CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4509 |
1.4546 |
0.0037 |
0.3% |
1.4736 |
| High |
1.4604 |
1.4560 |
-0.0044 |
-0.3% |
1.4818 |
| Low |
1.4495 |
1.4353 |
-0.0142 |
-1.0% |
1.4505 |
| Close |
1.4547 |
1.4432 |
-0.0115 |
-0.8% |
1.4517 |
| Range |
0.0109 |
0.0207 |
0.0098 |
89.9% |
0.0313 |
| ATR |
0.0107 |
0.0114 |
0.0007 |
6.7% |
0.0000 |
| Volume |
79,792 |
107,795 |
28,003 |
35.1% |
447,032 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5069 |
1.4958 |
1.4546 |
|
| R3 |
1.4862 |
1.4751 |
1.4489 |
|
| R2 |
1.4655 |
1.4655 |
1.4470 |
|
| R1 |
1.4544 |
1.4544 |
1.4451 |
1.4496 |
| PP |
1.4448 |
1.4448 |
1.4448 |
1.4425 |
| S1 |
1.4337 |
1.4337 |
1.4413 |
1.4289 |
| S2 |
1.4241 |
1.4241 |
1.4394 |
|
| S3 |
1.4034 |
1.4130 |
1.4375 |
|
| S4 |
1.3827 |
1.3923 |
1.4318 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5552 |
1.5348 |
1.4689 |
|
| R3 |
1.5239 |
1.5035 |
1.4603 |
|
| R2 |
1.4926 |
1.4926 |
1.4574 |
|
| R1 |
1.4722 |
1.4722 |
1.4546 |
1.4668 |
| PP |
1.4613 |
1.4613 |
1.4613 |
1.4586 |
| S1 |
1.4409 |
1.4409 |
1.4488 |
1.4355 |
| S2 |
1.4300 |
1.4300 |
1.4460 |
|
| S3 |
1.3987 |
1.4096 |
1.4431 |
|
| S4 |
1.3674 |
1.3783 |
1.4345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4682 |
1.4353 |
0.0329 |
2.3% |
0.0129 |
0.9% |
24% |
False |
True |
92,706 |
| 10 |
1.4917 |
1.4353 |
0.0564 |
3.9% |
0.0119 |
0.8% |
14% |
False |
True |
78,383 |
| 20 |
1.5206 |
1.4353 |
0.0853 |
5.9% |
0.0109 |
0.8% |
9% |
False |
True |
71,470 |
| 40 |
1.5337 |
1.4353 |
0.0984 |
6.8% |
0.0105 |
0.7% |
8% |
False |
True |
43,939 |
| 60 |
1.5496 |
1.4353 |
0.1143 |
7.9% |
0.0101 |
0.7% |
7% |
False |
True |
29,378 |
| 80 |
1.5640 |
1.4353 |
0.1287 |
8.9% |
0.0103 |
0.7% |
6% |
False |
True |
22,039 |
| 100 |
1.5789 |
1.4353 |
0.1436 |
10.0% |
0.0100 |
0.7% |
6% |
False |
True |
17,635 |
| 120 |
1.5789 |
1.4353 |
0.1436 |
10.0% |
0.0093 |
0.6% |
6% |
False |
True |
14,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5440 |
|
2.618 |
1.5102 |
|
1.618 |
1.4895 |
|
1.000 |
1.4767 |
|
0.618 |
1.4688 |
|
HIGH |
1.4560 |
|
0.618 |
1.4481 |
|
0.500 |
1.4457 |
|
0.382 |
1.4432 |
|
LOW |
1.4353 |
|
0.618 |
1.4225 |
|
1.000 |
1.4146 |
|
1.618 |
1.4018 |
|
2.618 |
1.3811 |
|
4.250 |
1.3473 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4457 |
1.4500 |
| PP |
1.4448 |
1.4477 |
| S1 |
1.4440 |
1.4455 |
|