CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4410 |
1.4594 |
0.0184 |
1.3% |
1.4269 |
| High |
1.4650 |
1.4674 |
0.0024 |
0.2% |
1.4414 |
| Low |
1.4385 |
1.4530 |
0.0145 |
1.0% |
1.4150 |
| Close |
1.4601 |
1.4599 |
-0.0002 |
0.0% |
1.4242 |
| Range |
0.0265 |
0.0144 |
-0.0121 |
-45.7% |
0.0264 |
| ATR |
0.0153 |
0.0152 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
132,690 |
123,990 |
-8,700 |
-6.6% |
509,886 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5033 |
1.4960 |
1.4678 |
|
| R3 |
1.4889 |
1.4816 |
1.4639 |
|
| R2 |
1.4745 |
1.4745 |
1.4625 |
|
| R1 |
1.4672 |
1.4672 |
1.4612 |
1.4709 |
| PP |
1.4601 |
1.4601 |
1.4601 |
1.4619 |
| S1 |
1.4528 |
1.4528 |
1.4586 |
1.4565 |
| S2 |
1.4457 |
1.4457 |
1.4573 |
|
| S3 |
1.4313 |
1.4384 |
1.4559 |
|
| S4 |
1.4169 |
1.4240 |
1.4520 |
|
|
| 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 |
1.4674 |
1.4150 |
0.0524 |
3.6% |
0.0202 |
1.4% |
86% |
True |
False |
120,760 |
| 10 |
1.4674 |
1.4150 |
0.0524 |
3.6% |
0.0174 |
1.2% |
86% |
True |
False |
108,375 |
| 20 |
1.4674 |
1.4079 |
0.0595 |
4.1% |
0.0157 |
1.1% |
87% |
True |
False |
106,869 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.0% |
0.0131 |
0.9% |
45% |
False |
False |
86,380 |
| 60 |
1.5337 |
1.4079 |
0.1258 |
8.6% |
0.0117 |
0.8% |
41% |
False |
False |
58,450 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.7% |
0.0115 |
0.8% |
37% |
False |
False |
43,863 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.7% |
0.0114 |
0.8% |
33% |
False |
False |
35,096 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.7% |
0.0106 |
0.7% |
30% |
False |
False |
29,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5286 |
|
2.618 |
1.5051 |
|
1.618 |
1.4907 |
|
1.000 |
1.4818 |
|
0.618 |
1.4763 |
|
HIGH |
1.4674 |
|
0.618 |
1.4619 |
|
0.500 |
1.4602 |
|
0.382 |
1.4585 |
|
LOW |
1.4530 |
|
0.618 |
1.4441 |
|
1.000 |
1.4386 |
|
1.618 |
1.4297 |
|
2.618 |
1.4153 |
|
4.250 |
1.3918 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4602 |
1.4566 |
| PP |
1.4601 |
1.4533 |
| S1 |
1.4600 |
1.4501 |
|