CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4289 |
1.4332 |
0.0043 |
0.3% |
1.4502 |
| High |
1.4395 |
1.4415 |
0.0020 |
0.1% |
1.4535 |
| Low |
1.4258 |
1.4247 |
-0.0011 |
-0.1% |
1.4233 |
| Close |
1.4317 |
1.4361 |
0.0044 |
0.3% |
1.4361 |
| Range |
0.0137 |
0.0168 |
0.0031 |
22.6% |
0.0302 |
| ATR |
0.0155 |
0.0156 |
0.0001 |
0.6% |
0.0000 |
| Volume |
76,398 |
98,320 |
21,922 |
28.7% |
395,128 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4845 |
1.4771 |
1.4453 |
|
| R3 |
1.4677 |
1.4603 |
1.4407 |
|
| R2 |
1.4509 |
1.4509 |
1.4392 |
|
| R1 |
1.4435 |
1.4435 |
1.4376 |
1.4472 |
| PP |
1.4341 |
1.4341 |
1.4341 |
1.4360 |
| S1 |
1.4267 |
1.4267 |
1.4346 |
1.4304 |
| S2 |
1.4173 |
1.4173 |
1.4330 |
|
| S3 |
1.4005 |
1.4099 |
1.4315 |
|
| S4 |
1.3837 |
1.3931 |
1.4269 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5282 |
1.5124 |
1.4527 |
|
| R3 |
1.4980 |
1.4822 |
1.4444 |
|
| R2 |
1.4678 |
1.4678 |
1.4416 |
|
| R1 |
1.4520 |
1.4520 |
1.4389 |
1.4448 |
| PP |
1.4376 |
1.4376 |
1.4376 |
1.4341 |
| S1 |
1.4218 |
1.4218 |
1.4333 |
1.4146 |
| S2 |
1.4074 |
1.4074 |
1.4306 |
|
| S3 |
1.3772 |
1.3916 |
1.4278 |
|
| S4 |
1.3470 |
1.3614 |
1.4195 |
|
|
| 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% |
0.0160 |
1.1% |
38% |
False |
False |
96,512 |
| 10 |
1.4595 |
1.4233 |
0.0362 |
2.5% |
0.0160 |
1.1% |
35% |
False |
False |
94,823 |
| 20 |
1.4674 |
1.4150 |
0.0524 |
3.6% |
0.0167 |
1.2% |
40% |
False |
False |
101,599 |
| 40 |
1.4949 |
1.4079 |
0.0870 |
6.1% |
0.0142 |
1.0% |
32% |
False |
False |
90,954 |
| 60 |
1.5242 |
1.4079 |
0.1163 |
8.1% |
0.0132 |
0.9% |
24% |
False |
False |
74,164 |
| 80 |
1.5488 |
1.4079 |
0.1409 |
9.8% |
0.0122 |
0.8% |
20% |
False |
False |
55,713 |
| 100 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0117 |
0.8% |
20% |
False |
False |
44,575 |
| 120 |
1.5640 |
1.4079 |
0.1561 |
10.9% |
0.0112 |
0.8% |
18% |
False |
False |
37,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5129 |
|
2.618 |
1.4855 |
|
1.618 |
1.4687 |
|
1.000 |
1.4583 |
|
0.618 |
1.4519 |
|
HIGH |
1.4415 |
|
0.618 |
1.4351 |
|
0.500 |
1.4331 |
|
0.382 |
1.4311 |
|
LOW |
1.4247 |
|
0.618 |
1.4143 |
|
1.000 |
1.4079 |
|
1.618 |
1.3975 |
|
2.618 |
1.3807 |
|
4.250 |
1.3533 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4351 |
1.4349 |
| PP |
1.4341 |
1.4336 |
| S1 |
1.4331 |
1.4324 |
|