CME British Pound Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Feb-2016 | 
                    26-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3982 | 
                        1.4018 | 
                        0.0036 | 
                        0.3% | 
                        1.4124 | 
                     
                    
                        | High | 
                        1.3992 | 
                        1.4018 | 
                        0.0026 | 
                        0.2% | 
                        1.4169 | 
                     
                    
                        | Low | 
                        1.3982 | 
                        1.3880 | 
                        -0.0102 | 
                        -0.7% | 
                        1.3880 | 
                     
                    
                        | Close | 
                        1.3992 | 
                        1.3880 | 
                        -0.0112 | 
                        -0.8% | 
                        1.3880 | 
                     
                    
                        | Range | 
                        0.0010 | 
                        0.0138 | 
                        0.0128 | 
                        1,280.0% | 
                        0.0289 | 
                     
                    
                        | ATR | 
                        0.0096 | 
                        0.0099 | 
                        0.0003 | 
                        3.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        2 | 
                        214 | 
                        212 | 
                        10,600.0% | 
                        222 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4340 | 
                1.4248 | 
                1.3956 | 
                 | 
             
            
                | R3 | 
                1.4202 | 
                1.4110 | 
                1.3918 | 
                 | 
             
            
                | R2 | 
                1.4064 | 
                1.4064 | 
                1.3905 | 
                 | 
             
            
                | R1 | 
                1.3972 | 
                1.3972 | 
                1.3893 | 
                1.3949 | 
             
            
                | PP | 
                1.3926 | 
                1.3926 | 
                1.3926 | 
                1.3915 | 
             
            
                | S1 | 
                1.3834 | 
                1.3834 | 
                1.3867 | 
                1.3811 | 
             
            
                | S2 | 
                1.3788 | 
                1.3788 | 
                1.3855 | 
                 | 
             
            
                | S3 | 
                1.3650 | 
                1.3696 | 
                1.3842 | 
                 | 
             
            
                | S4 | 
                1.3512 | 
                1.3558 | 
                1.3804 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4843 | 
                1.4651 | 
                1.4039 | 
                 | 
             
            
                | R3 | 
                1.4554 | 
                1.4362 | 
                1.3959 | 
                 | 
             
            
                | R2 | 
                1.4265 | 
                1.4265 | 
                1.3933 | 
                 | 
             
            
                | R1 | 
                1.4073 | 
                1.4073 | 
                1.3906 | 
                1.4025 | 
             
            
                | PP | 
                1.3976 | 
                1.3976 | 
                1.3976 | 
                1.3952 | 
             
            
                | S1 | 
                1.3784 | 
                1.3784 | 
                1.3854 | 
                1.3736 | 
             
            
                | S2 | 
                1.3687 | 
                1.3687 | 
                1.3827 | 
                 | 
             
            
                | S3 | 
                1.3398 | 
                1.3495 | 
                1.3801 | 
                 | 
             
            
                | S4 | 
                1.3109 | 
                1.3206 | 
                1.3721 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.4169 | 
                1.3880 | 
                0.0289 | 
                2.1% | 
                0.0057 | 
                0.4% | 
                0% | 
                False | 
                True | 
                44 | 
                 
                
                | 10 | 
                1.4535 | 
                1.3880 | 
                0.0655 | 
                4.7% | 
                0.0042 | 
                0.3% | 
                0% | 
                False | 
                True | 
                27 | 
                 
                
                | 20 | 
                1.4614 | 
                1.3880 | 
                0.0734 | 
                5.3% | 
                0.0043 | 
                0.3% | 
                0% | 
                False | 
                True | 
                14 | 
                 
                
                | 40 | 
                1.4847 | 
                1.3880 | 
                0.0967 | 
                7.0% | 
                0.0027 | 
                0.2% | 
                0% | 
                False | 
                True | 
                13 | 
                 
                
                | 60 | 
                1.5239 | 
                1.3880 | 
                0.1359 | 
                9.8% | 
                0.0019 | 
                0.1% | 
                0% | 
                False | 
                True | 
                9 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.4605 | 
         
        
            | 
2.618             | 
            1.4379 | 
         
        
            | 
1.618             | 
            1.4241 | 
         
        
            | 
1.000             | 
            1.4156 | 
         
        
            | 
0.618             | 
            1.4103 | 
         
        
            | 
HIGH             | 
            1.4018 | 
         
        
            | 
0.618             | 
            1.3965 | 
         
        
            | 
0.500             | 
            1.3949 | 
         
        
            | 
0.382             | 
            1.3933 | 
         
        
            | 
LOW             | 
            1.3880 | 
         
        
            | 
0.618             | 
            1.3795 | 
         
        
            | 
1.000             | 
            1.3742 | 
         
        
            | 
1.618             | 
            1.3657 | 
         
        
            | 
2.618             | 
            1.3519 | 
         
        
            | 
4.250             | 
            1.3294 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3949 | 
                                1.3949 | 
                             
                            
                                | PP | 
                                1.3926 | 
                                1.3926 | 
                             
                            
                                | S1 | 
                                1.3903 | 
                                1.3903 | 
                             
             
         |