CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4240 |
1.4422 |
0.0182 |
1.3% |
1.4269 |
| High |
1.4446 |
1.4447 |
0.0001 |
0.0% |
1.4414 |
| Low |
1.4229 |
1.4327 |
0.0098 |
0.7% |
1.4150 |
| Close |
1.4443 |
1.4414 |
-0.0029 |
-0.2% |
1.4242 |
| Range |
0.0217 |
0.0120 |
-0.0097 |
-44.7% |
0.0264 |
| ATR |
0.0146 |
0.0144 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
109,523 |
97,386 |
-12,137 |
-11.1% |
509,886 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4756 |
1.4705 |
1.4480 |
|
| R3 |
1.4636 |
1.4585 |
1.4447 |
|
| R2 |
1.4516 |
1.4516 |
1.4436 |
|
| R1 |
1.4465 |
1.4465 |
1.4425 |
1.4431 |
| PP |
1.4396 |
1.4396 |
1.4396 |
1.4379 |
| S1 |
1.4345 |
1.4345 |
1.4403 |
1.4311 |
| S2 |
1.4276 |
1.4276 |
1.4392 |
|
| S3 |
1.4156 |
1.4225 |
1.4381 |
|
| S4 |
1.4036 |
1.4105 |
1.4348 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5061 |
1.4915 |
1.4387 |
|
| R3 |
1.4797 |
1.4651 |
1.4315 |
|
| R2 |
1.4533 |
1.4533 |
1.4290 |
|
| R1 |
1.4387 |
1.4387 |
1.4266 |
1.4328 |
| PP |
1.4269 |
1.4269 |
1.4269 |
1.4239 |
| S1 |
1.4123 |
1.4123 |
1.4218 |
1.4064 |
| S2 |
1.4005 |
1.4005 |
1.4194 |
|
| S3 |
1.3741 |
1.3859 |
1.4169 |
|
| S4 |
1.3477 |
1.3595 |
1.4097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4447 |
1.4150 |
0.0297 |
2.1% |
0.0179 |
1.2% |
89% |
True |
False |
111,058 |
| 10 |
1.4447 |
1.4079 |
0.0368 |
2.6% |
0.0160 |
1.1% |
91% |
True |
False |
104,879 |
| 20 |
1.4727 |
1.4079 |
0.0648 |
4.5% |
0.0145 |
1.0% |
52% |
False |
False |
101,414 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.1% |
0.0125 |
0.9% |
29% |
False |
False |
80,652 |
| 60 |
1.5393 |
1.4079 |
0.1314 |
9.1% |
0.0117 |
0.8% |
25% |
False |
False |
54,192 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.8% |
0.0112 |
0.8% |
24% |
False |
False |
40,655 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.8% |
0.0111 |
0.8% |
21% |
False |
False |
32,530 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.9% |
0.0104 |
0.7% |
20% |
False |
False |
27,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4957 |
|
2.618 |
1.4761 |
|
1.618 |
1.4641 |
|
1.000 |
1.4567 |
|
0.618 |
1.4521 |
|
HIGH |
1.4447 |
|
0.618 |
1.4401 |
|
0.500 |
1.4387 |
|
0.382 |
1.4373 |
|
LOW |
1.4327 |
|
0.618 |
1.4253 |
|
1.000 |
1.4207 |
|
1.618 |
1.4133 |
|
2.618 |
1.4013 |
|
4.250 |
1.3817 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4405 |
1.4376 |
| PP |
1.4396 |
1.4337 |
| S1 |
1.4387 |
1.4299 |
|