CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3954 |
1.4081 |
0.0127 |
0.9% |
1.4294 |
| High |
1.4093 |
1.4195 |
0.0102 |
0.7% |
1.4305 |
| Low |
1.3915 |
1.4033 |
0.0118 |
0.8% |
1.3863 |
| Close |
1.4075 |
1.4173 |
0.0098 |
0.7% |
1.3863 |
| Range |
0.0178 |
0.0162 |
-0.0016 |
-9.0% |
0.0442 |
| ATR |
0.0152 |
0.0153 |
0.0001 |
0.5% |
0.0000 |
| Volume |
97,527 |
109,588 |
12,061 |
12.4% |
515,765 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4620 |
1.4558 |
1.4262 |
|
| R3 |
1.4458 |
1.4396 |
1.4218 |
|
| R2 |
1.4296 |
1.4296 |
1.4203 |
|
| R1 |
1.4234 |
1.4234 |
1.4188 |
1.4265 |
| PP |
1.4134 |
1.4134 |
1.4134 |
1.4149 |
| S1 |
1.4072 |
1.4072 |
1.4158 |
1.4103 |
| S2 |
1.3972 |
1.3972 |
1.4143 |
|
| S3 |
1.3810 |
1.3910 |
1.4128 |
|
| S4 |
1.3648 |
1.3748 |
1.4084 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5336 |
1.5042 |
1.4106 |
|
| R3 |
1.4894 |
1.4600 |
1.3985 |
|
| R2 |
1.4452 |
1.4452 |
1.3944 |
|
| R1 |
1.4158 |
1.4158 |
1.3904 |
1.4084 |
| PP |
1.4010 |
1.4010 |
1.4010 |
1.3974 |
| S1 |
1.3716 |
1.3716 |
1.3822 |
1.3642 |
| S2 |
1.3568 |
1.3568 |
1.3782 |
|
| S3 |
1.3126 |
1.3274 |
1.3741 |
|
| S4 |
1.2684 |
1.2832 |
1.3620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4195 |
1.3835 |
0.0360 |
2.5% |
0.0114 |
0.8% |
94% |
True |
False |
97,100 |
| 10 |
1.4415 |
1.3835 |
0.0580 |
4.1% |
0.0138 |
1.0% |
58% |
False |
False |
100,269 |
| 20 |
1.4674 |
1.3835 |
0.0839 |
5.9% |
0.0148 |
1.0% |
40% |
False |
False |
98,829 |
| 40 |
1.4682 |
1.3835 |
0.0847 |
6.0% |
0.0151 |
1.1% |
40% |
False |
False |
101,561 |
| 60 |
1.5242 |
1.3835 |
0.1407 |
9.9% |
0.0135 |
1.0% |
24% |
False |
False |
88,785 |
| 80 |
1.5337 |
1.3835 |
0.1502 |
10.6% |
0.0126 |
0.9% |
23% |
False |
False |
67,006 |
| 100 |
1.5496 |
1.3835 |
0.1661 |
11.7% |
0.0121 |
0.9% |
20% |
False |
False |
53,617 |
| 120 |
1.5640 |
1.3835 |
0.1805 |
12.7% |
0.0118 |
0.8% |
19% |
False |
False |
44,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4884 |
|
2.618 |
1.4619 |
|
1.618 |
1.4457 |
|
1.000 |
1.4357 |
|
0.618 |
1.4295 |
|
HIGH |
1.4195 |
|
0.618 |
1.4133 |
|
0.500 |
1.4114 |
|
0.382 |
1.4095 |
|
LOW |
1.4033 |
|
0.618 |
1.3933 |
|
1.000 |
1.3871 |
|
1.618 |
1.3771 |
|
2.618 |
1.3609 |
|
4.250 |
1.3345 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4153 |
1.4132 |
| PP |
1.4134 |
1.4090 |
| S1 |
1.4114 |
1.4049 |
|