CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4257 |
1.4484 |
0.0227 |
1.6% |
1.4381 |
| High |
1.4507 |
1.4519 |
0.0012 |
0.1% |
1.4519 |
| Low |
1.4225 |
1.4415 |
0.0190 |
1.3% |
1.4058 |
| Close |
1.4483 |
1.4480 |
-0.0003 |
0.0% |
1.4480 |
| Range |
0.0282 |
0.0104 |
-0.0178 |
-63.1% |
0.0461 |
| ATR |
0.0158 |
0.0154 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
135,679 |
64,954 |
-70,725 |
-52.1% |
449,156 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4783 |
1.4736 |
1.4537 |
|
| R3 |
1.4679 |
1.4632 |
1.4509 |
|
| R2 |
1.4575 |
1.4575 |
1.4499 |
|
| R1 |
1.4528 |
1.4528 |
1.4490 |
1.4500 |
| PP |
1.4471 |
1.4471 |
1.4471 |
1.4457 |
| S1 |
1.4424 |
1.4424 |
1.4470 |
1.4396 |
| S2 |
1.4367 |
1.4367 |
1.4461 |
|
| S3 |
1.4263 |
1.4320 |
1.4451 |
|
| S4 |
1.4159 |
1.4216 |
1.4423 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5735 |
1.5569 |
1.4734 |
|
| R3 |
1.5274 |
1.5108 |
1.4607 |
|
| R2 |
1.4813 |
1.4813 |
1.4565 |
|
| R1 |
1.4647 |
1.4647 |
1.4522 |
1.4730 |
| PP |
1.4352 |
1.4352 |
1.4352 |
1.4394 |
| S1 |
1.4186 |
1.4186 |
1.4438 |
1.4269 |
| S2 |
1.3891 |
1.3891 |
1.4395 |
|
| S3 |
1.3430 |
1.3725 |
1.4353 |
|
| S4 |
1.2969 |
1.3264 |
1.4226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4519 |
1.4058 |
0.0461 |
3.2% |
0.0175 |
1.2% |
92% |
True |
False |
89,831 |
| 10 |
1.4519 |
1.4058 |
0.0461 |
3.2% |
0.0157 |
1.1% |
92% |
True |
False |
87,740 |
| 20 |
1.4519 |
1.3844 |
0.0675 |
4.7% |
0.0153 |
1.1% |
94% |
True |
False |
46,028 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.7% |
0.0148 |
1.0% |
77% |
False |
False |
23,157 |
| 60 |
1.4950 |
1.3844 |
0.1106 |
7.6% |
0.0130 |
0.9% |
58% |
False |
False |
15,457 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.6% |
0.0112 |
0.8% |
46% |
False |
False |
11,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4961 |
|
2.618 |
1.4791 |
|
1.618 |
1.4687 |
|
1.000 |
1.4623 |
|
0.618 |
1.4583 |
|
HIGH |
1.4519 |
|
0.618 |
1.4479 |
|
0.500 |
1.4467 |
|
0.382 |
1.4455 |
|
LOW |
1.4415 |
|
0.618 |
1.4351 |
|
1.000 |
1.4311 |
|
1.618 |
1.4247 |
|
2.618 |
1.4143 |
|
4.250 |
1.3973 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4476 |
1.4416 |
| PP |
1.4471 |
1.4352 |
| S1 |
1.4467 |
1.4289 |
|