CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4186 |
1.4223 |
0.0037 |
0.3% |
1.4261 |
| High |
1.4249 |
1.4363 |
0.0114 |
0.8% |
1.4363 |
| Low |
1.4079 |
1.4205 |
0.0126 |
0.9% |
1.4079 |
| Close |
1.4217 |
1.4281 |
0.0064 |
0.5% |
1.4281 |
| Range |
0.0170 |
0.0158 |
-0.0012 |
-7.1% |
0.0284 |
| ATR |
0.0124 |
0.0126 |
0.0002 |
2.0% |
0.0000 |
| Volume |
116,819 |
110,277 |
-6,542 |
-5.6% |
511,415 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4757 |
1.4677 |
1.4368 |
|
| R3 |
1.4599 |
1.4519 |
1.4324 |
|
| R2 |
1.4441 |
1.4441 |
1.4310 |
|
| R1 |
1.4361 |
1.4361 |
1.4295 |
1.4401 |
| PP |
1.4283 |
1.4283 |
1.4283 |
1.4303 |
| S1 |
1.4203 |
1.4203 |
1.4267 |
1.4243 |
| S2 |
1.4125 |
1.4125 |
1.4252 |
|
| S3 |
1.3967 |
1.4045 |
1.4238 |
|
| S4 |
1.3809 |
1.3887 |
1.4194 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5093 |
1.4971 |
1.4437 |
|
| R3 |
1.4809 |
1.4687 |
1.4359 |
|
| R2 |
1.4525 |
1.4525 |
1.4333 |
|
| R1 |
1.4403 |
1.4403 |
1.4307 |
1.4464 |
| PP |
1.4241 |
1.4241 |
1.4241 |
1.4272 |
| S1 |
1.4119 |
1.4119 |
1.4255 |
1.4180 |
| S2 |
1.3957 |
1.3957 |
1.4229 |
|
| S3 |
1.3673 |
1.3835 |
1.4203 |
|
| S4 |
1.3389 |
1.3551 |
1.4125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4427 |
1.4079 |
0.0348 |
2.4% |
0.0162 |
1.1% |
58% |
False |
False |
121,723 |
| 10 |
1.4646 |
1.4079 |
0.0567 |
4.0% |
0.0145 |
1.0% |
36% |
False |
False |
105,844 |
| 20 |
1.4949 |
1.4079 |
0.0870 |
6.1% |
0.0120 |
0.8% |
23% |
False |
False |
83,168 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.1% |
0.0116 |
0.8% |
17% |
False |
False |
63,194 |
| 60 |
1.5488 |
1.4079 |
0.1409 |
9.9% |
0.0108 |
0.8% |
14% |
False |
False |
42,255 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0106 |
0.7% |
14% |
False |
False |
31,697 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.9% |
0.0102 |
0.7% |
13% |
False |
False |
25,363 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
12.0% |
0.0098 |
0.7% |
12% |
False |
False |
21,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5035 |
|
2.618 |
1.4777 |
|
1.618 |
1.4619 |
|
1.000 |
1.4521 |
|
0.618 |
1.4461 |
|
HIGH |
1.4363 |
|
0.618 |
1.4303 |
|
0.500 |
1.4284 |
|
0.382 |
1.4265 |
|
LOW |
1.4205 |
|
0.618 |
1.4107 |
|
1.000 |
1.4047 |
|
1.618 |
1.3949 |
|
2.618 |
1.3791 |
|
4.250 |
1.3534 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4284 |
1.4261 |
| PP |
1.4283 |
1.4241 |
| S1 |
1.4282 |
1.4221 |
|