CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4217 |
1.4265 |
0.0048 |
0.3% |
1.3874 |
| High |
1.4288 |
1.4281 |
-0.0007 |
0.0% |
1.4255 |
| Low |
1.4139 |
1.4177 |
0.0038 |
0.3% |
1.3844 |
| Close |
1.4269 |
1.4222 |
-0.0047 |
-0.3% |
1.4220 |
| Range |
0.0149 |
0.0104 |
-0.0045 |
-30.2% |
0.0411 |
| ATR |
0.0146 |
0.0143 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
31,302 |
95,481 |
64,179 |
205.0% |
39,399 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4539 |
1.4484 |
1.4279 |
|
| R3 |
1.4435 |
1.4380 |
1.4251 |
|
| R2 |
1.4331 |
1.4331 |
1.4241 |
|
| R1 |
1.4276 |
1.4276 |
1.4232 |
1.4252 |
| PP |
1.4227 |
1.4227 |
1.4227 |
1.4214 |
| S1 |
1.4172 |
1.4172 |
1.4212 |
1.4148 |
| S2 |
1.4123 |
1.4123 |
1.4203 |
|
| S3 |
1.4019 |
1.4068 |
1.4193 |
|
| S4 |
1.3915 |
1.3964 |
1.4165 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5339 |
1.5191 |
1.4446 |
|
| R3 |
1.4928 |
1.4780 |
1.4333 |
|
| R2 |
1.4517 |
1.4517 |
1.4295 |
|
| R1 |
1.4369 |
1.4369 |
1.4258 |
1.4443 |
| PP |
1.4106 |
1.4106 |
1.4106 |
1.4144 |
| S1 |
1.3958 |
1.3958 |
1.4182 |
1.4032 |
| S2 |
1.3695 |
1.3695 |
1.4145 |
|
| S3 |
1.3284 |
1.3547 |
1.4107 |
|
| S4 |
1.2873 |
1.3136 |
1.3994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4288 |
1.3921 |
0.0367 |
2.6% |
0.0146 |
1.0% |
82% |
False |
False |
31,878 |
| 10 |
1.4288 |
1.3844 |
0.0444 |
3.1% |
0.0137 |
1.0% |
85% |
False |
False |
16,863 |
| 20 |
1.4566 |
1.3844 |
0.0722 |
5.1% |
0.0143 |
1.0% |
52% |
False |
False |
8,621 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0138 |
1.0% |
46% |
False |
False |
4,409 |
| 60 |
1.5233 |
1.3844 |
0.1389 |
9.8% |
0.0117 |
0.8% |
27% |
False |
False |
2,955 |
| 80 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0101 |
0.7% |
26% |
False |
False |
2,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4723 |
|
2.618 |
1.4553 |
|
1.618 |
1.4449 |
|
1.000 |
1.4385 |
|
0.618 |
1.4345 |
|
HIGH |
1.4281 |
|
0.618 |
1.4241 |
|
0.500 |
1.4229 |
|
0.382 |
1.4217 |
|
LOW |
1.4177 |
|
0.618 |
1.4113 |
|
1.000 |
1.4073 |
|
1.618 |
1.4009 |
|
2.618 |
1.3905 |
|
4.250 |
1.3735 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4229 |
1.4215 |
| PP |
1.4227 |
1.4208 |
| S1 |
1.4224 |
1.4202 |
|