CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3969 |
1.3874 |
-0.0095 |
-0.7% |
1.4309 |
| High |
1.4042 |
1.3952 |
-0.0090 |
-0.6% |
1.4309 |
| Low |
1.3861 |
1.3844 |
-0.0017 |
-0.1% |
1.3861 |
| Close |
1.3869 |
1.3922 |
0.0053 |
0.4% |
1.3869 |
| Range |
0.0181 |
0.0108 |
-0.0073 |
-40.3% |
0.0448 |
| ATR |
0.0147 |
0.0145 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
1,033 |
4,550 |
3,517 |
340.5% |
3,760 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4230 |
1.4184 |
1.3981 |
|
| R3 |
1.4122 |
1.4076 |
1.3952 |
|
| R2 |
1.4014 |
1.4014 |
1.3942 |
|
| R1 |
1.3968 |
1.3968 |
1.3932 |
1.3991 |
| PP |
1.3906 |
1.3906 |
1.3906 |
1.3918 |
| S1 |
1.3860 |
1.3860 |
1.3912 |
1.3883 |
| S2 |
1.3798 |
1.3798 |
1.3902 |
|
| S3 |
1.3690 |
1.3752 |
1.3892 |
|
| S4 |
1.3582 |
1.3644 |
1.3863 |
|
|
| 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 |
1.4154 |
1.3844 |
0.0310 |
2.2% |
0.0132 |
0.9% |
25% |
False |
True |
1,540 |
| 10 |
1.4538 |
1.3844 |
0.0694 |
5.0% |
0.0153 |
1.1% |
11% |
False |
True |
954 |
| 20 |
1.4673 |
1.3844 |
0.0829 |
6.0% |
0.0146 |
1.0% |
9% |
False |
True |
675 |
| 40 |
1.4831 |
1.3844 |
0.0987 |
7.1% |
0.0131 |
0.9% |
8% |
False |
True |
375 |
| 60 |
1.5233 |
1.3844 |
0.1389 |
10.0% |
0.0111 |
0.8% |
6% |
False |
True |
263 |
| 80 |
1.5434 |
1.3844 |
0.1590 |
11.4% |
0.0097 |
0.7% |
5% |
False |
True |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4411 |
|
2.618 |
1.4235 |
|
1.618 |
1.4127 |
|
1.000 |
1.4060 |
|
0.618 |
1.4019 |
|
HIGH |
1.3952 |
|
0.618 |
1.3911 |
|
0.500 |
1.3898 |
|
0.382 |
1.3885 |
|
LOW |
1.3844 |
|
0.618 |
1.3777 |
|
1.000 |
1.3736 |
|
1.618 |
1.3669 |
|
2.618 |
1.3561 |
|
4.250 |
1.3385 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3914 |
1.3943 |
| PP |
1.3906 |
1.3936 |
| S1 |
1.3898 |
1.3929 |
|