CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4514 |
1.4426 |
-0.0088 |
-0.6% |
1.4263 |
| High |
1.4550 |
1.4510 |
-0.0040 |
-0.3% |
1.4673 |
| Low |
1.4360 |
1.4399 |
0.0039 |
0.3% |
1.4259 |
| Close |
1.4445 |
1.4460 |
0.0015 |
0.1% |
1.4503 |
| Range |
0.0190 |
0.0111 |
-0.0079 |
-41.6% |
0.0414 |
| ATR |
0.0136 |
0.0135 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
876 |
618 |
-258 |
-29.5% |
1,843 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4789 |
1.4736 |
1.4521 |
|
| R3 |
1.4678 |
1.4625 |
1.4491 |
|
| R2 |
1.4567 |
1.4567 |
1.4480 |
|
| R1 |
1.4514 |
1.4514 |
1.4470 |
1.4541 |
| PP |
1.4456 |
1.4456 |
1.4456 |
1.4470 |
| S1 |
1.4403 |
1.4403 |
1.4450 |
1.4430 |
| S2 |
1.4345 |
1.4345 |
1.4440 |
|
| S3 |
1.4234 |
1.4292 |
1.4429 |
|
| S4 |
1.4123 |
1.4181 |
1.4399 |
|
|
| 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 |
1.4360 |
0.0313 |
2.2% |
0.0146 |
1.0% |
32% |
False |
False |
555 |
| 10 |
1.4673 |
1.4162 |
0.0511 |
3.5% |
0.0150 |
1.0% |
58% |
False |
False |
359 |
| 20 |
1.4673 |
1.4090 |
0.0583 |
4.0% |
0.0137 |
0.9% |
63% |
False |
False |
227 |
| 40 |
1.5233 |
1.4090 |
0.1143 |
7.9% |
0.0106 |
0.7% |
32% |
False |
False |
136 |
| 60 |
1.5326 |
1.4090 |
0.1236 |
8.5% |
0.0087 |
0.6% |
30% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4982 |
|
2.618 |
1.4801 |
|
1.618 |
1.4690 |
|
1.000 |
1.4621 |
|
0.618 |
1.4579 |
|
HIGH |
1.4510 |
|
0.618 |
1.4468 |
|
0.500 |
1.4455 |
|
0.382 |
1.4441 |
|
LOW |
1.4399 |
|
0.618 |
1.4330 |
|
1.000 |
1.4288 |
|
1.618 |
1.4219 |
|
2.618 |
1.4108 |
|
4.250 |
1.3927 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4458 |
1.4459 |
| PP |
1.4456 |
1.4457 |
| S1 |
1.4455 |
1.4456 |
|