CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3940 |
1.3969 |
0.0029 |
0.2% |
1.4309 |
| High |
1.3999 |
1.4042 |
0.0043 |
0.3% |
1.4309 |
| Low |
1.3910 |
1.3861 |
-0.0049 |
-0.4% |
1.3861 |
| Close |
1.3982 |
1.3869 |
-0.0113 |
-0.8% |
1.3869 |
| Range |
0.0089 |
0.0181 |
0.0092 |
103.4% |
0.0448 |
| ATR |
0.0145 |
0.0147 |
0.0003 |
1.8% |
0.0000 |
| Volume |
599 |
1,033 |
434 |
72.5% |
3,760 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4467 |
1.4349 |
1.3969 |
|
| R3 |
1.4286 |
1.4168 |
1.3919 |
|
| R2 |
1.4105 |
1.4105 |
1.3902 |
|
| R1 |
1.3987 |
1.3987 |
1.3886 |
1.3956 |
| PP |
1.3924 |
1.3924 |
1.3924 |
1.3908 |
| S1 |
1.3806 |
1.3806 |
1.3852 |
1.3775 |
| S2 |
1.3743 |
1.3743 |
1.3836 |
|
| S3 |
1.3562 |
1.3625 |
1.3819 |
|
| S4 |
1.3381 |
1.3444 |
1.3769 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5357 |
1.5061 |
1.4115 |
|
| R3 |
1.4909 |
1.4613 |
1.3992 |
|
| R2 |
1.4461 |
1.4461 |
1.3951 |
|
| R1 |
1.4165 |
1.4165 |
1.3910 |
1.4089 |
| PP |
1.4013 |
1.4013 |
1.4013 |
1.3975 |
| S1 |
1.3717 |
1.3717 |
1.3828 |
1.3641 |
| S2 |
1.3565 |
1.3565 |
1.3787 |
|
| S3 |
1.3117 |
1.3269 |
1.3746 |
|
| S4 |
1.2669 |
1.2821 |
1.3623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4309 |
1.3861 |
0.0448 |
3.2% |
0.0158 |
1.1% |
2% |
False |
True |
752 |
| 10 |
1.4566 |
1.3861 |
0.0705 |
5.1% |
0.0153 |
1.1% |
1% |
False |
True |
521 |
| 20 |
1.4673 |
1.3861 |
0.0812 |
5.9% |
0.0153 |
1.1% |
1% |
False |
True |
452 |
| 40 |
1.4844 |
1.3861 |
0.0983 |
7.1% |
0.0129 |
0.9% |
1% |
False |
True |
262 |
| 60 |
1.5233 |
1.3861 |
0.1372 |
9.9% |
0.0109 |
0.8% |
1% |
False |
True |
187 |
| 80 |
1.5463 |
1.3861 |
0.1602 |
11.6% |
0.0097 |
0.7% |
0% |
False |
True |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4811 |
|
2.618 |
1.4516 |
|
1.618 |
1.4335 |
|
1.000 |
1.4223 |
|
0.618 |
1.4154 |
|
HIGH |
1.4042 |
|
0.618 |
1.3973 |
|
0.500 |
1.3952 |
|
0.382 |
1.3930 |
|
LOW |
1.3861 |
|
0.618 |
1.3749 |
|
1.000 |
1.3680 |
|
1.618 |
1.3568 |
|
2.618 |
1.3387 |
|
4.250 |
1.3092 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3952 |
1.3952 |
| PP |
1.3924 |
1.3924 |
| S1 |
1.3897 |
1.3897 |
|