CME British Pound Future September 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.4164 |
1.4242 |
0.0078 |
0.6% |
1.3880 |
High |
1.4231 |
1.4281 |
0.0050 |
0.4% |
1.4231 |
Low |
1.4164 |
1.4180 |
0.0016 |
0.1% |
1.3880 |
Close |
1.4231 |
1.4281 |
0.0050 |
0.4% |
1.4231 |
Range |
0.0067 |
0.0101 |
0.0034 |
50.7% |
0.0351 |
ATR |
0.0092 |
0.0093 |
0.0001 |
0.7% |
0.0000 |
Volume |
30 |
2 |
-28 |
-93.3% |
205 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4550 |
1.4517 |
1.4337 |
|
R3 |
1.4449 |
1.4416 |
1.4309 |
|
R2 |
1.4348 |
1.4348 |
1.4300 |
|
R1 |
1.4315 |
1.4315 |
1.4290 |
1.4332 |
PP |
1.4247 |
1.4247 |
1.4247 |
1.4256 |
S1 |
1.4214 |
1.4214 |
1.4272 |
1.4231 |
S2 |
1.4146 |
1.4146 |
1.4262 |
|
S3 |
1.4045 |
1.4113 |
1.4253 |
|
S4 |
1.3944 |
1.4012 |
1.4225 |
|
|
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 |
1.4281 |
1.3970 |
0.0311 |
2.2% |
0.0067 |
0.5% |
100% |
True |
False |
41 |
10 |
1.4281 |
1.3880 |
0.0401 |
2.8% |
0.0063 |
0.4% |
100% |
True |
False |
42 |
20 |
1.4546 |
1.3880 |
0.0666 |
4.7% |
0.0049 |
0.3% |
60% |
False |
False |
24 |
40 |
1.4633 |
1.3880 |
0.0753 |
5.3% |
0.0035 |
0.2% |
53% |
False |
False |
17 |
60 |
1.5239 |
1.3880 |
0.1359 |
9.5% |
0.0026 |
0.2% |
30% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4710 |
2.618 |
1.4545 |
1.618 |
1.4444 |
1.000 |
1.4382 |
0.618 |
1.4343 |
HIGH |
1.4281 |
0.618 |
1.4242 |
0.500 |
1.4231 |
0.382 |
1.4219 |
LOW |
1.4180 |
0.618 |
1.4118 |
1.000 |
1.4079 |
1.618 |
1.4017 |
2.618 |
1.3916 |
4.250 |
1.3751 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4264 |
1.4254 |
PP |
1.4247 |
1.4227 |
S1 |
1.4231 |
1.4201 |
|