CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4577 |
1.4499 |
-0.0078 |
-0.5% |
1.4240 |
| High |
1.4595 |
1.4548 |
-0.0047 |
-0.3% |
1.4674 |
| Low |
1.4453 |
1.4352 |
-0.0101 |
-0.7% |
1.4229 |
| Close |
1.4499 |
1.4440 |
-0.0059 |
-0.4% |
1.4499 |
| Range |
0.0142 |
0.0196 |
0.0054 |
38.0% |
0.0445 |
| ATR |
0.0152 |
0.0155 |
0.0003 |
2.1% |
0.0000 |
| Volume |
101,381 |
76,492 |
-24,889 |
-24.5% |
564,970 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5035 |
1.4933 |
1.4548 |
|
| R3 |
1.4839 |
1.4737 |
1.4494 |
|
| R2 |
1.4643 |
1.4643 |
1.4476 |
|
| R1 |
1.4541 |
1.4541 |
1.4458 |
1.4494 |
| PP |
1.4447 |
1.4447 |
1.4447 |
1.4423 |
| S1 |
1.4345 |
1.4345 |
1.4422 |
1.4298 |
| S2 |
1.4251 |
1.4251 |
1.4404 |
|
| S3 |
1.4055 |
1.4149 |
1.4386 |
|
| S4 |
1.3859 |
1.3953 |
1.4332 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5802 |
1.5596 |
1.4744 |
|
| R3 |
1.5357 |
1.5151 |
1.4621 |
|
| R2 |
1.4912 |
1.4912 |
1.4581 |
|
| R1 |
1.4706 |
1.4706 |
1.4540 |
1.4809 |
| PP |
1.4467 |
1.4467 |
1.4467 |
1.4519 |
| S1 |
1.4261 |
1.4261 |
1.4458 |
1.4364 |
| S2 |
1.4022 |
1.4022 |
1.4417 |
|
| S3 |
1.3577 |
1.3816 |
1.4377 |
|
| S4 |
1.3132 |
1.3371 |
1.4254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4674 |
1.4327 |
0.0347 |
2.4% |
0.0173 |
1.2% |
33% |
False |
False |
106,387 |
| 10 |
1.4674 |
1.4150 |
0.0524 |
3.6% |
0.0184 |
1.3% |
55% |
False |
False |
108,178 |
| 20 |
1.4674 |
1.4079 |
0.0595 |
4.1% |
0.0161 |
1.1% |
61% |
False |
False |
105,588 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.1% |
0.0132 |
0.9% |
31% |
False |
False |
87,854 |
| 60 |
1.5337 |
1.4079 |
0.1258 |
8.7% |
0.0121 |
0.8% |
29% |
False |
False |
61,368 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.8% |
0.0116 |
0.8% |
25% |
False |
False |
46,087 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.8% |
0.0115 |
0.8% |
23% |
False |
False |
36,874 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.8% |
0.0108 |
0.7% |
21% |
False |
False |
30,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5381 |
|
2.618 |
1.5061 |
|
1.618 |
1.4865 |
|
1.000 |
1.4744 |
|
0.618 |
1.4669 |
|
HIGH |
1.4548 |
|
0.618 |
1.4473 |
|
0.500 |
1.4450 |
|
0.382 |
1.4427 |
|
LOW |
1.4352 |
|
0.618 |
1.4231 |
|
1.000 |
1.4156 |
|
1.618 |
1.4035 |
|
2.618 |
1.3839 |
|
4.250 |
1.3519 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4450 |
1.4513 |
| PP |
1.4447 |
1.4489 |
| S1 |
1.4443 |
1.4464 |
|