CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4265 |
1.4209 |
-0.0056 |
-0.4% |
1.3874 |
| High |
1.4281 |
1.4245 |
-0.0036 |
-0.3% |
1.4255 |
| Low |
1.4177 |
1.4181 |
0.0004 |
0.0% |
1.3844 |
| Close |
1.4222 |
1.4231 |
0.0009 |
0.1% |
1.4220 |
| Range |
0.0104 |
0.0064 |
-0.0040 |
-38.5% |
0.0411 |
| ATR |
0.0143 |
0.0137 |
-0.0006 |
-3.9% |
0.0000 |
| Volume |
95,481 |
74,287 |
-21,194 |
-22.2% |
39,399 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4411 |
1.4385 |
1.4266 |
|
| R3 |
1.4347 |
1.4321 |
1.4249 |
|
| R2 |
1.4283 |
1.4283 |
1.4243 |
|
| R1 |
1.4257 |
1.4257 |
1.4237 |
1.4270 |
| PP |
1.4219 |
1.4219 |
1.4219 |
1.4226 |
| S1 |
1.4193 |
1.4193 |
1.4225 |
1.4206 |
| S2 |
1.4155 |
1.4155 |
1.4219 |
|
| S3 |
1.4091 |
1.4129 |
1.4213 |
|
| S4 |
1.4027 |
1.4065 |
1.4196 |
|
|
| 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 |
1.4039 |
0.0249 |
1.7% |
0.0123 |
0.9% |
77% |
False |
False |
45,210 |
| 10 |
1.4288 |
1.3844 |
0.0444 |
3.1% |
0.0129 |
0.9% |
87% |
False |
False |
24,210 |
| 20 |
1.4566 |
1.3844 |
0.0722 |
5.1% |
0.0141 |
1.0% |
54% |
False |
False |
12,304 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0139 |
1.0% |
47% |
False |
False |
6,266 |
| 60 |
1.5233 |
1.3844 |
0.1389 |
9.8% |
0.0118 |
0.8% |
28% |
False |
False |
4,192 |
| 80 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0101 |
0.7% |
26% |
False |
False |
3,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4517 |
|
2.618 |
1.4413 |
|
1.618 |
1.4349 |
|
1.000 |
1.4309 |
|
0.618 |
1.4285 |
|
HIGH |
1.4245 |
|
0.618 |
1.4221 |
|
0.500 |
1.4213 |
|
0.382 |
1.4205 |
|
LOW |
1.4181 |
|
0.618 |
1.4141 |
|
1.000 |
1.4117 |
|
1.618 |
1.4077 |
|
2.618 |
1.4013 |
|
4.250 |
1.3909 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4225 |
1.4225 |
| PP |
1.4219 |
1.4219 |
| S1 |
1.4213 |
1.4214 |
|