,891 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0138 |
1.0% |
51% |
False |
False |
2,023 |
| 60 |
1.5233 |
1.3844 |
0.1389 |
9.7% |
0.0117 |
0.8% |
31% |
False |
False |
1,364 |
| 80 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0100 |
0.7% |
29% |
False |
False |
1,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4921 |
|
2.618 |
1.4678 |
|
1.618 |
1.4529 |
|
1.000 |
1.4437 |
|
0.618 |
1.4380 |
|
HIGH |
1.4288 |
|
0.618 |
1.4231 |
|
0.500 |
1.4214 |
|
0.382 |
1.4196 |
|
LOW |
1.4139 |
|
0.618 |
1.4047 |
|
1.000 |
1.3990 |
|
1.618 |
1.3898 |
|
2.618 |
1.3749 |
|
4.250 |
1.3506 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4251 |
1.4234 |
| PP |
1.4232 |
1.4199 |
| S1 |
1.4214 |
1.4164 |
|