CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4539 |
1.4482 |
-0.0057 |
-0.4% |
1.4499 |
| High |
1.4563 |
1.4571 |
0.0008 |
0.1% |
1.4579 |
| Low |
1.4383 |
1.4443 |
0.0060 |
0.4% |
1.4352 |
| Close |
1.4471 |
1.4519 |
0.0048 |
0.3% |
1.4519 |
| Range |
0.0180 |
0.0128 |
-0.0052 |
-28.9% |
0.0227 |
| ATR |
0.0155 |
0.0153 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
107,595 |
87,432 |
-20,163 |
-18.7% |
451,723 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4895 |
1.4835 |
1.4589 |
|
| R3 |
1.4767 |
1.4707 |
1.4554 |
|
| R2 |
1.4639 |
1.4639 |
1.4542 |
|
| R1 |
1.4579 |
1.4579 |
1.4531 |
1.4609 |
| PP |
1.4511 |
1.4511 |
1.4511 |
1.4526 |
| S1 |
1.4451 |
1.4451 |
1.4507 |
1.4481 |
| S2 |
1.4383 |
1.4383 |
1.4496 |
|
| S3 |
1.4255 |
1.4323 |
1.4484 |
|
| S4 |
1.4127 |
1.4195 |
1.4449 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5164 |
1.5069 |
1.4644 |
|
| R3 |
1.4937 |
1.4842 |
1.4581 |
|
| R2 |
1.4710 |
1.4710 |
1.4561 |
|
| R1 |
1.4615 |
1.4615 |
1.4540 |
1.4663 |
| PP |
1.4483 |
1.4483 |
1.4483 |
1.4507 |
| S1 |
1.4388 |
1.4388 |
1.4498 |
1.4436 |
| S2 |
1.4256 |
1.4256 |
1.4477 |
|
| S3 |
1.4029 |
1.4161 |
1.4457 |
|
| S4 |
1.3802 |
1.3934 |
1.4394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4579 |
1.4352 |
0.0227 |
1.6% |
0.0157 |
1.1% |
74% |
False |
False |
90,344 |
| 10 |
1.4674 |
1.4229 |
0.0445 |
3.1% |
0.0167 |
1.2% |
65% |
False |
False |
101,669 |
| 20 |
1.4674 |
1.4079 |
0.0595 |
4.1% |
0.0166 |
1.1% |
74% |
False |
False |
106,759 |
| 40 |
1.5104 |
1.4079 |
0.1025 |
7.1% |
0.0136 |
0.9% |
43% |
False |
False |
89,330 |
| 60 |
1.5337 |
1.4079 |
0.1258 |
8.7% |
0.0126 |
0.9% |
35% |
False |
False |
67,608 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.8% |
0.0118 |
0.8% |
31% |
False |
False |
50,776 |
| 100 |
1.5512 |
1.4079 |
0.1433 |
9.9% |
0.0115 |
0.8% |
31% |
False |
False |
40,624 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.8% |
0.0112 |
0.8% |
26% |
False |
False |
33,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5115 |
|
2.618 |
1.4906 |
|
1.618 |
1.4778 |
|
1.000 |
1.4699 |
|
0.618 |
1.4650 |
|
HIGH |
1.4571 |
|
0.618 |
1.4522 |
|
0.500 |
1.4507 |
|
0.382 |
1.4492 |
|
LOW |
1.4443 |
|
0.618 |
1.4364 |
|
1.000 |
1.4315 |
|
1.618 |
1.4236 |
|
2.618 |
1.4108 |
|
4.250 |
1.3899 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4515 |
1.4506 |
| PP |
1.4511 |
1.4494 |
| S1 |
1.4507 |
1.4481 |
|