CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4348 |
1.4243 |
-0.0105 |
-0.7% |
1.4261 |
| High |
1.4356 |
1.4408 |
0.0052 |
0.4% |
1.4363 |
| Low |
1.4231 |
1.4239 |
0.0008 |
0.1% |
1.4079 |
| Close |
1.4250 |
1.4364 |
0.0114 |
0.8% |
1.4281 |
| Range |
0.0125 |
0.0169 |
0.0044 |
35.2% |
0.0284 |
| ATR |
0.0128 |
0.0131 |
0.0003 |
2.3% |
0.0000 |
| Volume |
98,972 |
109,197 |
10,225 |
10.3% |
511,415 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4844 |
1.4773 |
1.4457 |
|
| R3 |
1.4675 |
1.4604 |
1.4410 |
|
| R2 |
1.4506 |
1.4506 |
1.4395 |
|
| R1 |
1.4435 |
1.4435 |
1.4379 |
1.4471 |
| PP |
1.4337 |
1.4337 |
1.4337 |
1.4355 |
| S1 |
1.4266 |
1.4266 |
1.4349 |
1.4302 |
| S2 |
1.4168 |
1.4168 |
1.4333 |
|
| S3 |
1.3999 |
1.4097 |
1.4318 |
|
| S4 |
1.3830 |
1.3928 |
1.4271 |
|
|
| 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 |
1.4408 |
1.4173 |
0.0235 |
1.6% |
0.0147 |
1.0% |
81% |
True |
False |
95,990 |
| 10 |
1.4445 |
1.4079 |
0.0366 |
2.5% |
0.0147 |
1.0% |
78% |
False |
False |
105,909 |
| 20 |
1.4849 |
1.4079 |
0.0770 |
5.4% |
0.0131 |
0.9% |
37% |
False |
False |
93,660 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.1% |
0.0122 |
0.9% |
25% |
False |
False |
72,314 |
| 60 |
1.5488 |
1.4079 |
0.1409 |
9.8% |
0.0111 |
0.8% |
20% |
False |
False |
48,410 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0109 |
0.8% |
20% |
False |
False |
36,317 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.9% |
0.0105 |
0.7% |
18% |
False |
False |
29,058 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.9% |
0.0101 |
0.7% |
17% |
False |
False |
24,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5126 |
|
2.618 |
1.4850 |
|
1.618 |
1.4681 |
|
1.000 |
1.4577 |
|
0.618 |
1.4512 |
|
HIGH |
1.4408 |
|
0.618 |
1.4343 |
|
0.500 |
1.4324 |
|
0.382 |
1.4304 |
|
LOW |
1.4239 |
|
0.618 |
1.4135 |
|
1.000 |
1.4070 |
|
1.618 |
1.3966 |
|
2.618 |
1.3797 |
|
4.250 |
1.3521 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4351 |
1.4340 |
| PP |
1.4337 |
1.4315 |
| S1 |
1.4324 |
1.4291 |
|