CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3935 |
1.3965 |
0.0030 |
0.2% |
1.4309 |
| High |
1.4025 |
1.4098 |
0.0073 |
0.5% |
1.4309 |
| Low |
1.3910 |
1.3921 |
0.0011 |
0.1% |
1.3861 |
| Close |
1.3958 |
1.4080 |
0.0122 |
0.9% |
1.3869 |
| Range |
0.0115 |
0.0177 |
0.0062 |
53.9% |
0.0448 |
| ATR |
0.0143 |
0.0145 |
0.0002 |
1.7% |
0.0000 |
| Volume |
2,238 |
7,628 |
5,390 |
240.8% |
3,760 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4564 |
1.4499 |
1.4177 |
|
| R3 |
1.4387 |
1.4322 |
1.4129 |
|
| R2 |
1.4210 |
1.4210 |
1.4112 |
|
| R1 |
1.4145 |
1.4145 |
1.4096 |
1.4178 |
| PP |
1.4033 |
1.4033 |
1.4033 |
1.4049 |
| S1 |
1.3968 |
1.3968 |
1.4064 |
1.4001 |
| S2 |
1.3856 |
1.3856 |
1.4048 |
|
| S3 |
1.3679 |
1.3791 |
1.4031 |
|
| S4 |
1.3502 |
1.3614 |
1.3983 |
|
|
| 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 |
1.4098 |
1.3844 |
0.0254 |
1.8% |
0.0134 |
1.0% |
93% |
True |
False |
3,209 |
| 10 |
1.4415 |
1.3844 |
0.0571 |
4.1% |
0.0147 |
1.0% |
41% |
False |
False |
1,859 |
| 20 |
1.4673 |
1.3844 |
0.0829 |
5.9% |
0.0146 |
1.0% |
28% |
False |
False |
1,141 |
| 40 |
1.4718 |
1.3844 |
0.0874 |
6.2% |
0.0132 |
0.9% |
27% |
False |
False |
619 |
| 60 |
1.5233 |
1.3844 |
0.1389 |
9.9% |
0.0110 |
0.8% |
17% |
False |
False |
426 |
| 80 |
1.5391 |
1.3844 |
0.1547 |
11.0% |
0.0099 |
0.7% |
15% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4850 |
|
2.618 |
1.4561 |
|
1.618 |
1.4384 |
|
1.000 |
1.4275 |
|
0.618 |
1.4207 |
|
HIGH |
1.4098 |
|
0.618 |
1.4030 |
|
0.500 |
1.4010 |
|
0.382 |
1.3989 |
|
LOW |
1.3921 |
|
0.618 |
1.3812 |
|
1.000 |
1.3744 |
|
1.618 |
1.3635 |
|
2.618 |
1.3458 |
|
4.250 |
1.3169 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4057 |
1.4044 |
| PP |
1.4033 |
1.4007 |
| S1 |
1.4010 |
1.3971 |
|