CME British Pound Future September 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 |
1.4018 |
1.3880 |
-0.0138 |
-1.0% |
1.4124 |
High |
1.4018 |
1.3933 |
-0.0085 |
-0.6% |
1.4169 |
Low |
1.3880 |
1.3880 |
0.0000 |
0.0% |
1.3880 |
Close |
1.3880 |
1.3933 |
0.0053 |
0.4% |
1.3880 |
Range |
0.0138 |
0.0053 |
-0.0085 |
-61.6% |
0.0289 |
ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
214 |
2 |
-212 |
-99.1% |
222 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4074 |
1.4057 |
1.3962 |
|
R3 |
1.4021 |
1.4004 |
1.3948 |
|
R2 |
1.3968 |
1.3968 |
1.3943 |
|
R1 |
1.3951 |
1.3951 |
1.3938 |
1.3960 |
PP |
1.3915 |
1.3915 |
1.3915 |
1.3920 |
S1 |
1.3898 |
1.3898 |
1.3928 |
1.3907 |
S2 |
1.3862 |
1.3862 |
1.3923 |
|
S3 |
1.3809 |
1.3845 |
1.3918 |
|
S4 |
1.3756 |
1.3792 |
1.3904 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4843 |
1.4651 |
1.4039 |
|
R3 |
1.4554 |
1.4362 |
1.3959 |
|
R2 |
1.4265 |
1.4265 |
1.3933 |
|
R1 |
1.4073 |
1.4073 |
1.3906 |
1.4025 |
PP |
1.3976 |
1.3976 |
1.3976 |
1.3952 |
S1 |
1.3784 |
1.3784 |
1.3854 |
1.3736 |
S2 |
1.3687 |
1.3687 |
1.3827 |
|
S3 |
1.3398 |
1.3495 |
1.3801 |
|
S4 |
1.3109 |
1.3206 |
1.3721 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4124 |
1.3880 |
0.0244 |
1.8% |
0.0058 |
0.4% |
22% |
False |
True |
44 |
10 |
1.4392 |
1.3880 |
0.0512 |
3.7% |
0.0047 |
0.3% |
10% |
False |
True |
27 |
20 |
1.4614 |
1.3880 |
0.0734 |
5.3% |
0.0039 |
0.3% |
7% |
False |
True |
14 |
40 |
1.4748 |
1.3880 |
0.0868 |
6.2% |
0.0028 |
0.2% |
6% |
False |
True |
13 |
60 |
1.5239 |
1.3880 |
0.1359 |
9.8% |
0.0020 |
0.1% |
4% |
False |
True |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4158 |
2.618 |
1.4072 |
1.618 |
1.4019 |
1.000 |
1.3986 |
0.618 |
1.3966 |
HIGH |
1.3933 |
0.618 |
1.3913 |
0.500 |
1.3907 |
0.382 |
1.3900 |
LOW |
1.3880 |
0.618 |
1.3847 |
1.000 |
1.3827 |
1.618 |
1.3794 |
2.618 |
1.3741 |
4.250 |
1.3655 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.3924 |
1.3949 |
PP |
1.3915 |
1.3944 |
S1 |
1.3907 |
1.3938 |
|