CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4371 |
1.4217 |
-0.0154 |
-1.1% |
1.4381 |
| High |
1.4402 |
1.4234 |
-0.0168 |
-1.2% |
1.4519 |
| Low |
1.4194 |
1.4085 |
-0.0109 |
-0.8% |
1.4058 |
| Close |
1.4207 |
1.4118 |
-0.0089 |
-0.6% |
1.4480 |
| Range |
0.0208 |
0.0149 |
-0.0059 |
-28.4% |
0.0461 |
| ATR |
0.0155 |
0.0155 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
110,728 |
81,461 |
-29,267 |
-26.4% |
449,156 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4593 |
1.4504 |
1.4200 |
|
| R3 |
1.4444 |
1.4355 |
1.4159 |
|
| R2 |
1.4295 |
1.4295 |
1.4145 |
|
| R1 |
1.4206 |
1.4206 |
1.4132 |
1.4176 |
| PP |
1.4146 |
1.4146 |
1.4146 |
1.4131 |
| S1 |
1.4057 |
1.4057 |
1.4104 |
1.4027 |
| S2 |
1.3997 |
1.3997 |
1.4091 |
|
| S3 |
1.3848 |
1.3908 |
1.4077 |
|
| S4 |
1.3699 |
1.3759 |
1.4036 |
|
|
| 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 |
1.4085 |
0.0434 |
3.1% |
0.0169 |
1.2% |
8% |
False |
True |
90,604 |
| 10 |
1.4519 |
1.4058 |
0.0461 |
3.3% |
0.0172 |
1.2% |
13% |
False |
False |
92,872 |
| 20 |
1.4519 |
1.3844 |
0.0675 |
4.8% |
0.0150 |
1.1% |
41% |
False |
False |
58,541 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.9% |
0.0151 |
1.1% |
33% |
False |
False |
29,460 |
| 60 |
1.4939 |
1.3844 |
0.1095 |
7.8% |
0.0134 |
0.9% |
25% |
False |
False |
19,662 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.8% |
0.0116 |
0.8% |
20% |
False |
False |
14,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4867 |
|
2.618 |
1.4624 |
|
1.618 |
1.4475 |
|
1.000 |
1.4383 |
|
0.618 |
1.4326 |
|
HIGH |
1.4234 |
|
0.618 |
1.4177 |
|
0.500 |
1.4160 |
|
0.382 |
1.4142 |
|
LOW |
1.4085 |
|
0.618 |
1.3993 |
|
1.000 |
1.3936 |
|
1.618 |
1.3844 |
|
2.618 |
1.3695 |
|
4.250 |
1.3452 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4160 |
1.4279 |
| PP |
1.4146 |
1.4225 |
| S1 |
1.4132 |
1.4172 |
|