CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4499 |
1.4465 |
-0.0034 |
-0.2% |
1.4335 |
| High |
1.4510 |
1.4465 |
-0.0045 |
-0.3% |
1.4510 |
| Low |
1.4457 |
1.4401 |
-0.0056 |
-0.4% |
1.4079 |
| Close |
1.4490 |
1.4406 |
-0.0084 |
-0.6% |
1.4490 |
| Range |
0.0053 |
0.0064 |
0.0011 |
20.8% |
0.0431 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
24 |
217 |
193 |
804.2% |
705 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4616 |
1.4575 |
1.4441 |
|
| R3 |
1.4552 |
1.4511 |
1.4424 |
|
| R2 |
1.4488 |
1.4488 |
1.4418 |
|
| R1 |
1.4447 |
1.4447 |
1.4412 |
1.4436 |
| PP |
1.4424 |
1.4424 |
1.4424 |
1.4418 |
| S1 |
1.4383 |
1.4383 |
1.4400 |
1.4372 |
| S2 |
1.4360 |
1.4360 |
1.4394 |
|
| S3 |
1.4296 |
1.4319 |
1.4388 |
|
| S4 |
1.4232 |
1.4255 |
1.4371 |
|
|
| 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% |
0.0130 |
0.9% |
76% |
False |
False |
176 |
| 10 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0089 |
0.6% |
76% |
False |
False |
107 |
| 20 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0076 |
0.5% |
83% |
False |
False |
75 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0054 |
0.4% |
72% |
False |
False |
39 |
| 60 |
1.4957 |
1.3880 |
0.1077 |
7.5% |
0.0039 |
0.3% |
49% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4737 |
|
2.618 |
1.4633 |
|
1.618 |
1.4569 |
|
1.000 |
1.4529 |
|
0.618 |
1.4505 |
|
HIGH |
1.4465 |
|
0.618 |
1.4441 |
|
0.500 |
1.4433 |
|
0.382 |
1.4425 |
|
LOW |
1.4401 |
|
0.618 |
1.4361 |
|
1.000 |
1.4337 |
|
1.618 |
1.4297 |
|
2.618 |
1.4233 |
|
4.250 |
1.4129 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4433 |
1.4400 |
| PP |
1.4424 |
1.4395 |
| S1 |
1.4415 |
1.4389 |
|