CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4242 |
1.4215 |
-0.0027 |
-0.2% |
1.3880 |
| High |
1.4281 |
1.4234 |
-0.0047 |
-0.3% |
1.4231 |
| Low |
1.4180 |
1.4215 |
0.0035 |
0.2% |
1.3880 |
| Close |
1.4281 |
1.4234 |
-0.0047 |
-0.3% |
1.4231 |
| Range |
0.0101 |
0.0019 |
-0.0082 |
-81.2% |
0.0351 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
205 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4285 |
1.4278 |
1.4244 |
|
| R3 |
1.4266 |
1.4259 |
1.4239 |
|
| R2 |
1.4247 |
1.4247 |
1.4237 |
|
| R1 |
1.4240 |
1.4240 |
1.4236 |
1.4244 |
| PP |
1.4228 |
1.4228 |
1.4228 |
1.4229 |
| S1 |
1.4221 |
1.4221 |
1.4232 |
1.4225 |
| S2 |
1.4209 |
1.4209 |
1.4231 |
|
| S3 |
1.4190 |
1.4202 |
1.4229 |
|
| S4 |
1.4171 |
1.4183 |
1.4224 |
|
|
| 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 |
1.3994 |
0.0287 |
2.0% |
0.0071 |
0.5% |
84% |
False |
False |
42 |
| 10 |
1.4281 |
1.3880 |
0.0401 |
2.8% |
0.0056 |
0.4% |
88% |
False |
False |
43 |
| 20 |
1.4546 |
1.3880 |
0.0666 |
4.7% |
0.0046 |
0.3% |
53% |
False |
False |
25 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0033 |
0.2% |
48% |
False |
False |
17 |
| 60 |
1.5239 |
1.3880 |
0.1359 |
9.5% |
0.0026 |
0.2% |
26% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4315 |
|
2.618 |
1.4284 |
|
1.618 |
1.4265 |
|
1.000 |
1.4253 |
|
0.618 |
1.4246 |
|
HIGH |
1.4234 |
|
0.618 |
1.4227 |
|
0.500 |
1.4225 |
|
0.382 |
1.4222 |
|
LOW |
1.4215 |
|
0.618 |
1.4203 |
|
1.000 |
1.4196 |
|
1.618 |
1.4184 |
|
2.618 |
1.4165 |
|
4.250 |
1.4134 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4231 |
1.4230 |
| PP |
1.4228 |
1.4226 |
| S1 |
1.4225 |
1.4223 |
|