CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4151 |
1.4026 |
-0.0125 |
-0.9% |
1.4502 |
| High |
1.4157 |
1.4027 |
-0.0130 |
-0.9% |
1.4535 |
| Low |
1.4007 |
1.3878 |
-0.0129 |
-0.9% |
1.4233 |
| Close |
1.4018 |
1.3915 |
-0.0103 |
-0.7% |
1.4361 |
| Range |
0.0150 |
0.0149 |
-0.0001 |
-0.7% |
0.0302 |
| ATR |
0.0165 |
0.0164 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
94,868 |
118,834 |
23,966 |
25.3% |
395,128 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4387 |
1.4300 |
1.3997 |
|
| R3 |
1.4238 |
1.4151 |
1.3956 |
|
| R2 |
1.4089 |
1.4089 |
1.3942 |
|
| R1 |
1.4002 |
1.4002 |
1.3929 |
1.3971 |
| PP |
1.3940 |
1.3940 |
1.3940 |
1.3925 |
| S1 |
1.3853 |
1.3853 |
1.3901 |
1.3822 |
| S2 |
1.3791 |
1.3791 |
1.3888 |
|
| S3 |
1.3642 |
1.3704 |
1.3874 |
|
| S4 |
1.3493 |
1.3555 |
1.3833 |
|
|
| 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 |
1.4415 |
1.3878 |
0.0537 |
3.9% |
0.0170 |
1.2% |
7% |
False |
True |
100,905 |
| 10 |
1.4579 |
1.3878 |
0.0701 |
5.0% |
0.0167 |
1.2% |
5% |
False |
True |
101,023 |
| 20 |
1.4674 |
1.3878 |
0.0796 |
5.7% |
0.0172 |
1.2% |
5% |
False |
True |
104,500 |
| 40 |
1.4938 |
1.3878 |
0.1060 |
7.6% |
0.0149 |
1.1% |
3% |
False |
True |
95,968 |
| 60 |
1.5242 |
1.3878 |
0.1364 |
9.8% |
0.0137 |
1.0% |
3% |
False |
True |
79,641 |
| 80 |
1.5488 |
1.3878 |
0.1610 |
11.6% |
0.0126 |
0.9% |
2% |
False |
True |
59,834 |
| 100 |
1.5496 |
1.3878 |
0.1618 |
11.6% |
0.0120 |
0.9% |
2% |
False |
True |
47,873 |
| 120 |
1.5640 |
1.3878 |
0.1762 |
12.7% |
0.0115 |
0.8% |
2% |
False |
True |
39,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4660 |
|
2.618 |
1.4417 |
|
1.618 |
1.4268 |
|
1.000 |
1.4176 |
|
0.618 |
1.4119 |
|
HIGH |
1.4027 |
|
0.618 |
1.3970 |
|
0.500 |
1.3953 |
|
0.382 |
1.3935 |
|
LOW |
1.3878 |
|
0.618 |
1.3786 |
|
1.000 |
1.3729 |
|
1.618 |
1.3637 |
|
2.618 |
1.3488 |
|
4.250 |
1.3245 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3953 |
1.4092 |
| PP |
1.3940 |
1.4033 |
| S1 |
1.3928 |
1.3974 |
|