CME British Pound Future September 2016
Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.4411 |
1.4197 |
-0.0214 |
-1.5% |
1.4335 |
High |
1.4411 |
1.4202 |
-0.0209 |
-1.5% |
1.4510 |
Low |
1.4212 |
1.4100 |
-0.0112 |
-0.8% |
1.4079 |
Close |
1.4217 |
1.4128 |
-0.0089 |
-0.6% |
1.4490 |
Range |
0.0199 |
0.0102 |
-0.0097 |
-48.7% |
0.0431 |
ATR |
0.0112 |
0.0113 |
0.0000 |
0.3% |
0.0000 |
Volume |
128 |
11 |
-117 |
-91.4% |
705 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4449 |
1.4391 |
1.4184 |
|
R3 |
1.4347 |
1.4289 |
1.4156 |
|
R2 |
1.4245 |
1.4245 |
1.4147 |
|
R1 |
1.4187 |
1.4187 |
1.4137 |
1.4165 |
PP |
1.4143 |
1.4143 |
1.4143 |
1.4133 |
S1 |
1.4085 |
1.4085 |
1.4119 |
1.4063 |
S2 |
1.4041 |
1.4041 |
1.4109 |
|
S3 |
1.3939 |
1.3983 |
1.4100 |
|
S4 |
1.3837 |
1.3881 |
1.4072 |
|
|
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 |
1.4100 |
0.0410 |
2.9% |
0.0131 |
0.9% |
7% |
False |
True |
123 |
10 |
1.4510 |
1.4079 |
0.0431 |
3.1% |
0.0114 |
0.8% |
11% |
False |
False |
109 |
20 |
1.4510 |
1.3880 |
0.0630 |
4.5% |
0.0086 |
0.6% |
39% |
False |
False |
81 |
40 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0061 |
0.4% |
34% |
False |
False |
43 |
60 |
1.4902 |
1.3880 |
0.1022 |
7.2% |
0.0044 |
0.3% |
24% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4636 |
2.618 |
1.4469 |
1.618 |
1.4367 |
1.000 |
1.4304 |
0.618 |
1.4265 |
HIGH |
1.4202 |
0.618 |
1.4163 |
0.500 |
1.4151 |
0.382 |
1.4139 |
LOW |
1.4100 |
0.618 |
1.4037 |
1.000 |
1.3998 |
1.618 |
1.3935 |
2.618 |
1.3833 |
4.250 |
1.3667 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4151 |
1.4283 |
PP |
1.4143 |
1.4231 |
S1 |
1.4136 |
1.4180 |
|