CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4465 |
1.4411 |
-0.0054 |
-0.4% |
1.4335 |
| High |
1.4465 |
1.4411 |
-0.0054 |
-0.4% |
1.4510 |
| Low |
1.4401 |
1.4212 |
-0.0189 |
-1.3% |
1.4079 |
| Close |
1.4406 |
1.4217 |
-0.0189 |
-1.3% |
1.4490 |
| Range |
0.0064 |
0.0199 |
0.0135 |
210.9% |
0.0431 |
| ATR |
0.0106 |
0.0112 |
0.0007 |
6.3% |
0.0000 |
| Volume |
217 |
128 |
-89 |
-41.0% |
705 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4877 |
1.4746 |
1.4326 |
|
| R3 |
1.4678 |
1.4547 |
1.4272 |
|
| R2 |
1.4479 |
1.4479 |
1.4253 |
|
| R1 |
1.4348 |
1.4348 |
1.4235 |
1.4314 |
| PP |
1.4280 |
1.4280 |
1.4280 |
1.4263 |
| S1 |
1.4149 |
1.4149 |
1.4199 |
1.4115 |
| S2 |
1.4081 |
1.4081 |
1.4181 |
|
| S3 |
1.3882 |
1.3950 |
1.4162 |
|
| S4 |
1.3683 |
1.3751 |
1.4108 |
|
|
| 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% |
0.0145 |
1.0% |
32% |
False |
False |
195 |
| 10 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0107 |
0.8% |
32% |
False |
False |
119 |
| 20 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0081 |
0.6% |
53% |
False |
False |
81 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0059 |
0.4% |
46% |
False |
False |
42 |
| 60 |
1.4957 |
1.3880 |
0.1077 |
7.6% |
0.0043 |
0.3% |
31% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5257 |
|
2.618 |
1.4932 |
|
1.618 |
1.4733 |
|
1.000 |
1.4610 |
|
0.618 |
1.4534 |
|
HIGH |
1.4411 |
|
0.618 |
1.4335 |
|
0.500 |
1.4312 |
|
0.382 |
1.4288 |
|
LOW |
1.4212 |
|
0.618 |
1.4089 |
|
1.000 |
1.4013 |
|
1.618 |
1.3890 |
|
2.618 |
1.3691 |
|
4.250 |
1.3366 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4312 |
1.4361 |
| PP |
1.4280 |
1.4313 |
| S1 |
1.4249 |
1.4265 |
|