CME British Pound Future September 2016
Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.4268 |
1.4499 |
0.0231 |
1.6% |
1.4335 |
High |
1.4505 |
1.4510 |
0.0005 |
0.0% |
1.4510 |
Low |
1.4268 |
1.4457 |
0.0189 |
1.3% |
1.4079 |
Close |
1.4493 |
1.4490 |
-0.0003 |
0.0% |
1.4490 |
Range |
0.0237 |
0.0053 |
-0.0184 |
-77.6% |
0.0431 |
ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.7% |
0.0000 |
Volume |
235 |
24 |
-211 |
-89.8% |
705 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4645 |
1.4620 |
1.4519 |
|
R3 |
1.4592 |
1.4567 |
1.4505 |
|
R2 |
1.4539 |
1.4539 |
1.4500 |
|
R1 |
1.4514 |
1.4514 |
1.4495 |
1.4500 |
PP |
1.4486 |
1.4486 |
1.4486 |
1.4479 |
S1 |
1.4461 |
1.4461 |
1.4485 |
1.4447 |
S2 |
1.4433 |
1.4433 |
1.4480 |
|
S3 |
1.4380 |
1.4408 |
1.4475 |
|
S4 |
1.4327 |
1.4355 |
1.4461 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5653 |
1.5502 |
1.4727 |
|
R3 |
1.5222 |
1.5071 |
1.4609 |
|
R2 |
1.4791 |
1.4791 |
1.4569 |
|
R1 |
1.4640 |
1.4640 |
1.4530 |
1.4716 |
PP |
1.4360 |
1.4360 |
1.4360 |
1.4397 |
S1 |
1.4209 |
1.4209 |
1.4450 |
1.4285 |
S2 |
1.3929 |
1.3929 |
1.4411 |
|
S3 |
1.3498 |
1.3778 |
1.4371 |
|
S4 |
1.3067 |
1.3347 |
1.4253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0122 |
0.8% |
95% |
True |
False |
141 |
10 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0093 |
0.6% |
95% |
True |
False |
86 |
20 |
1.4510 |
1.3880 |
0.0630 |
4.3% |
0.0075 |
0.5% |
97% |
True |
False |
64 |
40 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0052 |
0.4% |
83% |
False |
False |
34 |
60 |
1.4957 |
1.3880 |
0.1077 |
7.4% |
0.0038 |
0.3% |
57% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4735 |
2.618 |
1.4649 |
1.618 |
1.4596 |
1.000 |
1.4563 |
0.618 |
1.4543 |
HIGH |
1.4510 |
0.618 |
1.4490 |
0.500 |
1.4484 |
0.382 |
1.4477 |
LOW |
1.4457 |
0.618 |
1.4424 |
1.000 |
1.4404 |
1.618 |
1.4371 |
2.618 |
1.4318 |
4.250 |
1.4232 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4488 |
1.4425 |
PP |
1.4486 |
1.4360 |
S1 |
1.4484 |
1.4295 |
|