CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4258 |
1.4392 |
0.0134 |
0.9% |
1.4463 |
| High |
1.4408 |
1.4462 |
0.0054 |
0.4% |
1.4472 |
| Low |
1.4198 |
1.4364 |
0.0166 |
1.2% |
1.4059 |
| Close |
1.4380 |
1.4389 |
0.0009 |
0.1% |
1.4154 |
| Range |
0.0210 |
0.0098 |
-0.0112 |
-53.3% |
0.0413 |
| ATR |
0.0158 |
0.0153 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
94,274 |
89,779 |
-4,495 |
-4.8% |
327,536 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4699 |
1.4642 |
1.4443 |
|
| R3 |
1.4601 |
1.4544 |
1.4416 |
|
| R2 |
1.4503 |
1.4503 |
1.4407 |
|
| R1 |
1.4446 |
1.4446 |
1.4398 |
1.4426 |
| PP |
1.4405 |
1.4405 |
1.4405 |
1.4395 |
| S1 |
1.4348 |
1.4348 |
1.4380 |
1.4328 |
| S2 |
1.4307 |
1.4307 |
1.4371 |
|
| S3 |
1.4209 |
1.4250 |
1.4362 |
|
| S4 |
1.4111 |
1.4152 |
1.4335 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5467 |
1.5224 |
1.4381 |
|
| R3 |
1.5054 |
1.4811 |
1.4268 |
|
| R2 |
1.4641 |
1.4641 |
1.4230 |
|
| R1 |
1.4398 |
1.4398 |
1.4192 |
1.4313 |
| PP |
1.4228 |
1.4228 |
1.4228 |
1.4186 |
| S1 |
1.3985 |
1.3985 |
1.4116 |
1.3900 |
| S2 |
1.3815 |
1.3815 |
1.4078 |
|
| S3 |
1.3402 |
1.3572 |
1.4040 |
|
| S4 |
1.2989 |
1.3159 |
1.3927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4462 |
1.4059 |
0.0403 |
2.8% |
0.0150 |
1.0% |
82% |
True |
False |
78,050 |
| 10 |
1.4519 |
1.4058 |
0.0461 |
3.2% |
0.0167 |
1.2% |
72% |
False |
False |
87,646 |
| 20 |
1.4519 |
1.3921 |
0.0598 |
4.2% |
0.0155 |
1.1% |
78% |
False |
False |
73,560 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0149 |
1.0% |
66% |
False |
False |
37,169 |
| 60 |
1.4800 |
1.3844 |
0.0956 |
6.6% |
0.0139 |
1.0% |
57% |
False |
False |
24,807 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.7% |
0.0122 |
0.8% |
39% |
False |
False |
18,615 |
| 100 |
1.5434 |
1.3844 |
0.1590 |
11.1% |
0.0110 |
0.8% |
34% |
False |
False |
14,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4879 |
|
2.618 |
1.4719 |
|
1.618 |
1.4621 |
|
1.000 |
1.4560 |
|
0.618 |
1.4523 |
|
HIGH |
1.4462 |
|
0.618 |
1.4425 |
|
0.500 |
1.4413 |
|
0.382 |
1.4401 |
|
LOW |
1.4364 |
|
0.618 |
1.4303 |
|
1.000 |
1.4266 |
|
1.618 |
1.4205 |
|
2.618 |
1.4107 |
|
4.250 |
1.3948 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4413 |
1.4357 |
| PP |
1.4405 |
1.4325 |
| S1 |
1.4397 |
1.4293 |
|