CME British Pound Future June 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 |
1.4216 |
1.4285 |
0.0069 |
0.5% |
1.4217 |
| High |
1.4321 |
1.4441 |
0.0120 |
0.8% |
1.4441 |
| Low |
1.4122 |
1.4259 |
0.0137 |
1.0% |
1.4122 |
| Close |
1.4291 |
1.4390 |
0.0099 |
0.7% |
1.4390 |
| Range |
0.0199 |
0.0182 |
-0.0017 |
-8.5% |
0.0319 |
| ATR |
0.0142 |
0.0144 |
0.0003 |
2.0% |
0.0000 |
| Volume |
120,919 |
106,263 |
-14,656 |
-12.1% |
428,252 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4909 |
1.4832 |
1.4490 |
|
| R3 |
1.4727 |
1.4650 |
1.4440 |
|
| R2 |
1.4545 |
1.4545 |
1.4423 |
|
| R1 |
1.4468 |
1.4468 |
1.4407 |
1.4507 |
| PP |
1.4363 |
1.4363 |
1.4363 |
1.4383 |
| S1 |
1.4286 |
1.4286 |
1.4373 |
1.4325 |
| S2 |
1.4181 |
1.4181 |
1.4357 |
|
| S3 |
1.3999 |
1.4104 |
1.4340 |
|
| S4 |
1.3817 |
1.3922 |
1.4290 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5275 |
1.5151 |
1.4565 |
|
| R3 |
1.4956 |
1.4832 |
1.4478 |
|
| R2 |
1.4637 |
1.4637 |
1.4448 |
|
| R1 |
1.4513 |
1.4513 |
1.4419 |
1.4575 |
| PP |
1.4318 |
1.4318 |
1.4318 |
1.4349 |
| S1 |
1.4194 |
1.4194 |
1.4361 |
1.4256 |
| S2 |
1.3999 |
1.3999 |
1.4332 |
|
| S3 |
1.3680 |
1.3875 |
1.4302 |
|
| S4 |
1.3361 |
1.3556 |
1.4215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4441 |
1.4122 |
0.0319 |
2.2% |
0.0140 |
1.0% |
84% |
True |
False |
85,650 |
| 10 |
1.4441 |
1.3844 |
0.0597 |
4.1% |
0.0140 |
1.0% |
91% |
True |
False |
46,765 |
| 20 |
1.4566 |
1.3844 |
0.0722 |
5.0% |
0.0146 |
1.0% |
76% |
False |
False |
23,643 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0142 |
1.0% |
66% |
False |
False |
11,940 |
| 60 |
1.5163 |
1.3844 |
0.1319 |
9.2% |
0.0122 |
0.8% |
41% |
False |
False |
7,977 |
| 80 |
1.5326 |
1.3844 |
0.1482 |
10.3% |
0.0104 |
0.7% |
37% |
False |
False |
5,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5215 |
|
2.618 |
1.4917 |
|
1.618 |
1.4735 |
|
1.000 |
1.4623 |
|
0.618 |
1.4553 |
|
HIGH |
1.4441 |
|
0.618 |
1.4371 |
|
0.500 |
1.4350 |
|
0.382 |
1.4329 |
|
LOW |
1.4259 |
|
0.618 |
1.4147 |
|
1.000 |
1.4077 |
|
1.618 |
1.3965 |
|
2.618 |
1.3783 |
|
4.250 |
1.3486 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4377 |
1.4354 |
| PP |
1.4363 |
1.4318 |
| S1 |
1.4350 |
1.4282 |
|