CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4305 |
1.4157 |
-0.0148 |
-1.0% |
1.4217 |
| High |
1.4309 |
1.4279 |
-0.0030 |
-0.2% |
1.4441 |
| Low |
1.4142 |
1.4058 |
-0.0084 |
-0.6% |
1.4122 |
| Close |
1.4160 |
1.4228 |
0.0068 |
0.5% |
1.4390 |
| Range |
0.0167 |
0.0221 |
0.0054 |
32.3% |
0.0319 |
| ATR |
0.0143 |
0.0149 |
0.0006 |
3.9% |
0.0000 |
| Volume |
73,318 |
114,647 |
41,329 |
56.4% |
428,252 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4851 |
1.4761 |
1.4350 |
|
| R3 |
1.4630 |
1.4540 |
1.4289 |
|
| R2 |
1.4409 |
1.4409 |
1.4269 |
|
| R1 |
1.4319 |
1.4319 |
1.4248 |
1.4364 |
| PP |
1.4188 |
1.4188 |
1.4188 |
1.4211 |
| S1 |
1.4098 |
1.4098 |
1.4208 |
1.4143 |
| S2 |
1.3967 |
1.3967 |
1.4187 |
|
| S3 |
1.3746 |
1.3877 |
1.4167 |
|
| S4 |
1.3525 |
1.3656 |
1.4106 |
|
|
| 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 |
1.4058 |
0.0383 |
2.7% |
0.0174 |
1.2% |
44% |
False |
True |
95,141 |
| 10 |
1.4441 |
1.4039 |
0.0402 |
2.8% |
0.0148 |
1.0% |
47% |
False |
False |
70,175 |
| 20 |
1.4441 |
1.3844 |
0.0597 |
4.2% |
0.0148 |
1.0% |
64% |
False |
False |
36,017 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0144 |
1.0% |
46% |
False |
False |
18,146 |
| 60 |
1.4954 |
1.3844 |
0.1110 |
7.8% |
0.0125 |
0.9% |
35% |
False |
False |
12,116 |
| 80 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0109 |
0.8% |
26% |
False |
False |
9,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5218 |
|
2.618 |
1.4858 |
|
1.618 |
1.4637 |
|
1.000 |
1.4500 |
|
0.618 |
1.4416 |
|
HIGH |
1.4279 |
|
0.618 |
1.4195 |
|
0.500 |
1.4169 |
|
0.382 |
1.4142 |
|
LOW |
1.4058 |
|
0.618 |
1.3921 |
|
1.000 |
1.3837 |
|
1.618 |
1.3700 |
|
2.618 |
1.3479 |
|
4.250 |
1.3119 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4208 |
1.4227 |
| PP |
1.4188 |
1.4227 |
| S1 |
1.4169 |
1.4226 |
|