CME British Pound Future September 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.3994 |
1.4120 |
0.0126 |
0.9% |
1.4124 |
High |
1.4092 |
1.4189 |
0.0097 |
0.7% |
1.4169 |
Low |
1.3994 |
1.4120 |
0.0126 |
0.9% |
1.3880 |
Close |
1.4092 |
1.4189 |
0.0097 |
0.7% |
1.3880 |
Range |
0.0098 |
0.0069 |
-0.0029 |
-29.6% |
0.0289 |
ATR |
0.0094 |
0.0094 |
0.0000 |
0.2% |
0.0000 |
Volume |
161 |
12 |
-149 |
-92.5% |
222 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4373 |
1.4350 |
1.4227 |
|
R3 |
1.4304 |
1.4281 |
1.4208 |
|
R2 |
1.4235 |
1.4235 |
1.4202 |
|
R1 |
1.4212 |
1.4212 |
1.4195 |
1.4224 |
PP |
1.4166 |
1.4166 |
1.4166 |
1.4172 |
S1 |
1.4143 |
1.4143 |
1.4183 |
1.4155 |
S2 |
1.4097 |
1.4097 |
1.4176 |
|
S3 |
1.4028 |
1.4074 |
1.4170 |
|
S4 |
1.3959 |
1.4005 |
1.4151 |
|
|
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 |
1.4189 |
1.3880 |
0.0309 |
2.2% |
0.0072 |
0.5% |
100% |
True |
False |
77 |
10 |
1.4376 |
1.3880 |
0.0496 |
3.5% |
0.0050 |
0.4% |
62% |
False |
False |
42 |
20 |
1.4612 |
1.3880 |
0.0732 |
5.2% |
0.0040 |
0.3% |
42% |
False |
False |
23 |
40 |
1.4645 |
1.3880 |
0.0765 |
5.4% |
0.0032 |
0.2% |
40% |
False |
False |
16 |
60 |
1.5239 |
1.3880 |
0.1359 |
9.6% |
0.0023 |
0.2% |
23% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4482 |
2.618 |
1.4370 |
1.618 |
1.4301 |
1.000 |
1.4258 |
0.618 |
1.4232 |
HIGH |
1.4189 |
0.618 |
1.4163 |
0.500 |
1.4155 |
0.382 |
1.4146 |
LOW |
1.4120 |
0.618 |
1.4077 |
1.000 |
1.4051 |
1.618 |
1.4008 |
2.618 |
1.3939 |
4.250 |
1.3827 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4178 |
1.4153 |
PP |
1.4166 |
1.4116 |
S1 |
1.4155 |
1.4080 |
|