CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4529 |
1.4514 |
-0.0015 |
-0.1% |
1.4263 |
| High |
1.4552 |
1.4550 |
-0.0002 |
0.0% |
1.4673 |
| Low |
1.4460 |
1.4360 |
-0.0100 |
-0.7% |
1.4259 |
| Close |
1.4503 |
1.4445 |
-0.0058 |
-0.4% |
1.4503 |
| Range |
0.0092 |
0.0190 |
0.0098 |
106.5% |
0.0414 |
| ATR |
0.0132 |
0.0136 |
0.0004 |
3.1% |
0.0000 |
| Volume |
117 |
876 |
759 |
648.7% |
1,843 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5022 |
1.4923 |
1.4550 |
|
| R3 |
1.4832 |
1.4733 |
1.4497 |
|
| R2 |
1.4642 |
1.4642 |
1.4480 |
|
| R1 |
1.4543 |
1.4543 |
1.4462 |
1.4498 |
| PP |
1.4452 |
1.4452 |
1.4452 |
1.4429 |
| S1 |
1.4353 |
1.4353 |
1.4428 |
1.4308 |
| S2 |
1.4262 |
1.4262 |
1.4410 |
|
| S3 |
1.4072 |
1.4163 |
1.4393 |
|
| S4 |
1.3882 |
1.3973 |
1.4341 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5720 |
1.5526 |
1.4731 |
|
| R3 |
1.5306 |
1.5112 |
1.4617 |
|
| R2 |
1.4892 |
1.4892 |
1.4579 |
|
| R1 |
1.4698 |
1.4698 |
1.4541 |
1.4795 |
| PP |
1.4478 |
1.4478 |
1.4478 |
1.4527 |
| S1 |
1.4284 |
1.4284 |
1.4465 |
1.4381 |
| S2 |
1.4064 |
1.4064 |
1.4427 |
|
| S3 |
1.3650 |
1.3870 |
1.4389 |
|
| S4 |
1.3236 |
1.3456 |
1.4275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4673 |
1.4340 |
0.0333 |
2.3% |
0.0142 |
1.0% |
32% |
False |
False |
509 |
| 10 |
1.4673 |
1.4162 |
0.0511 |
3.5% |
0.0157 |
1.1% |
55% |
False |
False |
307 |
| 20 |
1.4673 |
1.4090 |
0.0583 |
4.0% |
0.0133 |
0.9% |
61% |
False |
False |
197 |
| 40 |
1.5233 |
1.4090 |
0.1143 |
7.9% |
0.0104 |
0.7% |
31% |
False |
False |
122 |
| 60 |
1.5326 |
1.4090 |
0.1236 |
8.6% |
0.0087 |
0.6% |
29% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5358 |
|
2.618 |
1.5047 |
|
1.618 |
1.4857 |
|
1.000 |
1.4740 |
|
0.618 |
1.4667 |
|
HIGH |
1.4550 |
|
0.618 |
1.4477 |
|
0.500 |
1.4455 |
|
0.382 |
1.4433 |
|
LOW |
1.4360 |
|
0.618 |
1.4243 |
|
1.000 |
1.4170 |
|
1.618 |
1.4053 |
|
2.618 |
1.3863 |
|
4.250 |
1.3553 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4455 |
1.4517 |
| PP |
1.4452 |
1.4493 |
| S1 |
1.4448 |
1.4469 |
|