CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4263 |
1.4428 |
0.0165 |
1.2% |
1.4257 |
| High |
1.4448 |
1.4431 |
-0.0017 |
-0.1% |
1.4420 |
| Low |
1.4259 |
1.4340 |
0.0081 |
0.6% |
1.4162 |
| Close |
1.4448 |
1.4419 |
-0.0029 |
-0.2% |
1.4247 |
| Range |
0.0189 |
0.0091 |
-0.0098 |
-51.9% |
0.0258 |
| ATR |
0.0128 |
0.0126 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
170 |
390 |
220 |
129.4% |
491 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4670 |
1.4635 |
1.4469 |
|
| R3 |
1.4579 |
1.4544 |
1.4444 |
|
| R2 |
1.4488 |
1.4488 |
1.4436 |
|
| R1 |
1.4453 |
1.4453 |
1.4427 |
1.4425 |
| PP |
1.4397 |
1.4397 |
1.4397 |
1.4383 |
| S1 |
1.4362 |
1.4362 |
1.4411 |
1.4334 |
| S2 |
1.4306 |
1.4306 |
1.4402 |
|
| S3 |
1.4215 |
1.4271 |
1.4394 |
|
| S4 |
1.4124 |
1.4180 |
1.4369 |
|
|
| 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% |
0.0154 |
1.1% |
90% |
False |
False |
164 |
| 10 |
1.4448 |
1.4090 |
0.0358 |
2.5% |
0.0133 |
0.9% |
92% |
False |
False |
129 |
| 20 |
1.4718 |
1.4090 |
0.0628 |
4.4% |
0.0118 |
0.8% |
52% |
False |
False |
97 |
| 40 |
1.5233 |
1.4090 |
0.1143 |
7.9% |
0.0092 |
0.6% |
29% |
False |
False |
69 |
| 60 |
1.5391 |
1.4090 |
0.1301 |
9.0% |
0.0084 |
0.6% |
25% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4818 |
|
2.618 |
1.4669 |
|
1.618 |
1.4578 |
|
1.000 |
1.4522 |
|
0.618 |
1.4487 |
|
HIGH |
1.4431 |
|
0.618 |
1.4396 |
|
0.500 |
1.4386 |
|
0.382 |
1.4375 |
|
LOW |
1.4340 |
|
0.618 |
1.4284 |
|
1.000 |
1.4249 |
|
1.618 |
1.4193 |
|
2.618 |
1.4102 |
|
4.250 |
1.3953 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4408 |
1.4381 |
| PP |
1.4397 |
1.4343 |
| S1 |
1.4386 |
1.4305 |
|