CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4299 |
1.4342 |
0.0043 |
0.3% |
1.4501 |
| High |
1.4390 |
1.4415 |
0.0025 |
0.2% |
1.4538 |
| Low |
1.4266 |
1.4256 |
-0.0010 |
-0.1% |
1.4240 |
| Close |
1.4323 |
1.4367 |
0.0044 |
0.3% |
1.4367 |
| Range |
0.0124 |
0.0159 |
0.0035 |
28.2% |
0.0298 |
| ATR |
0.0137 |
0.0139 |
0.0002 |
1.1% |
0.0000 |
| Volume |
165 |
252 |
87 |
52.7% |
1,238 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4823 |
1.4754 |
1.4454 |
|
| R3 |
1.4664 |
1.4595 |
1.4411 |
|
| R2 |
1.4505 |
1.4505 |
1.4396 |
|
| R1 |
1.4436 |
1.4436 |
1.4382 |
1.4471 |
| PP |
1.4346 |
1.4346 |
1.4346 |
1.4363 |
| S1 |
1.4277 |
1.4277 |
1.4352 |
1.4312 |
| S2 |
1.4187 |
1.4187 |
1.4338 |
|
| S3 |
1.4028 |
1.4118 |
1.4323 |
|
| S4 |
1.3869 |
1.3959 |
1.4280 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5276 |
1.5119 |
1.4531 |
|
| R3 |
1.4978 |
1.4821 |
1.4449 |
|
| R2 |
1.4680 |
1.4680 |
1.4422 |
|
| R1 |
1.4523 |
1.4523 |
1.4394 |
1.4453 |
| PP |
1.4382 |
1.4382 |
1.4382 |
1.4346 |
| S1 |
1.4225 |
1.4225 |
1.4340 |
1.4155 |
| S2 |
1.4084 |
1.4084 |
1.4312 |
|
| S3 |
1.3786 |
1.3927 |
1.4285 |
|
| S4 |
1.3488 |
1.3629 |
1.4203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4566 |
1.4240 |
0.0326 |
2.3% |
0.0148 |
1.0% |
39% |
False |
False |
290 |
| 10 |
1.4566 |
1.4240 |
0.0326 |
2.3% |
0.0140 |
1.0% |
39% |
False |
False |
347 |
| 20 |
1.4673 |
1.4162 |
0.0511 |
3.6% |
0.0143 |
1.0% |
40% |
False |
False |
287 |
| 40 |
1.4950 |
1.4090 |
0.0860 |
6.0% |
0.0119 |
0.8% |
32% |
False |
False |
172 |
| 60 |
1.5233 |
1.4090 |
0.1143 |
8.0% |
0.0099 |
0.7% |
24% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5091 |
|
2.618 |
1.4831 |
|
1.618 |
1.4672 |
|
1.000 |
1.4574 |
|
0.618 |
1.4513 |
|
HIGH |
1.4415 |
|
0.618 |
1.4354 |
|
0.500 |
1.4336 |
|
0.382 |
1.4317 |
|
LOW |
1.4256 |
|
0.618 |
1.4158 |
|
1.000 |
1.4097 |
|
1.618 |
1.3999 |
|
2.618 |
1.3840 |
|
4.250 |
1.3580 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4357 |
1.4354 |
| PP |
1.4346 |
1.4341 |
| S1 |
1.4336 |
1.4328 |
|