CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4808 |
1.4736 |
-0.0072 |
-0.5% |
1.4925 |
| High |
1.4845 |
1.4818 |
-0.0027 |
-0.2% |
1.4938 |
| Low |
1.4726 |
1.4665 |
-0.0061 |
-0.4% |
1.4726 |
| Close |
1.4734 |
1.4713 |
-0.0021 |
-0.1% |
1.4734 |
| Range |
0.0119 |
0.0153 |
0.0034 |
28.6% |
0.0212 |
| ATR |
0.0104 |
0.0107 |
0.0004 |
3.4% |
0.0000 |
| Volume |
55,795 |
95,959 |
40,164 |
72.0% |
179,750 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5191 |
1.5105 |
1.4797 |
|
| R3 |
1.5038 |
1.4952 |
1.4755 |
|
| R2 |
1.4885 |
1.4885 |
1.4741 |
|
| R1 |
1.4799 |
1.4799 |
1.4727 |
1.4766 |
| PP |
1.4732 |
1.4732 |
1.4732 |
1.4715 |
| S1 |
1.4646 |
1.4646 |
1.4699 |
1.4613 |
| S2 |
1.4579 |
1.4579 |
1.4685 |
|
| S3 |
1.4426 |
1.4493 |
1.4671 |
|
| S4 |
1.4273 |
1.4340 |
1.4629 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5435 |
1.5297 |
1.4851 |
|
| R3 |
1.5223 |
1.5085 |
1.4792 |
|
| R2 |
1.5011 |
1.5011 |
1.4773 |
|
| R1 |
1.4873 |
1.4873 |
1.4753 |
1.4836 |
| PP |
1.4799 |
1.4799 |
1.4799 |
1.4781 |
| S1 |
1.4661 |
1.4661 |
1.4715 |
1.4624 |
| S2 |
1.4587 |
1.4587 |
1.4695 |
|
| S3 |
1.4375 |
1.4449 |
1.4676 |
|
| S4 |
1.4163 |
1.4237 |
1.4617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4938 |
1.4665 |
0.0273 |
1.9% |
0.0103 |
0.7% |
18% |
False |
True |
55,141 |
| 10 |
1.4952 |
1.4665 |
0.0287 |
2.0% |
0.0089 |
0.6% |
17% |
False |
True |
53,089 |
| 20 |
1.5242 |
1.4665 |
0.0577 |
3.9% |
0.0104 |
0.7% |
8% |
False |
True |
59,889 |
| 40 |
1.5393 |
1.4665 |
0.0728 |
4.9% |
0.0103 |
0.7% |
7% |
False |
True |
30,580 |
| 60 |
1.5496 |
1.4665 |
0.0831 |
5.6% |
0.0101 |
0.7% |
6% |
False |
True |
20,402 |
| 80 |
1.5640 |
1.4665 |
0.0975 |
6.6% |
0.0102 |
0.7% |
5% |
False |
True |
15,308 |
| 100 |
1.5789 |
1.4665 |
0.1124 |
7.6% |
0.0096 |
0.7% |
4% |
False |
True |
12,248 |
| 120 |
1.5789 |
1.4665 |
0.1124 |
7.6% |
0.0089 |
0.6% |
4% |
False |
True |
10,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5468 |
|
2.618 |
1.5219 |
|
1.618 |
1.5066 |
|
1.000 |
1.4971 |
|
0.618 |
1.4913 |
|
HIGH |
1.4818 |
|
0.618 |
1.4760 |
|
0.500 |
1.4742 |
|
0.382 |
1.4723 |
|
LOW |
1.4665 |
|
0.618 |
1.4570 |
|
1.000 |
1.4512 |
|
1.618 |
1.4417 |
|
2.618 |
1.4264 |
|
4.250 |
1.4015 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4742 |
1.4757 |
| PP |
1.4732 |
1.4742 |
| S1 |
1.4723 |
1.4728 |
|