CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4026 |
1.3931 |
-0.0095 |
-0.7% |
1.4502 |
| High |
1.4027 |
1.3996 |
-0.0031 |
-0.2% |
1.4535 |
| Low |
1.3878 |
1.3901 |
0.0023 |
0.2% |
1.4233 |
| Close |
1.3915 |
1.3976 |
0.0061 |
0.4% |
1.4361 |
| Range |
0.0149 |
0.0095 |
-0.0054 |
-36.2% |
0.0302 |
| ATR |
0.0164 |
0.0159 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
118,834 |
89,065 |
-29,769 |
-25.1% |
395,128 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4243 |
1.4204 |
1.4028 |
|
| R3 |
1.4148 |
1.4109 |
1.4002 |
|
| R2 |
1.4053 |
1.4053 |
1.3993 |
|
| R1 |
1.4014 |
1.4014 |
1.3985 |
1.4034 |
| PP |
1.3958 |
1.3958 |
1.3958 |
1.3967 |
| S1 |
1.3919 |
1.3919 |
1.3967 |
1.3939 |
| S2 |
1.3863 |
1.3863 |
1.3959 |
|
| S3 |
1.3768 |
1.3824 |
1.3950 |
|
| S4 |
1.3673 |
1.3729 |
1.3924 |
|
|
| 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 |
3.8% |
0.0162 |
1.2% |
18% |
False |
False |
103,438 |
| 10 |
1.4571 |
1.3878 |
0.0693 |
5.0% |
0.0162 |
1.2% |
14% |
False |
False |
100,902 |
| 20 |
1.4674 |
1.3878 |
0.0796 |
5.7% |
0.0171 |
1.2% |
12% |
False |
False |
104,005 |
| 40 |
1.4917 |
1.3878 |
0.1039 |
7.4% |
0.0150 |
1.1% |
9% |
False |
False |
97,431 |
| 60 |
1.5242 |
1.3878 |
0.1364 |
9.8% |
0.0137 |
1.0% |
7% |
False |
False |
81,095 |
| 80 |
1.5488 |
1.3878 |
0.1610 |
11.5% |
0.0126 |
0.9% |
6% |
False |
False |
60,944 |
| 100 |
1.5496 |
1.3878 |
0.1618 |
11.6% |
0.0120 |
0.9% |
6% |
False |
False |
48,763 |
| 120 |
1.5640 |
1.3878 |
0.1762 |
12.6% |
0.0115 |
0.8% |
6% |
False |
False |
40,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4400 |
|
2.618 |
1.4245 |
|
1.618 |
1.4150 |
|
1.000 |
1.4091 |
|
0.618 |
1.4055 |
|
HIGH |
1.3996 |
|
0.618 |
1.3960 |
|
0.500 |
1.3949 |
|
0.382 |
1.3937 |
|
LOW |
1.3901 |
|
0.618 |
1.3842 |
|
1.000 |
1.3806 |
|
1.618 |
1.3747 |
|
2.618 |
1.3652 |
|
4.250 |
1.3497 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3967 |
1.4018 |
| PP |
1.3958 |
1.4004 |
| S1 |
1.3949 |
1.3990 |
|