CME British Pound Future March 2016
Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1.4243 |
1.4360 |
0.0117 |
0.8% |
1.4269 |
High |
1.4408 |
1.4414 |
0.0006 |
0.0% |
1.4414 |
Low |
1.4239 |
1.4150 |
-0.0089 |
-0.6% |
1.4150 |
Close |
1.4364 |
1.4242 |
-0.0122 |
-0.8% |
1.4242 |
Range |
0.0169 |
0.0264 |
0.0095 |
56.2% |
0.0264 |
ATR |
0.0131 |
0.0141 |
0.0009 |
7.2% |
0.0000 |
Volume |
109,197 |
140,213 |
31,016 |
28.4% |
509,886 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5061 |
1.4915 |
1.4387 |
|
R3 |
1.4797 |
1.4651 |
1.4315 |
|
R2 |
1.4533 |
1.4533 |
1.4290 |
|
R1 |
1.4387 |
1.4387 |
1.4266 |
1.4328 |
PP |
1.4269 |
1.4269 |
1.4269 |
1.4239 |
S1 |
1.4123 |
1.4123 |
1.4218 |
1.4064 |
S2 |
1.4005 |
1.4005 |
1.4194 |
|
S3 |
1.3741 |
1.3859 |
1.4169 |
|
S4 |
1.3477 |
1.3595 |
1.4097 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5061 |
1.4915 |
1.4387 |
|
R3 |
1.4797 |
1.4651 |
1.4315 |
|
R2 |
1.4533 |
1.4533 |
1.4290 |
|
R1 |
1.4387 |
1.4387 |
1.4266 |
1.4328 |
PP |
1.4269 |
1.4269 |
1.4269 |
1.4239 |
S1 |
1.4123 |
1.4123 |
1.4218 |
1.4064 |
S2 |
1.4005 |
1.4005 |
1.4194 |
|
S3 |
1.3741 |
1.3859 |
1.4169 |
|
S4 |
1.3477 |
1.3595 |
1.4097 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4414 |
1.4150 |
0.0264 |
1.9% |
0.0168 |
1.2% |
35% |
True |
True |
101,977 |
10 |
1.4427 |
1.4079 |
0.0348 |
2.4% |
0.0165 |
1.2% |
47% |
False |
False |
111,850 |
20 |
1.4845 |
1.4079 |
0.0766 |
5.4% |
0.0142 |
1.0% |
21% |
False |
False |
98,657 |
40 |
1.5242 |
1.4079 |
0.1163 |
8.2% |
0.0127 |
0.9% |
14% |
False |
False |
75,761 |
60 |
1.5436 |
1.4079 |
0.1357 |
9.5% |
0.0114 |
0.8% |
12% |
False |
False |
50,746 |
80 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0111 |
0.8% |
12% |
False |
False |
38,069 |
100 |
1.5640 |
1.4079 |
0.1561 |
11.0% |
0.0107 |
0.8% |
10% |
False |
False |
30,461 |
120 |
1.5789 |
1.4079 |
0.1710 |
12.0% |
0.0102 |
0.7% |
10% |
False |
False |
25,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5536 |
2.618 |
1.5105 |
1.618 |
1.4841 |
1.000 |
1.4678 |
0.618 |
1.4577 |
HIGH |
1.4414 |
0.618 |
1.4313 |
0.500 |
1.4282 |
0.382 |
1.4251 |
LOW |
1.4150 |
0.618 |
1.3987 |
1.000 |
1.3886 |
1.618 |
1.3723 |
2.618 |
1.3459 |
4.250 |
1.3028 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4282 |
1.4282 |
PP |
1.4269 |
1.4269 |
S1 |
1.4255 |
1.4255 |
|