CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4217 |
1.4120 |
-0.0097 |
-0.7% |
1.4381 |
| High |
1.4234 |
1.4187 |
-0.0047 |
-0.3% |
1.4519 |
| Low |
1.4085 |
1.4059 |
-0.0026 |
-0.2% |
1.4058 |
| Close |
1.4118 |
1.4154 |
0.0036 |
0.3% |
1.4480 |
| Range |
0.0149 |
0.0128 |
-0.0021 |
-14.1% |
0.0461 |
| ATR |
0.0155 |
0.0153 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
81,461 |
75,145 |
-6,316 |
-7.8% |
449,156 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4517 |
1.4464 |
1.4224 |
|
| R3 |
1.4389 |
1.4336 |
1.4189 |
|
| R2 |
1.4261 |
1.4261 |
1.4177 |
|
| R1 |
1.4208 |
1.4208 |
1.4166 |
1.4235 |
| PP |
1.4133 |
1.4133 |
1.4133 |
1.4147 |
| S1 |
1.4080 |
1.4080 |
1.4142 |
1.4107 |
| S2 |
1.4005 |
1.4005 |
1.4131 |
|
| S3 |
1.3877 |
1.3952 |
1.4119 |
|
| S4 |
1.3749 |
1.3824 |
1.4084 |
|
|
| 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 |
1.4059 |
0.0460 |
3.2% |
0.0139 |
1.0% |
21% |
False |
True |
78,498 |
| 10 |
1.4519 |
1.4058 |
0.0461 |
3.3% |
0.0164 |
1.2% |
21% |
False |
False |
88,295 |
| 20 |
1.4519 |
1.3844 |
0.0675 |
4.8% |
0.0152 |
1.1% |
46% |
False |
False |
62,268 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.9% |
0.0152 |
1.1% |
37% |
False |
False |
31,337 |
| 60 |
1.4902 |
1.3844 |
0.1058 |
7.5% |
0.0135 |
1.0% |
29% |
False |
False |
20,915 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.8% |
0.0118 |
0.8% |
22% |
False |
False |
15,695 |
| 100 |
1.5463 |
1.3844 |
0.1619 |
11.4% |
0.0106 |
0.8% |
19% |
False |
False |
12,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4731 |
|
2.618 |
1.4522 |
|
1.618 |
1.4394 |
|
1.000 |
1.4315 |
|
0.618 |
1.4266 |
|
HIGH |
1.4187 |
|
0.618 |
1.4138 |
|
0.500 |
1.4123 |
|
0.382 |
1.4108 |
|
LOW |
1.4059 |
|
0.618 |
1.3980 |
|
1.000 |
1.3931 |
|
1.618 |
1.3852 |
|
2.618 |
1.3724 |
|
4.250 |
1.3515 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4144 |
1.4231 |
| PP |
1.4133 |
1.4205 |
| S1 |
1.4123 |
1.4180 |
|