CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4305 |
1.4335 |
0.0030 |
0.2% |
1.4242 |
| High |
1.4428 |
1.4335 |
-0.0093 |
-0.6% |
1.4428 |
| Low |
1.4289 |
1.4313 |
0.0024 |
0.2% |
1.4180 |
| Close |
1.4402 |
1.4313 |
-0.0089 |
-0.6% |
1.4402 |
| Range |
0.0139 |
0.0022 |
-0.0117 |
-84.2% |
0.0248 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.0% |
0.0000 |
| Volume |
18 |
39 |
21 |
116.7% |
155 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4386 |
1.4372 |
1.4325 |
|
| R3 |
1.4364 |
1.4350 |
1.4319 |
|
| R2 |
1.4342 |
1.4342 |
1.4317 |
|
| R1 |
1.4328 |
1.4328 |
1.4315 |
1.4324 |
| PP |
1.4320 |
1.4320 |
1.4320 |
1.4319 |
| S1 |
1.4306 |
1.4306 |
1.4311 |
1.4302 |
| S2 |
1.4298 |
1.4298 |
1.4309 |
|
| S3 |
1.4276 |
1.4284 |
1.4307 |
|
| S4 |
1.4254 |
1.4262 |
1.4301 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5081 |
1.4989 |
1.4538 |
|
| R3 |
1.4833 |
1.4741 |
1.4470 |
|
| R2 |
1.4585 |
1.4585 |
1.4447 |
|
| R1 |
1.4493 |
1.4493 |
1.4425 |
1.4539 |
| PP |
1.4337 |
1.4337 |
1.4337 |
1.4360 |
| S1 |
1.4245 |
1.4245 |
1.4379 |
1.4291 |
| S2 |
1.4089 |
1.4089 |
1.4357 |
|
| S3 |
1.3841 |
1.3997 |
1.4334 |
|
| S4 |
1.3593 |
1.3749 |
1.4266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4428 |
1.4215 |
0.0213 |
1.5% |
0.0048 |
0.3% |
46% |
False |
False |
38 |
| 10 |
1.4428 |
1.3970 |
0.0458 |
3.2% |
0.0057 |
0.4% |
75% |
False |
False |
39 |
| 20 |
1.4428 |
1.3880 |
0.0548 |
3.8% |
0.0052 |
0.4% |
79% |
False |
False |
33 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0038 |
0.3% |
59% |
False |
False |
21 |
| 60 |
1.5078 |
1.3880 |
0.1198 |
8.4% |
0.0030 |
0.2% |
36% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4429 |
|
2.618 |
1.4393 |
|
1.618 |
1.4371 |
|
1.000 |
1.4357 |
|
0.618 |
1.4349 |
|
HIGH |
1.4335 |
|
0.618 |
1.4327 |
|
0.500 |
1.4324 |
|
0.382 |
1.4321 |
|
LOW |
1.4313 |
|
0.618 |
1.4299 |
|
1.000 |
1.4291 |
|
1.618 |
1.4277 |
|
2.618 |
1.4255 |
|
4.250 |
1.4220 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4324 |
1.4359 |
| PP |
1.4320 |
1.4343 |
| S1 |
1.4317 |
1.4328 |
|