CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4410 |
1.4263 |
-0.0147 |
-1.0% |
1.4257 |
| High |
1.4420 |
1.4448 |
0.0028 |
0.2% |
1.4420 |
| Low |
1.4162 |
1.4259 |
0.0097 |
0.7% |
1.4162 |
| Close |
1.4247 |
1.4448 |
0.0201 |
1.4% |
1.4247 |
| Range |
0.0258 |
0.0189 |
-0.0069 |
-26.7% |
0.0258 |
| ATR |
0.0122 |
0.0128 |
0.0006 |
4.6% |
0.0000 |
| Volume |
83 |
170 |
87 |
104.8% |
491 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4952 |
1.4889 |
1.4552 |
|
| R3 |
1.4763 |
1.4700 |
1.4500 |
|
| R2 |
1.4574 |
1.4574 |
1.4483 |
|
| R1 |
1.4511 |
1.4511 |
1.4465 |
1.4543 |
| PP |
1.4385 |
1.4385 |
1.4385 |
1.4401 |
| S1 |
1.4322 |
1.4322 |
1.4431 |
1.4354 |
| S2 |
1.4196 |
1.4196 |
1.4413 |
|
| S3 |
1.4007 |
1.4133 |
1.4396 |
|
| S4 |
1.3818 |
1.3944 |
1.4344 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5050 |
1.4907 |
1.4389 |
|
| R3 |
1.4792 |
1.4649 |
1.4318 |
|
| R2 |
1.4534 |
1.4534 |
1.4294 |
|
| R1 |
1.4391 |
1.4391 |
1.4271 |
1.4334 |
| PP |
1.4276 |
1.4276 |
1.4276 |
1.4248 |
| S1 |
1.4133 |
1.4133 |
1.4223 |
1.4076 |
| S2 |
1.4018 |
1.4018 |
1.4200 |
|
| S3 |
1.3760 |
1.3875 |
1.4176 |
|
| S4 |
1.3502 |
1.3617 |
1.4105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4448 |
1.4162 |
0.0286 |
2.0% |
0.0173 |
1.2% |
100% |
True |
False |
104 |
| 10 |
1.4448 |
1.4090 |
0.0358 |
2.5% |
0.0144 |
1.0% |
100% |
True |
False |
102 |
| 20 |
1.4800 |
1.4090 |
0.0710 |
4.9% |
0.0120 |
0.8% |
50% |
False |
False |
82 |
| 40 |
1.5233 |
1.4090 |
0.1143 |
7.9% |
0.0095 |
0.7% |
31% |
False |
False |
60 |
| 60 |
1.5434 |
1.4090 |
0.1344 |
9.3% |
0.0083 |
0.6% |
27% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5251 |
|
2.618 |
1.4943 |
|
1.618 |
1.4754 |
|
1.000 |
1.4637 |
|
0.618 |
1.4565 |
|
HIGH |
1.4448 |
|
0.618 |
1.4376 |
|
0.500 |
1.4354 |
|
0.382 |
1.4331 |
|
LOW |
1.4259 |
|
0.618 |
1.4142 |
|
1.000 |
1.4070 |
|
1.618 |
1.3953 |
|
2.618 |
1.3764 |
|
4.250 |
1.3456 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4417 |
1.4400 |
| PP |
1.4385 |
1.4353 |
| S1 |
1.4354 |
1.4305 |
|