CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4307 |
1.4289 |
-0.0018 |
-0.1% |
1.4499 |
| High |
1.4340 |
1.4395 |
0.0055 |
0.4% |
1.4579 |
| Low |
1.4233 |
1.4258 |
0.0025 |
0.2% |
1.4352 |
| Close |
1.4288 |
1.4317 |
0.0029 |
0.2% |
1.4519 |
| Range |
0.0107 |
0.0137 |
0.0030 |
28.0% |
0.0227 |
| ATR |
0.0157 |
0.0155 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
88,733 |
76,398 |
-12,335 |
-13.9% |
451,723 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4734 |
1.4663 |
1.4392 |
|
| R3 |
1.4597 |
1.4526 |
1.4355 |
|
| R2 |
1.4460 |
1.4460 |
1.4342 |
|
| R1 |
1.4389 |
1.4389 |
1.4330 |
1.4425 |
| PP |
1.4323 |
1.4323 |
1.4323 |
1.4341 |
| S1 |
1.4252 |
1.4252 |
1.4304 |
1.4288 |
| S2 |
1.4186 |
1.4186 |
1.4292 |
|
| S3 |
1.4049 |
1.4115 |
1.4279 |
|
| S4 |
1.3912 |
1.3978 |
1.4242 |
|
|
| 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 |
1.4571 |
1.4233 |
0.0338 |
2.4% |
0.0162 |
1.1% |
25% |
False |
False |
98,367 |
| 10 |
1.4674 |
1.4233 |
0.0441 |
3.1% |
0.0157 |
1.1% |
19% |
False |
False |
97,390 |
| 20 |
1.4674 |
1.4079 |
0.0595 |
4.2% |
0.0167 |
1.2% |
40% |
False |
False |
102,524 |
| 40 |
1.4949 |
1.4079 |
0.0870 |
6.1% |
0.0139 |
1.0% |
27% |
False |
False |
89,825 |
| 60 |
1.5305 |
1.4079 |
0.1226 |
8.6% |
0.0131 |
0.9% |
19% |
False |
False |
72,529 |
| 80 |
1.5488 |
1.4079 |
0.1409 |
9.8% |
0.0121 |
0.8% |
17% |
False |
False |
54,484 |
| 100 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0117 |
0.8% |
17% |
False |
False |
43,592 |
| 120 |
1.5640 |
1.4079 |
0.1561 |
10.9% |
0.0112 |
0.8% |
15% |
False |
False |
36,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4977 |
|
2.618 |
1.4754 |
|
1.618 |
1.4617 |
|
1.000 |
1.4532 |
|
0.618 |
1.4480 |
|
HIGH |
1.4395 |
|
0.618 |
1.4343 |
|
0.500 |
1.4327 |
|
0.382 |
1.4310 |
|
LOW |
1.4258 |
|
0.618 |
1.4173 |
|
1.000 |
1.4121 |
|
1.618 |
1.4036 |
|
2.618 |
1.3899 |
|
4.250 |
1.3676 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4327 |
1.4384 |
| PP |
1.4323 |
1.4362 |
| S1 |
1.4320 |
1.4339 |
|