CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4157 |
1.4257 |
0.0100 |
0.7% |
1.4217 |
| High |
1.4279 |
1.4507 |
0.0228 |
1.6% |
1.4441 |
| Low |
1.4058 |
1.4225 |
0.0167 |
1.2% |
1.4122 |
| Close |
1.4228 |
1.4483 |
0.0255 |
1.8% |
1.4390 |
| Range |
0.0221 |
0.0282 |
0.0061 |
27.6% |
0.0319 |
| ATR |
0.0149 |
0.0158 |
0.0010 |
6.4% |
0.0000 |
| Volume |
114,647 |
135,679 |
21,032 |
18.3% |
428,252 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5251 |
1.5149 |
1.4638 |
|
| R3 |
1.4969 |
1.4867 |
1.4561 |
|
| R2 |
1.4687 |
1.4687 |
1.4535 |
|
| R1 |
1.4585 |
1.4585 |
1.4509 |
1.4636 |
| PP |
1.4405 |
1.4405 |
1.4405 |
1.4431 |
| S1 |
1.4303 |
1.4303 |
1.4457 |
1.4354 |
| S2 |
1.4123 |
1.4123 |
1.4431 |
|
| S3 |
1.3841 |
1.4021 |
1.4405 |
|
| S4 |
1.3559 |
1.3739 |
1.4328 |
|
|
| 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 |
1.4507 |
1.4058 |
0.0449 |
3.1% |
0.0190 |
1.3% |
95% |
True |
False |
98,093 |
| 10 |
1.4507 |
1.4058 |
0.0449 |
3.1% |
0.0161 |
1.1% |
95% |
True |
False |
82,494 |
| 20 |
1.4507 |
1.3844 |
0.0663 |
4.6% |
0.0156 |
1.1% |
96% |
True |
False |
42,793 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.7% |
0.0149 |
1.0% |
77% |
False |
False |
21,536 |
| 60 |
1.4950 |
1.3844 |
0.1106 |
7.6% |
0.0129 |
0.9% |
58% |
False |
False |
14,376 |
| 80 |
1.5235 |
1.3844 |
0.1391 |
9.6% |
0.0111 |
0.8% |
46% |
False |
False |
10,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5706 |
|
2.618 |
1.5245 |
|
1.618 |
1.4963 |
|
1.000 |
1.4789 |
|
0.618 |
1.4681 |
|
HIGH |
1.4507 |
|
0.618 |
1.4399 |
|
0.500 |
1.4366 |
|
0.382 |
1.4333 |
|
LOW |
1.4225 |
|
0.618 |
1.4051 |
|
1.000 |
1.3943 |
|
1.618 |
1.3769 |
|
2.618 |
1.3487 |
|
4.250 |
1.3027 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4444 |
1.4416 |
| PP |
1.4405 |
1.4349 |
| S1 |
1.4366 |
1.4283 |
|