CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4422 |
1.4410 |
-0.0012 |
-0.1% |
1.4269 |
| High |
1.4447 |
1.4650 |
0.0203 |
1.4% |
1.4414 |
| Low |
1.4327 |
1.4385 |
0.0058 |
0.4% |
1.4150 |
| Close |
1.4414 |
1.4601 |
0.0187 |
1.3% |
1.4242 |
| Range |
0.0120 |
0.0265 |
0.0145 |
120.8% |
0.0264 |
| ATR |
0.0144 |
0.0153 |
0.0009 |
6.0% |
0.0000 |
| Volume |
97,386 |
132,690 |
35,304 |
36.3% |
509,886 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5340 |
1.5236 |
1.4747 |
|
| R3 |
1.5075 |
1.4971 |
1.4674 |
|
| R2 |
1.4810 |
1.4810 |
1.4650 |
|
| R1 |
1.4706 |
1.4706 |
1.4625 |
1.4758 |
| PP |
1.4545 |
1.4545 |
1.4545 |
1.4572 |
| S1 |
1.4441 |
1.4441 |
1.4577 |
1.4493 |
| S2 |
1.4280 |
1.4280 |
1.4552 |
|
| S3 |
1.4015 |
1.4176 |
1.4528 |
|
| S4 |
1.3750 |
1.3911 |
1.4455 |
|
|
| 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 |
1.4650 |
1.4150 |
0.0500 |
3.4% |
0.0207 |
1.4% |
90% |
True |
False |
117,801 |
| 10 |
1.4650 |
1.4079 |
0.0571 |
3.9% |
0.0177 |
1.2% |
91% |
True |
False |
107,658 |
| 20 |
1.4682 |
1.4079 |
0.0603 |
4.1% |
0.0154 |
1.1% |
87% |
False |
False |
104,292 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.0% |
0.0129 |
0.9% |
45% |
False |
False |
83,762 |
| 60 |
1.5337 |
1.4079 |
0.1258 |
8.6% |
0.0118 |
0.8% |
41% |
False |
False |
56,399 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.7% |
0.0114 |
0.8% |
37% |
False |
False |
42,314 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.7% |
0.0112 |
0.8% |
33% |
False |
False |
33,857 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.7% |
0.0106 |
0.7% |
31% |
False |
False |
28,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5776 |
|
2.618 |
1.5344 |
|
1.618 |
1.5079 |
|
1.000 |
1.4915 |
|
0.618 |
1.4814 |
|
HIGH |
1.4650 |
|
0.618 |
1.4549 |
|
0.500 |
1.4518 |
|
0.382 |
1.4486 |
|
LOW |
1.4385 |
|
0.618 |
1.4221 |
|
1.000 |
1.4120 |
|
1.618 |
1.3956 |
|
2.618 |
1.3691 |
|
4.250 |
1.3259 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4573 |
1.4547 |
| PP |
1.4545 |
1.4493 |
| S1 |
1.4518 |
1.4440 |
|