CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4418 |
1.4261 |
-0.0157 |
-1.1% |
1.4509 |
| High |
1.4427 |
1.4341 |
-0.0086 |
-0.6% |
1.4604 |
| Low |
1.4252 |
1.4130 |
-0.0122 |
-0.9% |
1.4252 |
| Close |
1.4262 |
1.4177 |
-0.0085 |
-0.6% |
1.4262 |
| Range |
0.0175 |
0.0211 |
0.0036 |
20.6% |
0.0352 |
| ATR |
0.0116 |
0.0122 |
0.0007 |
5.9% |
0.0000 |
| Volume |
97,202 |
179,414 |
82,212 |
84.6% |
449,016 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4849 |
1.4724 |
1.4293 |
|
| R3 |
1.4638 |
1.4513 |
1.4235 |
|
| R2 |
1.4427 |
1.4427 |
1.4216 |
|
| R1 |
1.4302 |
1.4302 |
1.4196 |
1.4259 |
| PP |
1.4216 |
1.4216 |
1.4216 |
1.4195 |
| S1 |
1.4091 |
1.4091 |
1.4158 |
1.4048 |
| S2 |
1.4005 |
1.4005 |
1.4138 |
|
| S3 |
1.3794 |
1.3880 |
1.4119 |
|
| S4 |
1.3583 |
1.3669 |
1.4061 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5429 |
1.5197 |
1.4456 |
|
| R3 |
1.5077 |
1.4845 |
1.4359 |
|
| R2 |
1.4725 |
1.4725 |
1.4327 |
|
| R1 |
1.4493 |
1.4493 |
1.4294 |
1.4433 |
| PP |
1.4373 |
1.4373 |
1.4373 |
1.4343 |
| S1 |
1.4141 |
1.4141 |
1.4230 |
1.4081 |
| S2 |
1.4021 |
1.4021 |
1.4197 |
|
| S3 |
1.3669 |
1.3789 |
1.4165 |
|
| S4 |
1.3317 |
1.3437 |
1.4068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4560 |
1.4130 |
0.0430 |
3.0% |
0.0155 |
1.1% |
11% |
False |
True |
109,727 |
| 10 |
1.4727 |
1.4130 |
0.0597 |
4.2% |
0.0130 |
0.9% |
8% |
False |
True |
97,950 |
| 20 |
1.4952 |
1.4130 |
0.0822 |
5.8% |
0.0110 |
0.8% |
6% |
False |
True |
75,519 |
| 40 |
1.5337 |
1.4130 |
0.1207 |
8.5% |
0.0113 |
0.8% |
4% |
False |
True |
54,924 |
| 60 |
1.5496 |
1.4130 |
0.1366 |
9.6% |
0.0107 |
0.8% |
3% |
False |
True |
36,723 |
| 80 |
1.5496 |
1.4130 |
0.1366 |
9.6% |
0.0104 |
0.7% |
3% |
False |
True |
27,548 |
| 100 |
1.5691 |
1.4130 |
0.1561 |
11.0% |
0.0102 |
0.7% |
3% |
False |
True |
22,043 |
| 120 |
1.5789 |
1.4130 |
0.1659 |
11.7% |
0.0096 |
0.7% |
3% |
False |
True |
18,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5238 |
|
2.618 |
1.4893 |
|
1.618 |
1.4682 |
|
1.000 |
1.4552 |
|
0.618 |
1.4471 |
|
HIGH |
1.4341 |
|
0.618 |
1.4260 |
|
0.500 |
1.4236 |
|
0.382 |
1.4211 |
|
LOW |
1.4130 |
|
0.618 |
1.4000 |
|
1.000 |
1.3919 |
|
1.618 |
1.3789 |
|
2.618 |
1.3578 |
|
4.250 |
1.3233 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4236 |
1.4288 |
| PP |
1.4216 |
1.4251 |
| S1 |
1.4197 |
1.4214 |
|