CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4218 |
1.4390 |
0.0172 |
1.2% |
1.4465 |
| High |
1.4414 |
1.4450 |
0.0036 |
0.2% |
1.4465 |
| Low |
1.4218 |
1.4390 |
0.0172 |
1.2% |
1.4090 |
| Close |
1.4389 |
1.4398 |
0.0009 |
0.1% |
1.4164 |
| Range |
0.0196 |
0.0060 |
-0.0136 |
-69.4% |
0.0375 |
| ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
55 |
41 |
-14 |
-25.5% |
393 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4593 |
1.4555 |
1.4431 |
|
| R3 |
1.4533 |
1.4495 |
1.4415 |
|
| R2 |
1.4473 |
1.4473 |
1.4409 |
|
| R1 |
1.4435 |
1.4435 |
1.4404 |
1.4454 |
| PP |
1.4413 |
1.4413 |
1.4413 |
1.4422 |
| S1 |
1.4375 |
1.4375 |
1.4393 |
1.4394 |
| S2 |
1.4353 |
1.4353 |
1.4387 |
|
| S3 |
1.4293 |
1.4315 |
1.4382 |
|
| S4 |
1.4233 |
1.4255 |
1.4365 |
|
|
| 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 |
1.4450 |
1.4090 |
0.0360 |
2.5% |
0.0114 |
0.8% |
86% |
True |
False |
37 |
| 10 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0130 |
0.9% |
74% |
False |
False |
116 |
| 20 |
1.4510 |
1.3994 |
0.0516 |
3.6% |
0.0100 |
0.7% |
78% |
False |
False |
79 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0069 |
0.5% |
71% |
False |
False |
47 |
| 60 |
1.4728 |
1.3880 |
0.0848 |
5.9% |
0.0052 |
0.4% |
61% |
False |
False |
35 |
| 80 |
1.5239 |
1.3880 |
0.1359 |
9.4% |
0.0040 |
0.3% |
38% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4705 |
|
2.618 |
1.4607 |
|
1.618 |
1.4547 |
|
1.000 |
1.4510 |
|
0.618 |
1.4487 |
|
HIGH |
1.4450 |
|
0.618 |
1.4427 |
|
0.500 |
1.4420 |
|
0.382 |
1.4413 |
|
LOW |
1.4390 |
|
0.618 |
1.4353 |
|
1.000 |
1.4330 |
|
1.618 |
1.4293 |
|
2.618 |
1.4233 |
|
4.250 |
1.4135 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4420 |
1.4363 |
| PP |
1.4413 |
1.4328 |
| S1 |
1.4405 |
1.4293 |
|