CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4284 |
1.4382 |
0.0098 |
0.7% |
1.4224 |
| High |
1.4437 |
1.4389 |
-0.0048 |
-0.3% |
1.4437 |
| Low |
1.4257 |
1.4317 |
0.0060 |
0.4% |
1.4118 |
| Close |
1.4386 |
1.4335 |
-0.0051 |
-0.4% |
1.4386 |
| Range |
0.0180 |
0.0072 |
-0.0108 |
-60.0% |
0.0319 |
| ATR |
0.0149 |
0.0144 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
39,038 |
8,533 |
-30,505 |
-78.1% |
588,374 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4563 |
1.4521 |
1.4375 |
|
| R3 |
1.4491 |
1.4449 |
1.4355 |
|
| R2 |
1.4419 |
1.4419 |
1.4348 |
|
| R1 |
1.4377 |
1.4377 |
1.4342 |
1.4362 |
| PP |
1.4347 |
1.4347 |
1.4347 |
1.4340 |
| S1 |
1.4305 |
1.4305 |
1.4328 |
1.4290 |
| S2 |
1.4275 |
1.4275 |
1.4322 |
|
| S3 |
1.4203 |
1.4233 |
1.4315 |
|
| S4 |
1.4131 |
1.4161 |
1.4295 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5271 |
1.5147 |
1.4561 |
|
| R3 |
1.4952 |
1.4828 |
1.4474 |
|
| R2 |
1.4633 |
1.4633 |
1.4444 |
|
| R1 |
1.4509 |
1.4509 |
1.4415 |
1.4571 |
| PP |
1.4314 |
1.4314 |
1.4314 |
1.4345 |
| S1 |
1.4190 |
1.4190 |
1.4357 |
1.4252 |
| S2 |
1.3995 |
1.3995 |
1.4328 |
|
| S3 |
1.3676 |
1.3871 |
1.4298 |
|
| S4 |
1.3357 |
1.3552 |
1.4211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4437 |
1.4118 |
0.0319 |
2.2% |
0.0124 |
0.9% |
68% |
False |
False |
100,740 |
| 10 |
1.4437 |
1.3903 |
0.0534 |
3.7% |
0.0137 |
1.0% |
81% |
False |
False |
100,279 |
| 20 |
1.4535 |
1.3835 |
0.0700 |
4.9% |
0.0140 |
1.0% |
71% |
False |
False |
99,858 |
| 40 |
1.4674 |
1.3835 |
0.0839 |
5.9% |
0.0153 |
1.1% |
60% |
False |
False |
103,309 |
| 60 |
1.5104 |
1.3835 |
0.1269 |
8.9% |
0.0137 |
1.0% |
39% |
False |
False |
92,840 |
| 80 |
1.5337 |
1.3835 |
0.1502 |
10.5% |
0.0130 |
0.9% |
33% |
False |
False |
75,671 |
| 100 |
1.5496 |
1.3835 |
0.1661 |
11.6% |
0.0122 |
0.9% |
30% |
False |
False |
60,592 |
| 120 |
1.5512 |
1.3835 |
0.1677 |
11.7% |
0.0119 |
0.8% |
30% |
False |
False |
50,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4695 |
|
2.618 |
1.4577 |
|
1.618 |
1.4505 |
|
1.000 |
1.4461 |
|
0.618 |
1.4433 |
|
HIGH |
1.4389 |
|
0.618 |
1.4361 |
|
0.500 |
1.4353 |
|
0.382 |
1.4345 |
|
LOW |
1.4317 |
|
0.618 |
1.4273 |
|
1.000 |
1.4245 |
|
1.618 |
1.4201 |
|
2.618 |
1.4129 |
|
4.250 |
1.4011 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4353 |
1.4316 |
| PP |
1.4347 |
1.4297 |
| S1 |
1.4341 |
1.4278 |
|