CME British Pound Future September 2016
Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.4120 |
1.4164 |
0.0044 |
0.3% |
1.3880 |
High |
1.4189 |
1.4231 |
0.0042 |
0.3% |
1.4231 |
Low |
1.4120 |
1.4164 |
0.0044 |
0.3% |
1.3880 |
Close |
1.4189 |
1.4231 |
0.0042 |
0.3% |
1.4231 |
Range |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0351 |
ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
12 |
30 |
18 |
150.0% |
205 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4410 |
1.4387 |
1.4268 |
|
R3 |
1.4343 |
1.4320 |
1.4249 |
|
R2 |
1.4276 |
1.4276 |
1.4243 |
|
R1 |
1.4253 |
1.4253 |
1.4237 |
1.4265 |
PP |
1.4209 |
1.4209 |
1.4209 |
1.4214 |
S1 |
1.4186 |
1.4186 |
1.4225 |
1.4198 |
S2 |
1.4142 |
1.4142 |
1.4219 |
|
S3 |
1.4075 |
1.4119 |
1.4213 |
|
S4 |
1.4008 |
1.4052 |
1.4194 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5167 |
1.5050 |
1.4424 |
|
R3 |
1.4816 |
1.4699 |
1.4328 |
|
R2 |
1.4465 |
1.4465 |
1.4295 |
|
R1 |
1.4348 |
1.4348 |
1.4263 |
1.4407 |
PP |
1.4114 |
1.4114 |
1.4114 |
1.4143 |
S1 |
1.3997 |
1.3997 |
1.4199 |
1.4056 |
S2 |
1.3763 |
1.3763 |
1.4167 |
|
S3 |
1.3412 |
1.3646 |
1.4134 |
|
S4 |
1.3061 |
1.3295 |
1.4038 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4231 |
1.3880 |
0.0351 |
2.5% |
0.0057 |
0.4% |
100% |
True |
False |
41 |
10 |
1.4231 |
1.3880 |
0.0351 |
2.5% |
0.0057 |
0.4% |
100% |
True |
False |
42 |
20 |
1.4546 |
1.3880 |
0.0666 |
4.7% |
0.0044 |
0.3% |
53% |
False |
False |
24 |
40 |
1.4633 |
1.3880 |
0.0753 |
5.3% |
0.0034 |
0.2% |
47% |
False |
False |
17 |
60 |
1.5239 |
1.3880 |
0.1359 |
9.5% |
0.0024 |
0.2% |
26% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4516 |
2.618 |
1.4406 |
1.618 |
1.4339 |
1.000 |
1.4298 |
0.618 |
1.4272 |
HIGH |
1.4231 |
0.618 |
1.4205 |
0.500 |
1.4198 |
0.382 |
1.4190 |
LOW |
1.4164 |
0.618 |
1.4123 |
1.000 |
1.4097 |
1.618 |
1.4056 |
2.618 |
1.3989 |
4.250 |
1.3879 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4220 |
1.4192 |
PP |
1.4209 |
1.4152 |
S1 |
1.4198 |
1.4113 |
|