CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4285 |
1.4381 |
0.0096 |
0.7% |
1.4217 |
| High |
1.4441 |
1.4394 |
-0.0047 |
-0.3% |
1.4441 |
| Low |
1.4259 |
1.4295 |
0.0036 |
0.3% |
1.4122 |
| Close |
1.4390 |
1.4301 |
-0.0089 |
-0.6% |
1.4390 |
| Range |
0.0182 |
0.0099 |
-0.0083 |
-45.6% |
0.0319 |
| ATR |
0.0144 |
0.0141 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
106,263 |
60,558 |
-45,705 |
-43.0% |
428,252 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4627 |
1.4563 |
1.4355 |
|
| R3 |
1.4528 |
1.4464 |
1.4328 |
|
| R2 |
1.4429 |
1.4429 |
1.4319 |
|
| R1 |
1.4365 |
1.4365 |
1.4310 |
1.4348 |
| PP |
1.4330 |
1.4330 |
1.4330 |
1.4321 |
| S1 |
1.4266 |
1.4266 |
1.4292 |
1.4249 |
| S2 |
1.4231 |
1.4231 |
1.4283 |
|
| S3 |
1.4132 |
1.4167 |
1.4274 |
|
| S4 |
1.4033 |
1.4068 |
1.4247 |
|
|
| 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% |
0.0130 |
0.9% |
56% |
False |
False |
91,501 |
| 10 |
1.4441 |
1.3910 |
0.0531 |
3.7% |
0.0139 |
1.0% |
74% |
False |
False |
52,365 |
| 20 |
1.4538 |
1.3844 |
0.0694 |
4.9% |
0.0146 |
1.0% |
66% |
False |
False |
26,660 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0143 |
1.0% |
55% |
False |
False |
13,452 |
| 60 |
1.5071 |
1.3844 |
0.1227 |
8.6% |
0.0121 |
0.8% |
37% |
False |
False |
8,985 |
| 80 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0105 |
0.7% |
31% |
False |
False |
6,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4815 |
|
2.618 |
1.4653 |
|
1.618 |
1.4554 |
|
1.000 |
1.4493 |
|
0.618 |
1.4455 |
|
HIGH |
1.4394 |
|
0.618 |
1.4356 |
|
0.500 |
1.4345 |
|
0.382 |
1.4333 |
|
LOW |
1.4295 |
|
0.618 |
1.4234 |
|
1.000 |
1.4196 |
|
1.618 |
1.4135 |
|
2.618 |
1.4036 |
|
4.250 |
1.3874 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4345 |
1.4295 |
| PP |
1.4330 |
1.4288 |
| S1 |
1.4316 |
1.4282 |
|