CME British Pound Future September 2016
Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
1.4197 |
1.4117 |
-0.0080 |
-0.6% |
1.4335 |
High |
1.4202 |
1.4164 |
-0.0038 |
-0.3% |
1.4510 |
Low |
1.4100 |
1.4090 |
-0.0010 |
-0.1% |
1.4079 |
Close |
1.4128 |
1.4164 |
0.0036 |
0.3% |
1.4490 |
Range |
0.0102 |
0.0074 |
-0.0028 |
-27.5% |
0.0431 |
ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.4% |
0.0000 |
Volume |
11 |
37 |
26 |
236.4% |
705 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4361 |
1.4337 |
1.4205 |
|
R3 |
1.4287 |
1.4263 |
1.4184 |
|
R2 |
1.4213 |
1.4213 |
1.4178 |
|
R1 |
1.4189 |
1.4189 |
1.4171 |
1.4201 |
PP |
1.4139 |
1.4139 |
1.4139 |
1.4146 |
S1 |
1.4115 |
1.4115 |
1.4157 |
1.4127 |
S2 |
1.4065 |
1.4065 |
1.4150 |
|
S3 |
1.3991 |
1.4041 |
1.4144 |
|
S4 |
1.3917 |
1.3967 |
1.4123 |
|
|
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 |
1.4090 |
0.0420 |
3.0% |
0.0098 |
0.7% |
18% |
False |
True |
83 |
10 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0119 |
0.8% |
20% |
False |
False |
111 |
20 |
1.4510 |
1.3880 |
0.0630 |
4.4% |
0.0090 |
0.6% |
45% |
False |
False |
83 |
40 |
1.4614 |
1.3880 |
0.0734 |
5.2% |
0.0063 |
0.4% |
39% |
False |
False |
43 |
60 |
1.4847 |
1.3880 |
0.0967 |
6.8% |
0.0045 |
0.3% |
29% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4479 |
2.618 |
1.4358 |
1.618 |
1.4284 |
1.000 |
1.4238 |
0.618 |
1.4210 |
HIGH |
1.4164 |
0.618 |
1.4136 |
0.500 |
1.4127 |
0.382 |
1.4118 |
LOW |
1.4090 |
0.618 |
1.4044 |
1.000 |
1.4016 |
1.618 |
1.3970 |
2.618 |
1.3896 |
4.250 |
1.3776 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4152 |
1.4251 |
PP |
1.4139 |
1.4222 |
S1 |
1.4127 |
1.4193 |
|