CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4215 |
1.4215 |
0.0000 |
0.0% |
1.3880 |
| High |
1.4234 |
1.4250 |
0.0016 |
0.1% |
1.4231 |
| Low |
1.4215 |
1.4215 |
0.0000 |
0.0% |
1.3880 |
| Close |
1.4234 |
1.4243 |
0.0009 |
0.1% |
1.4231 |
| Range |
0.0019 |
0.0035 |
0.0016 |
84.2% |
0.0351 |
| ATR |
0.0091 |
0.0087 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
9 |
111 |
102 |
1,133.3% |
205 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4341 |
1.4327 |
1.4262 |
|
| R3 |
1.4306 |
1.4292 |
1.4253 |
|
| R2 |
1.4271 |
1.4271 |
1.4249 |
|
| R1 |
1.4257 |
1.4257 |
1.4246 |
1.4264 |
| PP |
1.4236 |
1.4236 |
1.4236 |
1.4240 |
| S1 |
1.4222 |
1.4222 |
1.4240 |
1.4229 |
| S2 |
1.4201 |
1.4201 |
1.4237 |
|
| S3 |
1.4166 |
1.4187 |
1.4233 |
|
| S4 |
1.4131 |
1.4152 |
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 |
1.4120 |
0.0161 |
1.1% |
0.0058 |
0.4% |
76% |
False |
False |
32 |
| 10 |
1.4281 |
1.3880 |
0.0401 |
2.8% |
0.0059 |
0.4% |
91% |
False |
False |
54 |
| 20 |
1.4546 |
1.3880 |
0.0666 |
4.7% |
0.0048 |
0.3% |
55% |
False |
False |
30 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0034 |
0.2% |
49% |
False |
False |
20 |
| 60 |
1.5239 |
1.3880 |
0.1359 |
9.5% |
0.0027 |
0.2% |
27% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4399 |
|
2.618 |
1.4342 |
|
1.618 |
1.4307 |
|
1.000 |
1.4285 |
|
0.618 |
1.4272 |
|
HIGH |
1.4250 |
|
0.618 |
1.4237 |
|
0.500 |
1.4233 |
|
0.382 |
1.4228 |
|
LOW |
1.4215 |
|
0.618 |
1.4193 |
|
1.000 |
1.4180 |
|
1.618 |
1.4158 |
|
2.618 |
1.4123 |
|
4.250 |
1.4066 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4240 |
1.4239 |
| PP |
1.4236 |
1.4235 |
| S1 |
1.4233 |
1.4231 |
|