CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4482 |
1.4502 |
0.0020 |
0.1% |
1.4499 |
| High |
1.4571 |
1.4535 |
-0.0036 |
-0.2% |
1.4579 |
| Low |
1.4443 |
1.4275 |
-0.0168 |
-1.2% |
1.4352 |
| Close |
1.4519 |
1.4285 |
-0.0234 |
-1.6% |
1.4519 |
| Range |
0.0128 |
0.0260 |
0.0132 |
103.1% |
0.0227 |
| ATR |
0.0153 |
0.0161 |
0.0008 |
5.0% |
0.0000 |
| Volume |
87,432 |
131,677 |
44,245 |
50.6% |
451,723 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5145 |
1.4975 |
1.4428 |
|
| R3 |
1.4885 |
1.4715 |
1.4357 |
|
| R2 |
1.4625 |
1.4625 |
1.4333 |
|
| R1 |
1.4455 |
1.4455 |
1.4309 |
1.4410 |
| PP |
1.4365 |
1.4365 |
1.4365 |
1.4343 |
| S1 |
1.4195 |
1.4195 |
1.4261 |
1.4150 |
| S2 |
1.4105 |
1.4105 |
1.4237 |
|
| S3 |
1.3845 |
1.3935 |
1.4214 |
|
| S4 |
1.3585 |
1.3675 |
1.4142 |
|
|
| 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 |
1.4275 |
0.0304 |
2.1% |
0.0169 |
1.2% |
3% |
False |
True |
101,381 |
| 10 |
1.4674 |
1.4275 |
0.0399 |
2.8% |
0.0171 |
1.2% |
3% |
False |
True |
103,884 |
| 20 |
1.4674 |
1.4079 |
0.0595 |
4.2% |
0.0170 |
1.2% |
35% |
False |
False |
108,483 |
| 40 |
1.5020 |
1.4079 |
0.0941 |
6.6% |
0.0138 |
1.0% |
22% |
False |
False |
90,090 |
| 60 |
1.5337 |
1.4079 |
0.1258 |
8.8% |
0.0129 |
0.9% |
16% |
False |
False |
69,796 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0121 |
0.8% |
15% |
False |
False |
52,421 |
| 100 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0116 |
0.8% |
15% |
False |
False |
41,941 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
12.0% |
0.0113 |
0.8% |
12% |
False |
False |
34,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5640 |
|
2.618 |
1.5216 |
|
1.618 |
1.4956 |
|
1.000 |
1.4795 |
|
0.618 |
1.4696 |
|
HIGH |
1.4535 |
|
0.618 |
1.4436 |
|
0.500 |
1.4405 |
|
0.382 |
1.4374 |
|
LOW |
1.4275 |
|
0.618 |
1.4114 |
|
1.000 |
1.4015 |
|
1.618 |
1.3854 |
|
2.618 |
1.3594 |
|
4.250 |
1.3170 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4405 |
1.4423 |
| PP |
1.4365 |
1.4377 |
| S1 |
1.4325 |
1.4331 |
|