CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4471 |
1.4539 |
0.0068 |
0.5% |
1.4240 |
| High |
1.4579 |
1.4563 |
-0.0016 |
-0.1% |
1.4674 |
| Low |
1.4438 |
1.4383 |
-0.0055 |
-0.4% |
1.4229 |
| Close |
1.4531 |
1.4471 |
-0.0060 |
-0.4% |
1.4499 |
| Range |
0.0141 |
0.0180 |
0.0039 |
27.7% |
0.0445 |
| ATR |
0.0153 |
0.0155 |
0.0002 |
1.3% |
0.0000 |
| Volume |
90,276 |
107,595 |
17,319 |
19.2% |
564,970 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5012 |
1.4922 |
1.4570 |
|
| R3 |
1.4832 |
1.4742 |
1.4521 |
|
| R2 |
1.4652 |
1.4652 |
1.4504 |
|
| R1 |
1.4562 |
1.4562 |
1.4488 |
1.4517 |
| PP |
1.4472 |
1.4472 |
1.4472 |
1.4450 |
| S1 |
1.4382 |
1.4382 |
1.4455 |
1.4337 |
| S2 |
1.4292 |
1.4292 |
1.4438 |
|
| S3 |
1.4112 |
1.4202 |
1.4422 |
|
| S4 |
1.3932 |
1.4022 |
1.4372 |
|
|
| 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 |
1.4595 |
1.4352 |
0.0243 |
1.7% |
0.0159 |
1.1% |
49% |
False |
False |
93,134 |
| 10 |
1.4674 |
1.4150 |
0.0524 |
3.6% |
0.0181 |
1.2% |
61% |
False |
False |
106,947 |
| 20 |
1.4674 |
1.4079 |
0.0595 |
4.1% |
0.0164 |
1.1% |
66% |
False |
False |
106,428 |
| 40 |
1.5187 |
1.4079 |
0.1108 |
7.7% |
0.0136 |
0.9% |
35% |
False |
False |
89,238 |
| 60 |
1.5337 |
1.4079 |
0.1258 |
8.7% |
0.0125 |
0.9% |
31% |
False |
False |
66,154 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.8% |
0.0117 |
0.8% |
28% |
False |
False |
49,683 |
| 100 |
1.5552 |
1.4079 |
0.1473 |
10.2% |
0.0115 |
0.8% |
27% |
False |
False |
39,751 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.8% |
0.0111 |
0.8% |
23% |
False |
False |
33,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5328 |
|
2.618 |
1.5034 |
|
1.618 |
1.4854 |
|
1.000 |
1.4743 |
|
0.618 |
1.4674 |
|
HIGH |
1.4563 |
|
0.618 |
1.4494 |
|
0.500 |
1.4473 |
|
0.382 |
1.4452 |
|
LOW |
1.4383 |
|
0.618 |
1.4272 |
|
1.000 |
1.4203 |
|
1.618 |
1.4092 |
|
2.618 |
1.3912 |
|
4.250 |
1.3618 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4473 |
1.4479 |
| PP |
1.4472 |
1.4476 |
| S1 |
1.4472 |
1.4474 |
|