CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4392 |
1.4381 |
-0.0011 |
-0.1% |
1.4463 |
| High |
1.4462 |
1.4428 |
-0.0034 |
-0.2% |
1.4472 |
| Low |
1.4364 |
1.4327 |
-0.0037 |
-0.3% |
1.4059 |
| Close |
1.4389 |
1.4373 |
-0.0016 |
-0.1% |
1.4154 |
| Range |
0.0098 |
0.0101 |
0.0003 |
3.1% |
0.0413 |
| ATR |
0.0153 |
0.0150 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
89,779 |
96,230 |
6,451 |
7.2% |
327,536 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4679 |
1.4627 |
1.4429 |
|
| R3 |
1.4578 |
1.4526 |
1.4401 |
|
| R2 |
1.4477 |
1.4477 |
1.4392 |
|
| R1 |
1.4425 |
1.4425 |
1.4382 |
1.4401 |
| PP |
1.4376 |
1.4376 |
1.4376 |
1.4364 |
| S1 |
1.4324 |
1.4324 |
1.4364 |
1.4300 |
| S2 |
1.4275 |
1.4275 |
1.4354 |
|
| S3 |
1.4174 |
1.4223 |
1.4345 |
|
| S4 |
1.4073 |
1.4122 |
1.4317 |
|
|
| 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% |
0.0140 |
1.0% |
78% |
False |
False |
81,004 |
| 10 |
1.4519 |
1.4059 |
0.0460 |
3.2% |
0.0155 |
1.1% |
68% |
False |
False |
85,804 |
| 20 |
1.4519 |
1.4039 |
0.0480 |
3.3% |
0.0152 |
1.1% |
70% |
False |
False |
77,990 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0149 |
1.0% |
64% |
False |
False |
39,565 |
| 60 |
1.4718 |
1.3844 |
0.0874 |
6.1% |
0.0139 |
1.0% |
61% |
False |
False |
26,409 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.7% |
0.0120 |
0.8% |
38% |
False |
False |
19,817 |
| 100 |
1.5391 |
1.3844 |
0.1547 |
10.8% |
0.0110 |
0.8% |
34% |
False |
False |
15,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4857 |
|
2.618 |
1.4692 |
|
1.618 |
1.4591 |
|
1.000 |
1.4529 |
|
0.618 |
1.4490 |
|
HIGH |
1.4428 |
|
0.618 |
1.4389 |
|
0.500 |
1.4378 |
|
0.382 |
1.4366 |
|
LOW |
1.4327 |
|
0.618 |
1.4265 |
|
1.000 |
1.4226 |
|
1.618 |
1.4164 |
|
2.618 |
1.4063 |
|
4.250 |
1.3898 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4378 |
1.4359 |
| PP |
1.4376 |
1.4344 |
| S1 |
1.4375 |
1.4330 |
|