CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4332 |
1.4294 |
-0.0038 |
-0.3% |
1.4502 |
| High |
1.4415 |
1.4305 |
-0.0110 |
-0.8% |
1.4535 |
| Low |
1.4247 |
1.4059 |
-0.0188 |
-1.3% |
1.4233 |
| Close |
1.4361 |
1.4153 |
-0.0208 |
-1.4% |
1.4361 |
| Range |
0.0168 |
0.0246 |
0.0078 |
46.4% |
0.0302 |
| ATR |
0.0156 |
0.0167 |
0.0010 |
6.7% |
0.0000 |
| Volume |
98,320 |
116,106 |
17,786 |
18.1% |
395,128 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4910 |
1.4778 |
1.4288 |
|
| R3 |
1.4664 |
1.4532 |
1.4221 |
|
| R2 |
1.4418 |
1.4418 |
1.4198 |
|
| R1 |
1.4286 |
1.4286 |
1.4176 |
1.4229 |
| PP |
1.4172 |
1.4172 |
1.4172 |
1.4144 |
| S1 |
1.4040 |
1.4040 |
1.4130 |
1.3983 |
| S2 |
1.3926 |
1.3926 |
1.4108 |
|
| S3 |
1.3680 |
1.3794 |
1.4085 |
|
| S4 |
1.3434 |
1.3548 |
1.4018 |
|
|
| 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 |
1.4535 |
1.4059 |
0.0476 |
3.4% |
0.0184 |
1.3% |
20% |
False |
True |
102,246 |
| 10 |
1.4579 |
1.4059 |
0.0520 |
3.7% |
0.0170 |
1.2% |
18% |
False |
True |
96,295 |
| 20 |
1.4674 |
1.4059 |
0.0615 |
4.3% |
0.0171 |
1.2% |
15% |
False |
True |
101,890 |
| 40 |
1.4949 |
1.4059 |
0.0890 |
6.3% |
0.0146 |
1.0% |
11% |
False |
True |
92,529 |
| 60 |
1.5242 |
1.4059 |
0.1183 |
8.4% |
0.0135 |
1.0% |
8% |
False |
True |
76,093 |
| 80 |
1.5488 |
1.4059 |
0.1429 |
10.1% |
0.0124 |
0.9% |
7% |
False |
True |
57,163 |
| 100 |
1.5496 |
1.4059 |
0.1437 |
10.2% |
0.0119 |
0.8% |
7% |
False |
True |
45,736 |
| 120 |
1.5640 |
1.4059 |
0.1581 |
11.2% |
0.0114 |
0.8% |
6% |
False |
True |
38,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5351 |
|
2.618 |
1.4949 |
|
1.618 |
1.4703 |
|
1.000 |
1.4551 |
|
0.618 |
1.4457 |
|
HIGH |
1.4305 |
|
0.618 |
1.4211 |
|
0.500 |
1.4182 |
|
0.382 |
1.4153 |
|
LOW |
1.4059 |
|
0.618 |
1.3907 |
|
1.000 |
1.3813 |
|
1.618 |
1.3661 |
|
2.618 |
1.3415 |
|
4.250 |
1.3014 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4182 |
1.4237 |
| PP |
1.4172 |
1.4209 |
| S1 |
1.4163 |
1.4181 |
|