CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4120 |
1.4140 |
0.0020 |
0.1% |
1.4463 |
| High |
1.4187 |
1.4287 |
0.0100 |
0.7% |
1.4472 |
| Low |
1.4059 |
1.4124 |
0.0065 |
0.5% |
1.4059 |
| Close |
1.4154 |
1.4254 |
0.0100 |
0.7% |
1.4154 |
| Range |
0.0128 |
0.0163 |
0.0035 |
27.3% |
0.0413 |
| ATR |
0.0153 |
0.0154 |
0.0001 |
0.5% |
0.0000 |
| Volume |
75,145 |
49,592 |
-25,553 |
-34.0% |
327,536 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4711 |
1.4645 |
1.4344 |
|
| R3 |
1.4548 |
1.4482 |
1.4299 |
|
| R2 |
1.4385 |
1.4385 |
1.4284 |
|
| R1 |
1.4319 |
1.4319 |
1.4269 |
1.4352 |
| PP |
1.4222 |
1.4222 |
1.4222 |
1.4238 |
| S1 |
1.4156 |
1.4156 |
1.4239 |
1.4189 |
| S2 |
1.4059 |
1.4059 |
1.4224 |
|
| S3 |
1.3896 |
1.3993 |
1.4209 |
|
| S4 |
1.3733 |
1.3830 |
1.4164 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5467 |
1.5224 |
1.4381 |
|
| R3 |
1.5054 |
1.4811 |
1.4268 |
|
| R2 |
1.4641 |
1.4641 |
1.4230 |
|
| R1 |
1.4398 |
1.4398 |
1.4192 |
1.4313 |
| PP |
1.4228 |
1.4228 |
1.4228 |
1.4186 |
| S1 |
1.3985 |
1.3985 |
1.4116 |
1.3900 |
| S2 |
1.3815 |
1.3815 |
1.4078 |
|
| S3 |
1.3402 |
1.3572 |
1.4040 |
|
| S4 |
1.2989 |
1.3159 |
1.3927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4472 |
1.4059 |
0.0413 |
2.9% |
0.0150 |
1.1% |
47% |
False |
False |
75,425 |
| 10 |
1.4519 |
1.4058 |
0.0461 |
3.2% |
0.0163 |
1.1% |
43% |
False |
False |
82,628 |
| 20 |
1.4519 |
1.3844 |
0.0675 |
4.7% |
0.0151 |
1.1% |
61% |
False |
False |
64,696 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0152 |
1.1% |
49% |
False |
False |
32,574 |
| 60 |
1.4844 |
1.3844 |
0.1000 |
7.0% |
0.0136 |
1.0% |
41% |
False |
False |
21,740 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.7% |
0.0120 |
0.8% |
30% |
False |
False |
16,314 |
| 100 |
1.5463 |
1.3844 |
0.1619 |
11.4% |
0.0108 |
0.8% |
25% |
False |
False |
13,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4980 |
|
2.618 |
1.4714 |
|
1.618 |
1.4551 |
|
1.000 |
1.4450 |
|
0.618 |
1.4388 |
|
HIGH |
1.4287 |
|
0.618 |
1.4225 |
|
0.500 |
1.4206 |
|
0.382 |
1.4186 |
|
LOW |
1.4124 |
|
0.618 |
1.4023 |
|
1.000 |
1.3961 |
|
1.618 |
1.3860 |
|
2.618 |
1.3697 |
|
4.250 |
1.3431 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4238 |
1.4227 |
| PP |
1.4222 |
1.4200 |
| S1 |
1.4206 |
1.4173 |
|