CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4390 |
1.4364 |
-0.0026 |
-0.2% |
1.4465 |
| High |
1.4450 |
1.4422 |
-0.0028 |
-0.2% |
1.4465 |
| Low |
1.4390 |
1.4338 |
-0.0052 |
-0.4% |
1.4090 |
| Close |
1.4398 |
1.4382 |
-0.0016 |
-0.1% |
1.4164 |
| Range |
0.0060 |
0.0084 |
0.0024 |
40.0% |
0.0375 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
41 |
21 |
-20 |
-48.8% |
393 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4633 |
1.4591 |
1.4428 |
|
| R3 |
1.4549 |
1.4507 |
1.4405 |
|
| R2 |
1.4465 |
1.4465 |
1.4397 |
|
| R1 |
1.4423 |
1.4423 |
1.4390 |
1.4444 |
| PP |
1.4381 |
1.4381 |
1.4381 |
1.4391 |
| S1 |
1.4339 |
1.4339 |
1.4374 |
1.4360 |
| S2 |
1.4297 |
1.4297 |
1.4367 |
|
| S3 |
1.4213 |
1.4255 |
1.4359 |
|
| S4 |
1.4129 |
1.4171 |
1.4336 |
|
|
| 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% |
0.0111 |
0.8% |
81% |
False |
False |
39 |
| 10 |
1.4510 |
1.4090 |
0.0420 |
2.9% |
0.0121 |
0.8% |
70% |
False |
False |
81 |
| 20 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0099 |
0.7% |
70% |
False |
False |
72 |
| 40 |
1.4614 |
1.3880 |
0.0734 |
5.1% |
0.0072 |
0.5% |
68% |
False |
False |
47 |
| 60 |
1.4680 |
1.3880 |
0.0800 |
5.6% |
0.0053 |
0.4% |
63% |
False |
False |
35 |
| 80 |
1.5239 |
1.3880 |
0.1359 |
9.4% |
0.0041 |
0.3% |
37% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4779 |
|
2.618 |
1.4642 |
|
1.618 |
1.4558 |
|
1.000 |
1.4506 |
|
0.618 |
1.4474 |
|
HIGH |
1.4422 |
|
0.618 |
1.4390 |
|
0.500 |
1.4380 |
|
0.382 |
1.4370 |
|
LOW |
1.4338 |
|
0.618 |
1.4286 |
|
1.000 |
1.4254 |
|
1.618 |
1.4202 |
|
2.618 |
1.4118 |
|
4.250 |
1.3981 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4381 |
1.4366 |
| PP |
1.4381 |
1.4350 |
| S1 |
1.4380 |
1.4334 |
|