CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4499 |
1.4432 |
-0.0067 |
-0.5% |
1.4240 |
| High |
1.4548 |
1.4517 |
-0.0031 |
-0.2% |
1.4674 |
| Low |
1.4352 |
1.4379 |
0.0027 |
0.2% |
1.4229 |
| Close |
1.4440 |
1.4455 |
0.0015 |
0.1% |
1.4499 |
| Range |
0.0196 |
0.0138 |
-0.0058 |
-29.6% |
0.0445 |
| ATR |
0.0155 |
0.0154 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
76,492 |
89,928 |
13,436 |
17.6% |
564,970 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4864 |
1.4798 |
1.4531 |
|
| R3 |
1.4726 |
1.4660 |
1.4493 |
|
| R2 |
1.4588 |
1.4588 |
1.4480 |
|
| R1 |
1.4522 |
1.4522 |
1.4468 |
1.4555 |
| PP |
1.4450 |
1.4450 |
1.4450 |
1.4467 |
| S1 |
1.4384 |
1.4384 |
1.4442 |
1.4417 |
| S2 |
1.4312 |
1.4312 |
1.4430 |
|
| S3 |
1.4174 |
1.4246 |
1.4417 |
|
| S4 |
1.4036 |
1.4108 |
1.4379 |
|
|
| 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 |
1.4352 |
0.0322 |
2.2% |
0.0177 |
1.2% |
32% |
False |
False |
104,896 |
| 10 |
1.4674 |
1.4150 |
0.0524 |
3.6% |
0.0178 |
1.2% |
58% |
False |
False |
107,977 |
| 20 |
1.4674 |
1.4079 |
0.0595 |
4.1% |
0.0163 |
1.1% |
63% |
False |
False |
106,095 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.0% |
0.0134 |
0.9% |
32% |
False |
False |
88,094 |
| 60 |
1.5337 |
1.4079 |
0.1258 |
8.7% |
0.0122 |
0.8% |
30% |
False |
False |
62,865 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.8% |
0.0115 |
0.8% |
27% |
False |
False |
47,210 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.8% |
0.0114 |
0.8% |
24% |
False |
False |
37,773 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.8% |
0.0109 |
0.8% |
22% |
False |
False |
31,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5104 |
|
2.618 |
1.4878 |
|
1.618 |
1.4740 |
|
1.000 |
1.4655 |
|
0.618 |
1.4602 |
|
HIGH |
1.4517 |
|
0.618 |
1.4464 |
|
0.500 |
1.4448 |
|
0.382 |
1.4432 |
|
LOW |
1.4379 |
|
0.618 |
1.4294 |
|
1.000 |
1.4241 |
|
1.618 |
1.4156 |
|
2.618 |
1.4018 |
|
4.250 |
1.3793 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4453 |
1.4474 |
| PP |
1.4450 |
1.4467 |
| S1 |
1.4448 |
1.4461 |
|