CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3970 |
1.3994 |
0.0024 |
0.2% |
1.4124 |
| High |
1.3970 |
1.4092 |
0.0122 |
0.9% |
1.4169 |
| Low |
1.3970 |
1.3994 |
0.0024 |
0.2% |
1.3880 |
| Close |
1.3970 |
1.4092 |
0.0122 |
0.9% |
1.3880 |
| Range |
0.0000 |
0.0098 |
0.0098 |
|
0.0289 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.4% |
0.0000 |
| Volume |
0 |
161 |
161 |
|
222 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4353 |
1.4321 |
1.4146 |
|
| R3 |
1.4255 |
1.4223 |
1.4119 |
|
| R2 |
1.4157 |
1.4157 |
1.4110 |
|
| R1 |
1.4125 |
1.4125 |
1.4101 |
1.4141 |
| PP |
1.4059 |
1.4059 |
1.4059 |
1.4068 |
| S1 |
1.4027 |
1.4027 |
1.4083 |
1.4043 |
| S2 |
1.3961 |
1.3961 |
1.4074 |
|
| S3 |
1.3863 |
1.3929 |
1.4065 |
|
| S4 |
1.3765 |
1.3831 |
1.4038 |
|
|
| 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 |
1.4092 |
1.3880 |
0.0212 |
1.5% |
0.0060 |
0.4% |
100% |
True |
False |
75 |
| 10 |
1.4392 |
1.3880 |
0.0512 |
3.6% |
0.0049 |
0.4% |
41% |
False |
False |
41 |
| 20 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0044 |
0.3% |
29% |
False |
False |
22 |
| 40 |
1.4680 |
1.3880 |
0.0800 |
5.7% |
0.0031 |
0.2% |
27% |
False |
False |
17 |
| 60 |
1.5239 |
1.3880 |
0.1359 |
9.6% |
0.0022 |
0.2% |
16% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4509 |
|
2.618 |
1.4349 |
|
1.618 |
1.4251 |
|
1.000 |
1.4190 |
|
0.618 |
1.4153 |
|
HIGH |
1.4092 |
|
0.618 |
1.4055 |
|
0.500 |
1.4043 |
|
0.382 |
1.4031 |
|
LOW |
1.3994 |
|
0.618 |
1.3933 |
|
1.000 |
1.3896 |
|
1.618 |
1.3835 |
|
2.618 |
1.3737 |
|
4.250 |
1.3578 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4076 |
1.4057 |
| PP |
1.4059 |
1.4021 |
| S1 |
1.4043 |
1.3986 |
|