CME British Pound Future September 2016
Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.3880 |
1.3970 |
0.0090 |
0.6% |
1.4124 |
High |
1.3933 |
1.3970 |
0.0037 |
0.3% |
1.4169 |
Low |
1.3880 |
1.3970 |
0.0090 |
0.6% |
1.3880 |
Close |
1.3933 |
1.3970 |
0.0037 |
0.3% |
1.3880 |
Range |
0.0053 |
0.0000 |
-0.0053 |
-100.0% |
0.0289 |
ATR |
0.0096 |
0.0092 |
-0.0004 |
-4.4% |
0.0000 |
Volume |
2 |
0 |
-2 |
-100.0% |
222 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3970 |
1.3970 |
1.3970 |
|
R3 |
1.3970 |
1.3970 |
1.3970 |
|
R2 |
1.3970 |
1.3970 |
1.3970 |
|
R1 |
1.3970 |
1.3970 |
1.3970 |
1.3970 |
PP |
1.3970 |
1.3970 |
1.3970 |
1.3970 |
S1 |
1.3970 |
1.3970 |
1.3970 |
1.3970 |
S2 |
1.3970 |
1.3970 |
1.3970 |
|
S3 |
1.3970 |
1.3970 |
1.3970 |
|
S4 |
1.3970 |
1.3970 |
1.3970 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4843 |
1.4651 |
1.4039 |
|
R3 |
1.4554 |
1.4362 |
1.3959 |
|
R2 |
1.4265 |
1.4265 |
1.3933 |
|
R1 |
1.4073 |
1.4073 |
1.3906 |
1.4025 |
PP |
1.3976 |
1.3976 |
1.3976 |
1.3952 |
S1 |
1.3784 |
1.3784 |
1.3854 |
1.3736 |
S2 |
1.3687 |
1.3687 |
1.3827 |
|
S3 |
1.3398 |
1.3495 |
1.3801 |
|
S4 |
1.3109 |
1.3206 |
1.3721 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4018 |
1.3880 |
0.0138 |
1.0% |
0.0040 |
0.3% |
65% |
False |
False |
43 |
10 |
1.4392 |
1.3880 |
0.0512 |
3.7% |
0.0045 |
0.3% |
18% |
False |
False |
26 |
20 |
1.4614 |
1.3880 |
0.0734 |
5.3% |
0.0039 |
0.3% |
12% |
False |
False |
14 |
40 |
1.4728 |
1.3880 |
0.0848 |
6.1% |
0.0028 |
0.2% |
11% |
False |
False |
13 |
60 |
1.5239 |
1.3880 |
0.1359 |
9.7% |
0.0020 |
0.1% |
7% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3970 |
2.618 |
1.3970 |
1.618 |
1.3970 |
1.000 |
1.3970 |
0.618 |
1.3970 |
HIGH |
1.3970 |
0.618 |
1.3970 |
0.500 |
1.3970 |
0.382 |
1.3970 |
LOW |
1.3970 |
0.618 |
1.3970 |
1.000 |
1.3970 |
1.618 |
1.3970 |
2.618 |
1.3970 |
4.250 |
1.3970 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.3970 |
1.3963 |
PP |
1.3970 |
1.3956 |
S1 |
1.3970 |
1.3949 |
|