CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3956 |
1.3860 |
-0.0096 |
-0.7% |
1.4294 |
| High |
1.3863 |
1.3947 |
0.0084 |
0.6% |
1.4305 |
| Low |
1.3863 |
1.3835 |
-0.0028 |
-0.2% |
1.3863 |
| Close |
1.3863 |
1.3916 |
0.0053 |
0.4% |
1.3863 |
| Range |
0.0000 |
0.0112 |
0.0112 |
|
0.0442 |
| ATR |
0.0156 |
0.0153 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
96,892 |
83,489 |
-13,403 |
-13.8% |
515,765 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4235 |
1.4188 |
1.3978 |
|
| R3 |
1.4123 |
1.4076 |
1.3947 |
|
| R2 |
1.4011 |
1.4011 |
1.3937 |
|
| R1 |
1.3964 |
1.3964 |
1.3926 |
1.3988 |
| PP |
1.3899 |
1.3899 |
1.3899 |
1.3911 |
| S1 |
1.3852 |
1.3852 |
1.3906 |
1.3876 |
| S2 |
1.3787 |
1.3787 |
1.3895 |
|
| S3 |
1.3675 |
1.3740 |
1.3885 |
|
| S4 |
1.3563 |
1.3628 |
1.3854 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5336 |
1.5042 |
1.4106 |
|
| R3 |
1.4894 |
1.4600 |
1.3985 |
|
| R2 |
1.4452 |
1.4452 |
1.3944 |
|
| R1 |
1.4158 |
1.4158 |
1.3904 |
1.4084 |
| PP |
1.4010 |
1.4010 |
1.4010 |
1.3974 |
| S1 |
1.3716 |
1.3716 |
1.3822 |
1.3642 |
| S2 |
1.3568 |
1.3568 |
1.3782 |
|
| S3 |
1.3126 |
1.3274 |
1.3741 |
|
| S4 |
1.2684 |
1.2832 |
1.3620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4157 |
1.3835 |
0.0322 |
2.3% |
0.0101 |
0.7% |
25% |
False |
True |
96,629 |
| 10 |
1.4535 |
1.3835 |
0.0700 |
5.0% |
0.0142 |
1.0% |
12% |
False |
True |
99,438 |
| 20 |
1.4674 |
1.3835 |
0.0839 |
6.0% |
0.0155 |
1.1% |
10% |
False |
True |
100,553 |
| 40 |
1.4845 |
1.3835 |
0.1010 |
7.3% |
0.0148 |
1.1% |
8% |
False |
True |
99,605 |
| 60 |
1.5242 |
1.3835 |
0.1407 |
10.1% |
0.0136 |
1.0% |
6% |
False |
True |
84,025 |
| 80 |
1.5436 |
1.3835 |
0.1601 |
11.5% |
0.0124 |
0.9% |
5% |
False |
True |
63,198 |
| 100 |
1.5496 |
1.3835 |
0.1661 |
11.9% |
0.0119 |
0.9% |
5% |
False |
True |
50,566 |
| 120 |
1.5640 |
1.3835 |
0.1805 |
13.0% |
0.0115 |
0.8% |
4% |
False |
True |
42,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4423 |
|
2.618 |
1.4240 |
|
1.618 |
1.4128 |
|
1.000 |
1.4059 |
|
0.618 |
1.4016 |
|
HIGH |
1.3947 |
|
0.618 |
1.3904 |
|
0.500 |
1.3891 |
|
0.382 |
1.3878 |
|
LOW |
1.3835 |
|
0.618 |
1.3766 |
|
1.000 |
1.3723 |
|
1.618 |
1.3654 |
|
2.618 |
1.3542 |
|
4.250 |
1.3359 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3908 |
1.3916 |
| PP |
1.3899 |
1.3916 |
| S1 |
1.3891 |
1.3916 |
|