CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4381 |
1.4305 |
-0.0076 |
-0.5% |
1.4217 |
| High |
1.4394 |
1.4309 |
-0.0085 |
-0.6% |
1.4441 |
| Low |
1.4295 |
1.4142 |
-0.0153 |
-1.1% |
1.4122 |
| Close |
1.4301 |
1.4160 |
-0.0141 |
-1.0% |
1.4390 |
| Range |
0.0099 |
0.0167 |
0.0068 |
68.7% |
0.0319 |
| ATR |
0.0141 |
0.0143 |
0.0002 |
1.3% |
0.0000 |
| Volume |
60,558 |
73,318 |
12,760 |
21.1% |
428,252 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4705 |
1.4599 |
1.4252 |
|
| R3 |
1.4538 |
1.4432 |
1.4206 |
|
| R2 |
1.4371 |
1.4371 |
1.4191 |
|
| R1 |
1.4265 |
1.4265 |
1.4175 |
1.4235 |
| PP |
1.4204 |
1.4204 |
1.4204 |
1.4188 |
| S1 |
1.4098 |
1.4098 |
1.4145 |
1.4068 |
| S2 |
1.4037 |
1.4037 |
1.4129 |
|
| S3 |
1.3870 |
1.3931 |
1.4114 |
|
| S4 |
1.3703 |
1.3764 |
1.4068 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5275 |
1.5151 |
1.4565 |
|
| R3 |
1.4956 |
1.4832 |
1.4478 |
|
| R2 |
1.4637 |
1.4637 |
1.4448 |
|
| R1 |
1.4513 |
1.4513 |
1.4419 |
1.4575 |
| PP |
1.4318 |
1.4318 |
1.4318 |
1.4349 |
| S1 |
1.4194 |
1.4194 |
1.4361 |
1.4256 |
| S2 |
1.3999 |
1.3999 |
1.4332 |
|
| S3 |
1.3680 |
1.3875 |
1.4302 |
|
| S4 |
1.3361 |
1.3556 |
1.4215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4441 |
1.4122 |
0.0319 |
2.3% |
0.0142 |
1.0% |
12% |
False |
False |
87,069 |
| 10 |
1.4441 |
1.3921 |
0.0520 |
3.7% |
0.0144 |
1.0% |
46% |
False |
False |
59,473 |
| 20 |
1.4441 |
1.3844 |
0.0597 |
4.2% |
0.0142 |
1.0% |
53% |
False |
False |
30,305 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.9% |
0.0143 |
1.0% |
38% |
False |
False |
15,283 |
| 60 |
1.4978 |
1.3844 |
0.1134 |
8.0% |
0.0123 |
0.9% |
28% |
False |
False |
10,207 |
| 80 |
1.5326 |
1.3844 |
0.1482 |
10.5% |
0.0107 |
0.8% |
21% |
False |
False |
7,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5019 |
|
2.618 |
1.4746 |
|
1.618 |
1.4579 |
|
1.000 |
1.4476 |
|
0.618 |
1.4412 |
|
HIGH |
1.4309 |
|
0.618 |
1.4245 |
|
0.500 |
1.4226 |
|
0.382 |
1.4206 |
|
LOW |
1.4142 |
|
0.618 |
1.4039 |
|
1.000 |
1.3975 |
|
1.618 |
1.3872 |
|
2.618 |
1.3705 |
|
4.250 |
1.3432 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4226 |
1.4292 |
| PP |
1.4204 |
1.4248 |
| S1 |
1.4182 |
1.4204 |
|