CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4360 |
1.4240 |
-0.0120 |
-0.8% |
1.4269 |
| High |
1.4414 |
1.4446 |
0.0032 |
0.2% |
1.4414 |
| Low |
1.4150 |
1.4229 |
0.0079 |
0.6% |
1.4150 |
| Close |
1.4242 |
1.4443 |
0.0201 |
1.4% |
1.4242 |
| Range |
0.0264 |
0.0217 |
-0.0047 |
-17.8% |
0.0264 |
| ATR |
0.0141 |
0.0146 |
0.0005 |
3.9% |
0.0000 |
| Volume |
140,213 |
109,523 |
-30,690 |
-21.9% |
509,886 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5024 |
1.4950 |
1.4562 |
|
| R3 |
1.4807 |
1.4733 |
1.4503 |
|
| R2 |
1.4590 |
1.4590 |
1.4483 |
|
| R1 |
1.4516 |
1.4516 |
1.4463 |
1.4553 |
| PP |
1.4373 |
1.4373 |
1.4373 |
1.4391 |
| S1 |
1.4299 |
1.4299 |
1.4423 |
1.4336 |
| S2 |
1.4156 |
1.4156 |
1.4403 |
|
| S3 |
1.3939 |
1.4082 |
1.4383 |
|
| S4 |
1.3722 |
1.3865 |
1.4324 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5061 |
1.4915 |
1.4387 |
|
| R3 |
1.4797 |
1.4651 |
1.4315 |
|
| R2 |
1.4533 |
1.4533 |
1.4290 |
|
| R1 |
1.4387 |
1.4387 |
1.4266 |
1.4328 |
| PP |
1.4269 |
1.4269 |
1.4269 |
1.4239 |
| S1 |
1.4123 |
1.4123 |
1.4218 |
1.4064 |
| S2 |
1.4005 |
1.4005 |
1.4194 |
|
| S3 |
1.3741 |
1.3859 |
1.4169 |
|
| S4 |
1.3477 |
1.3595 |
1.4097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4446 |
1.4150 |
0.0296 |
2.0% |
0.0194 |
1.3% |
99% |
True |
False |
109,968 |
| 10 |
1.4446 |
1.4079 |
0.0367 |
2.5% |
0.0169 |
1.2% |
99% |
True |
False |
113,082 |
| 20 |
1.4818 |
1.4079 |
0.0739 |
5.1% |
0.0147 |
1.0% |
49% |
False |
False |
101,343 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.1% |
0.0128 |
0.9% |
31% |
False |
False |
78,428 |
| 60 |
1.5436 |
1.4079 |
0.1357 |
9.4% |
0.0116 |
0.8% |
27% |
False |
False |
52,571 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.8% |
0.0112 |
0.8% |
26% |
False |
False |
39,438 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.8% |
0.0110 |
0.8% |
23% |
False |
False |
31,556 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.8% |
0.0103 |
0.7% |
21% |
False |
False |
26,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5368 |
|
2.618 |
1.5014 |
|
1.618 |
1.4797 |
|
1.000 |
1.4663 |
|
0.618 |
1.4580 |
|
HIGH |
1.4446 |
|
0.618 |
1.4363 |
|
0.500 |
1.4338 |
|
0.382 |
1.4312 |
|
LOW |
1.4229 |
|
0.618 |
1.4095 |
|
1.000 |
1.4012 |
|
1.618 |
1.3878 |
|
2.618 |
1.3661 |
|
4.250 |
1.3307 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4408 |
1.4395 |
| PP |
1.4373 |
1.4346 |
| S1 |
1.4338 |
1.4298 |
|