CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4364 |
1.4301 |
-0.0063 |
-0.4% |
1.4140 |
| High |
1.4422 |
1.4303 |
-0.0119 |
-0.8% |
1.4450 |
| Low |
1.4338 |
1.4193 |
-0.0145 |
-1.0% |
1.4135 |
| Close |
1.4382 |
1.4227 |
-0.0155 |
-1.1% |
1.4227 |
| Range |
0.0084 |
0.0110 |
0.0026 |
31.0% |
0.0315 |
| ATR |
0.0112 |
0.0117 |
0.0006 |
4.9% |
0.0000 |
| Volume |
21 |
52 |
31 |
147.6% |
212 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4571 |
1.4509 |
1.4288 |
|
| R3 |
1.4461 |
1.4399 |
1.4257 |
|
| R2 |
1.4351 |
1.4351 |
1.4247 |
|
| R1 |
1.4289 |
1.4289 |
1.4237 |
1.4265 |
| PP |
1.4241 |
1.4241 |
1.4241 |
1.4229 |
| S1 |
1.4179 |
1.4179 |
1.4217 |
1.4155 |
| S2 |
1.4131 |
1.4131 |
1.4207 |
|
| S3 |
1.4021 |
1.4069 |
1.4197 |
|
| S4 |
1.3911 |
1.3959 |
1.4167 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5216 |
1.5036 |
1.4400 |
|
| R3 |
1.4901 |
1.4721 |
1.4314 |
|
| R2 |
1.4586 |
1.4586 |
1.4285 |
|
| R1 |
1.4406 |
1.4406 |
1.4256 |
1.4496 |
| PP |
1.4271 |
1.4271 |
1.4271 |
1.4316 |
| S1 |
1.4091 |
1.4091 |
1.4198 |
1.4181 |
| S2 |
1.3956 |
1.3956 |
1.4169 |
|
| S3 |
1.3641 |
1.3776 |
1.4140 |
|
| S4 |
1.3326 |
1.3461 |
1.4054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4450 |
1.4135 |
0.0315 |
2.2% |
0.0118 |
0.8% |
29% |
False |
False |
42 |
| 10 |
1.4510 |
1.4090 |
0.0420 |
3.0% |
0.0108 |
0.8% |
33% |
False |
False |
62 |
| 20 |
1.4510 |
1.4079 |
0.0431 |
3.0% |
0.0101 |
0.7% |
34% |
False |
False |
74 |
| 40 |
1.4612 |
1.3880 |
0.0732 |
5.1% |
0.0071 |
0.5% |
47% |
False |
False |
49 |
| 60 |
1.4645 |
1.3880 |
0.0765 |
5.4% |
0.0055 |
0.4% |
45% |
False |
False |
36 |
| 80 |
1.5239 |
1.3880 |
0.1359 |
9.6% |
0.0043 |
0.3% |
26% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4771 |
|
2.618 |
1.4591 |
|
1.618 |
1.4481 |
|
1.000 |
1.4413 |
|
0.618 |
1.4371 |
|
HIGH |
1.4303 |
|
0.618 |
1.4261 |
|
0.500 |
1.4248 |
|
0.382 |
1.4235 |
|
LOW |
1.4193 |
|
0.618 |
1.4125 |
|
1.000 |
1.4083 |
|
1.618 |
1.4015 |
|
2.618 |
1.3905 |
|
4.250 |
1.3726 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4248 |
1.4322 |
| PP |
1.4241 |
1.4290 |
| S1 |
1.4234 |
1.4259 |
|