CME British Pound Future September 2016
Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.4120 |
1.4268 |
0.0148 |
1.0% |
1.4242 |
High |
1.4250 |
1.4505 |
0.0255 |
1.8% |
1.4428 |
Low |
1.4079 |
1.4268 |
0.0189 |
1.3% |
1.4180 |
Close |
1.4239 |
1.4493 |
0.0254 |
1.8% |
1.4402 |
Range |
0.0171 |
0.0237 |
0.0066 |
38.6% |
0.0248 |
ATR |
0.0099 |
0.0111 |
0.0012 |
12.0% |
0.0000 |
Volume |
371 |
235 |
-136 |
-36.7% |
155 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5133 |
1.5050 |
1.4623 |
|
R3 |
1.4896 |
1.4813 |
1.4558 |
|
R2 |
1.4659 |
1.4659 |
1.4536 |
|
R1 |
1.4576 |
1.4576 |
1.4515 |
1.4618 |
PP |
1.4422 |
1.4422 |
1.4422 |
1.4443 |
S1 |
1.4339 |
1.4339 |
1.4471 |
1.4381 |
S2 |
1.4185 |
1.4185 |
1.4450 |
|
S3 |
1.3948 |
1.4102 |
1.4428 |
|
S4 |
1.3711 |
1.3865 |
1.4363 |
|
|
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 |
1.4505 |
1.4079 |
0.0426 |
2.9% |
0.0139 |
1.0% |
97% |
True |
False |
139 |
10 |
1.4505 |
1.4079 |
0.0426 |
2.9% |
0.0094 |
0.6% |
97% |
True |
False |
86 |
20 |
1.4505 |
1.3880 |
0.0625 |
4.3% |
0.0072 |
0.5% |
98% |
True |
False |
64 |
40 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0051 |
0.4% |
84% |
False |
False |
36 |
60 |
1.4957 |
1.3880 |
0.1077 |
7.4% |
0.0037 |
0.3% |
57% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5512 |
2.618 |
1.5125 |
1.618 |
1.4888 |
1.000 |
1.4742 |
0.618 |
1.4651 |
HIGH |
1.4505 |
0.618 |
1.4414 |
0.500 |
1.4387 |
0.382 |
1.4359 |
LOW |
1.4268 |
0.618 |
1.4122 |
1.000 |
1.4031 |
1.618 |
1.3885 |
2.618 |
1.3648 |
4.250 |
1.3261 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4458 |
1.4426 |
PP |
1.4422 |
1.4359 |
S1 |
1.4387 |
1.4292 |
|