CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4140 |
1.4218 |
0.0078 |
0.6% |
1.4465 |
| High |
1.4275 |
1.4414 |
0.0139 |
1.0% |
1.4465 |
| Low |
1.4135 |
1.4218 |
0.0083 |
0.6% |
1.4090 |
| Close |
1.4264 |
1.4389 |
0.0125 |
0.9% |
1.4164 |
| Range |
0.0140 |
0.0196 |
0.0056 |
40.0% |
0.0375 |
| ATR |
0.0112 |
0.0118 |
0.0006 |
5.4% |
0.0000 |
| Volume |
43 |
55 |
12 |
27.9% |
393 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4928 |
1.4855 |
1.4497 |
|
| R3 |
1.4732 |
1.4659 |
1.4443 |
|
| R2 |
1.4536 |
1.4536 |
1.4425 |
|
| R1 |
1.4463 |
1.4463 |
1.4407 |
1.4500 |
| PP |
1.4340 |
1.4340 |
1.4340 |
1.4359 |
| S1 |
1.4267 |
1.4267 |
1.4371 |
1.4304 |
| S2 |
1.4144 |
1.4144 |
1.4353 |
|
| S3 |
1.3948 |
1.4071 |
1.4335 |
|
| S4 |
1.3752 |
1.3875 |
1.4281 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5365 |
1.5139 |
1.4370 |
|
| R3 |
1.4990 |
1.4764 |
1.4267 |
|
| R2 |
1.4615 |
1.4615 |
1.4233 |
|
| R1 |
1.4389 |
1.4389 |
1.4198 |
1.4315 |
| PP |
1.4240 |
1.4240 |
1.4240 |
1.4202 |
| S1 |
1.4014 |
1.4014 |
1.4130 |
1.3940 |
| S2 |
1.3865 |
1.3865 |
1.4095 |
|
| S3 |
1.3490 |
1.3639 |
1.4061 |
|
| S4 |
1.3115 |
1.3264 |
1.3958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4414 |
1.4090 |
0.0324 |
2.3% |
0.0142 |
1.0% |
92% |
True |
False |
54 |
| 10 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0136 |
0.9% |
72% |
False |
False |
115 |
| 20 |
1.4510 |
1.3970 |
0.0540 |
3.8% |
0.0097 |
0.7% |
78% |
False |
False |
77 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0068 |
0.5% |
69% |
False |
False |
46 |
| 60 |
1.4748 |
1.3880 |
0.0868 |
6.0% |
0.0051 |
0.4% |
59% |
False |
False |
34 |
| 80 |
1.5239 |
1.3880 |
0.1359 |
9.4% |
0.0039 |
0.3% |
37% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5247 |
|
2.618 |
1.4927 |
|
1.618 |
1.4731 |
|
1.000 |
1.4610 |
|
0.618 |
1.4535 |
|
HIGH |
1.4414 |
|
0.618 |
1.4339 |
|
0.500 |
1.4316 |
|
0.382 |
1.4293 |
|
LOW |
1.4218 |
|
0.618 |
1.4097 |
|
1.000 |
1.4022 |
|
1.618 |
1.3901 |
|
2.618 |
1.3705 |
|
4.250 |
1.3385 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4365 |
1.4343 |
| PP |
1.4340 |
1.4298 |
| S1 |
1.4316 |
1.4252 |
|