CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4242 |
1.4348 |
0.0106 |
0.7% |
1.4261 |
| High |
1.4367 |
1.4356 |
-0.0011 |
-0.1% |
1.4363 |
| Low |
1.4173 |
1.4231 |
0.0058 |
0.4% |
1.4079 |
| Close |
1.4359 |
1.4250 |
-0.0109 |
-0.8% |
1.4281 |
| Range |
0.0194 |
0.0125 |
-0.0069 |
-35.6% |
0.0284 |
| ATR |
0.0129 |
0.0128 |
0.0000 |
0.0% |
0.0000 |
| Volume |
91,937 |
98,972 |
7,035 |
7.7% |
511,415 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4654 |
1.4577 |
1.4319 |
|
| R3 |
1.4529 |
1.4452 |
1.4284 |
|
| R2 |
1.4404 |
1.4404 |
1.4273 |
|
| R1 |
1.4327 |
1.4327 |
1.4261 |
1.4303 |
| PP |
1.4279 |
1.4279 |
1.4279 |
1.4267 |
| S1 |
1.4202 |
1.4202 |
1.4239 |
1.4178 |
| S2 |
1.4154 |
1.4154 |
1.4227 |
|
| S3 |
1.4029 |
1.4077 |
1.4216 |
|
| S4 |
1.3904 |
1.3952 |
1.4181 |
|
|
| 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 |
1.4367 |
1.4079 |
0.0288 |
2.0% |
0.0147 |
1.0% |
59% |
False |
False |
97,514 |
| 10 |
1.4477 |
1.4079 |
0.0398 |
2.8% |
0.0140 |
1.0% |
43% |
False |
False |
103,332 |
| 20 |
1.4917 |
1.4079 |
0.0838 |
5.9% |
0.0129 |
0.9% |
20% |
False |
False |
90,857 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.2% |
0.0120 |
0.8% |
15% |
False |
False |
69,640 |
| 60 |
1.5488 |
1.4079 |
0.1409 |
9.9% |
0.0111 |
0.8% |
12% |
False |
False |
46,591 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0108 |
0.8% |
12% |
False |
False |
34,952 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
11.0% |
0.0104 |
0.7% |
11% |
False |
False |
27,966 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
12.0% |
0.0100 |
0.7% |
10% |
False |
False |
23,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4887 |
|
2.618 |
1.4683 |
|
1.618 |
1.4558 |
|
1.000 |
1.4481 |
|
0.618 |
1.4433 |
|
HIGH |
1.4356 |
|
0.618 |
1.4308 |
|
0.500 |
1.4294 |
|
0.382 |
1.4279 |
|
LOW |
1.4231 |
|
0.618 |
1.4154 |
|
1.000 |
1.4106 |
|
1.618 |
1.4029 |
|
2.618 |
1.3904 |
|
4.250 |
1.3700 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4294 |
1.4270 |
| PP |
1.4279 |
1.4263 |
| S1 |
1.4265 |
1.4257 |
|