CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4140 |
1.4258 |
0.0118 |
0.8% |
1.4463 |
| High |
1.4287 |
1.4408 |
0.0121 |
0.8% |
1.4472 |
| Low |
1.4124 |
1.4198 |
0.0074 |
0.5% |
1.4059 |
| Close |
1.4254 |
1.4380 |
0.0126 |
0.9% |
1.4154 |
| Range |
0.0163 |
0.0210 |
0.0047 |
28.8% |
0.0413 |
| ATR |
0.0154 |
0.0158 |
0.0004 |
2.6% |
0.0000 |
| Volume |
49,592 |
94,274 |
44,682 |
90.1% |
327,536 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4959 |
1.4879 |
1.4496 |
|
| R3 |
1.4749 |
1.4669 |
1.4438 |
|
| R2 |
1.4539 |
1.4539 |
1.4419 |
|
| R1 |
1.4459 |
1.4459 |
1.4399 |
1.4499 |
| PP |
1.4329 |
1.4329 |
1.4329 |
1.4349 |
| S1 |
1.4249 |
1.4249 |
1.4361 |
1.4289 |
| S2 |
1.4119 |
1.4119 |
1.4342 |
|
| S3 |
1.3909 |
1.4039 |
1.4322 |
|
| S4 |
1.3699 |
1.3829 |
1.4265 |
|
|
| 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 |
1.4408 |
1.4059 |
0.0349 |
2.4% |
0.0172 |
1.2% |
92% |
True |
False |
82,240 |
| 10 |
1.4519 |
1.4058 |
0.0461 |
3.2% |
0.0174 |
1.2% |
70% |
False |
False |
86,000 |
| 20 |
1.4519 |
1.3910 |
0.0609 |
4.2% |
0.0156 |
1.1% |
77% |
False |
False |
69,182 |
| 40 |
1.4673 |
1.3844 |
0.0829 |
5.8% |
0.0151 |
1.1% |
65% |
False |
False |
34,929 |
| 60 |
1.4831 |
1.3844 |
0.0987 |
6.9% |
0.0139 |
1.0% |
54% |
False |
False |
23,311 |
| 80 |
1.5233 |
1.3844 |
0.1389 |
9.7% |
0.0122 |
0.8% |
39% |
False |
False |
17,493 |
| 100 |
1.5434 |
1.3844 |
0.1590 |
11.1% |
0.0109 |
0.8% |
34% |
False |
False |
13,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5301 |
|
2.618 |
1.4958 |
|
1.618 |
1.4748 |
|
1.000 |
1.4618 |
|
0.618 |
1.4538 |
|
HIGH |
1.4408 |
|
0.618 |
1.4328 |
|
0.500 |
1.4303 |
|
0.382 |
1.4278 |
|
LOW |
1.4198 |
|
0.618 |
1.4068 |
|
1.000 |
1.3988 |
|
1.618 |
1.3858 |
|
2.618 |
1.3648 |
|
4.250 |
1.3306 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4354 |
1.4331 |
| PP |
1.4329 |
1.4282 |
| S1 |
1.4303 |
1.4234 |
|