CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4209 |
1.4216 |
0.0007 |
0.0% |
1.3874 |
| High |
1.4245 |
1.4321 |
0.0076 |
0.5% |
1.4255 |
| Low |
1.4181 |
1.4122 |
-0.0059 |
-0.4% |
1.3844 |
| Close |
1.4231 |
1.4291 |
0.0060 |
0.4% |
1.4220 |
| Range |
0.0064 |
0.0199 |
0.0135 |
210.9% |
0.0411 |
| ATR |
0.0137 |
0.0142 |
0.0004 |
3.2% |
0.0000 |
| Volume |
74,287 |
120,919 |
46,632 |
62.8% |
39,399 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4842 |
1.4765 |
1.4400 |
|
| R3 |
1.4643 |
1.4566 |
1.4346 |
|
| R2 |
1.4444 |
1.4444 |
1.4327 |
|
| R1 |
1.4367 |
1.4367 |
1.4309 |
1.4406 |
| PP |
1.4245 |
1.4245 |
1.4245 |
1.4264 |
| S1 |
1.4168 |
1.4168 |
1.4273 |
1.4207 |
| S2 |
1.4046 |
1.4046 |
1.4255 |
|
| S3 |
1.3847 |
1.3969 |
1.4236 |
|
| S4 |
1.3648 |
1.3770 |
1.4182 |
|
|
| 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 |
1.4321 |
1.4115 |
0.0206 |
1.4% |
0.0131 |
0.9% |
85% |
True |
False |
66,896 |
| 10 |
1.4321 |
1.3844 |
0.0477 |
3.3% |
0.0140 |
1.0% |
94% |
True |
False |
36,242 |
| 20 |
1.4566 |
1.3844 |
0.0722 |
5.1% |
0.0145 |
1.0% |
62% |
False |
False |
18,340 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0139 |
1.0% |
54% |
False |
False |
9,285 |
| 60 |
1.5173 |
1.3844 |
0.1329 |
9.3% |
0.0120 |
0.8% |
34% |
False |
False |
6,207 |
| 80 |
1.5326 |
1.3844 |
0.1482 |
10.4% |
0.0102 |
0.7% |
30% |
False |
False |
4,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5167 |
|
2.618 |
1.4842 |
|
1.618 |
1.4643 |
|
1.000 |
1.4520 |
|
0.618 |
1.4444 |
|
HIGH |
1.4321 |
|
0.618 |
1.4245 |
|
0.500 |
1.4222 |
|
0.382 |
1.4198 |
|
LOW |
1.4122 |
|
0.618 |
1.3999 |
|
1.000 |
1.3923 |
|
1.618 |
1.3800 |
|
2.618 |
1.3601 |
|
4.250 |
1.3276 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4268 |
1.4268 |
| PP |
1.4245 |
1.4245 |
| S1 |
1.4222 |
1.4222 |
|