CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4484 |
1.4463 |
-0.0021 |
-0.1% |
1.4381 |
| High |
1.4519 |
1.4472 |
-0.0047 |
-0.3% |
1.4519 |
| Low |
1.4415 |
1.4368 |
-0.0047 |
-0.3% |
1.4058 |
| Close |
1.4480 |
1.4396 |
-0.0084 |
-0.6% |
1.4480 |
| Range |
0.0104 |
0.0104 |
0.0000 |
0.0% |
0.0461 |
| ATR |
0.0154 |
0.0151 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
64,954 |
60,202 |
-4,752 |
-7.3% |
449,156 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4724 |
1.4664 |
1.4453 |
|
| R3 |
1.4620 |
1.4560 |
1.4425 |
|
| R2 |
1.4516 |
1.4516 |
1.4415 |
|
| R1 |
1.4456 |
1.4456 |
1.4406 |
1.4434 |
| PP |
1.4412 |
1.4412 |
1.4412 |
1.4401 |
| S1 |
1.4352 |
1.4352 |
1.4386 |
1.4330 |
| S2 |
1.4308 |
1.4308 |
1.4377 |
|
| S3 |
1.4204 |
1.4248 |
1.4367 |
|
| S4 |
1.4100 |
1.4144 |
1.4339 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5735 |
1.5569 |
1.4734 |
|
| R3 |
1.5274 |
1.5108 |
1.4607 |
|
| R2 |
1.4813 |
1.4813 |
1.4565 |
|
| R1 |
1.4647 |
1.4647 |
1.4522 |
1.4730 |
| PP |
1.4352 |
1.4352 |
1.4352 |
1.4394 |
| S1 |
1.4186 |
1.4186 |
1.4438 |
1.4269 |
| S2 |
1.3891 |
1.3891 |
1.4395 |
|
| S3 |
1.3430 |
1.3725 |
1.4353 |
|
| S4 |
1.2969 |
1.3264 |
1.4226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4519 |
1.4058 |
0.0461 |
3.2% |
0.0176 |
1.2% |
73% |
False |
False |
89,760 |
| 10 |
1.4519 |
1.4058 |
0.0461 |
3.2% |
0.0153 |
1.1% |
73% |
False |
False |
90,630 |
| 20 |
1.4519 |
1.3844 |
0.0675 |
4.7% |
0.0146 |
1.0% |
82% |
False |
False |
49,008 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0148 |
1.0% |
67% |
False |
False |
24,661 |
| 60 |
1.4950 |
1.3844 |
0.1106 |
7.7% |
0.0130 |
0.9% |
50% |
False |
False |
16,460 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0113 |
0.8% |
40% |
False |
False |
12,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4914 |
|
2.618 |
1.4744 |
|
1.618 |
1.4640 |
|
1.000 |
1.4576 |
|
0.618 |
1.4536 |
|
HIGH |
1.4472 |
|
0.618 |
1.4432 |
|
0.500 |
1.4420 |
|
0.382 |
1.4408 |
|
LOW |
1.4368 |
|
0.618 |
1.4304 |
|
1.000 |
1.4264 |
|
1.618 |
1.4200 |
|
2.618 |
1.4096 |
|
4.250 |
1.3926 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4420 |
1.4388 |
| PP |
1.4412 |
1.4380 |
| S1 |
1.4404 |
1.4372 |
|