CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4463 |
1.4371 |
-0.0092 |
-0.6% |
1.4381 |
| High |
1.4472 |
1.4402 |
-0.0070 |
-0.5% |
1.4519 |
| Low |
1.4368 |
1.4194 |
-0.0174 |
-1.2% |
1.4058 |
| Close |
1.4396 |
1.4207 |
-0.0189 |
-1.3% |
1.4480 |
| Range |
0.0104 |
0.0208 |
0.0104 |
100.0% |
0.0461 |
| ATR |
0.0151 |
0.0155 |
0.0004 |
2.7% |
0.0000 |
| Volume |
60,202 |
110,728 |
50,526 |
83.9% |
449,156 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4892 |
1.4757 |
1.4321 |
|
| R3 |
1.4684 |
1.4549 |
1.4264 |
|
| R2 |
1.4476 |
1.4476 |
1.4245 |
|
| R1 |
1.4341 |
1.4341 |
1.4226 |
1.4305 |
| PP |
1.4268 |
1.4268 |
1.4268 |
1.4249 |
| S1 |
1.4133 |
1.4133 |
1.4188 |
1.4097 |
| S2 |
1.4060 |
1.4060 |
1.4169 |
|
| S3 |
1.3852 |
1.3925 |
1.4150 |
|
| S4 |
1.3644 |
1.3717 |
1.4093 |
|
|
| 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% |
0.0184 |
1.3% |
32% |
False |
False |
97,242 |
| 10 |
1.4519 |
1.4058 |
0.0461 |
3.2% |
0.0163 |
1.1% |
32% |
False |
False |
92,155 |
| 20 |
1.4519 |
1.3844 |
0.0675 |
4.8% |
0.0150 |
1.1% |
54% |
False |
False |
54,509 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0152 |
1.1% |
44% |
False |
False |
27,426 |
| 60 |
1.4950 |
1.3844 |
0.1106 |
7.8% |
0.0133 |
0.9% |
33% |
False |
False |
18,305 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.8% |
0.0115 |
0.8% |
26% |
False |
False |
13,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5286 |
|
2.618 |
1.4947 |
|
1.618 |
1.4739 |
|
1.000 |
1.4610 |
|
0.618 |
1.4531 |
|
HIGH |
1.4402 |
|
0.618 |
1.4323 |
|
0.500 |
1.4298 |
|
0.382 |
1.4273 |
|
LOW |
1.4194 |
|
0.618 |
1.4065 |
|
1.000 |
1.3986 |
|
1.618 |
1.3857 |
|
2.618 |
1.3649 |
|
4.250 |
1.3310 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4298 |
1.4357 |
| PP |
1.4268 |
1.4307 |
| S1 |
1.4237 |
1.4257 |
|