CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4594 |
1.4577 |
-0.0017 |
-0.1% |
1.4240 |
| High |
1.4674 |
1.4595 |
-0.0079 |
-0.5% |
1.4674 |
| Low |
1.4530 |
1.4453 |
-0.0077 |
-0.5% |
1.4229 |
| Close |
1.4599 |
1.4499 |
-0.0100 |
-0.7% |
1.4499 |
| Range |
0.0144 |
0.0142 |
-0.0002 |
-1.4% |
0.0445 |
| ATR |
0.0152 |
0.0152 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
123,990 |
101,381 |
-22,609 |
-18.2% |
564,970 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4942 |
1.4862 |
1.4577 |
|
| R3 |
1.4800 |
1.4720 |
1.4538 |
|
| R2 |
1.4658 |
1.4658 |
1.4525 |
|
| R1 |
1.4578 |
1.4578 |
1.4512 |
1.4547 |
| PP |
1.4516 |
1.4516 |
1.4516 |
1.4500 |
| S1 |
1.4436 |
1.4436 |
1.4486 |
1.4405 |
| S2 |
1.4374 |
1.4374 |
1.4473 |
|
| S3 |
1.4232 |
1.4294 |
1.4460 |
|
| S4 |
1.4090 |
1.4152 |
1.4421 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5802 |
1.5596 |
1.4744 |
|
| R3 |
1.5357 |
1.5151 |
1.4621 |
|
| R2 |
1.4912 |
1.4912 |
1.4581 |
|
| R1 |
1.4706 |
1.4706 |
1.4540 |
1.4809 |
| PP |
1.4467 |
1.4467 |
1.4467 |
1.4519 |
| S1 |
1.4261 |
1.4261 |
1.4458 |
1.4364 |
| S2 |
1.4022 |
1.4022 |
1.4417 |
|
| S3 |
1.3577 |
1.3816 |
1.4377 |
|
| S4 |
1.3132 |
1.3371 |
1.4254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4674 |
1.4229 |
0.0445 |
3.1% |
0.0178 |
1.2% |
61% |
False |
False |
112,994 |
| 10 |
1.4674 |
1.4150 |
0.0524 |
3.6% |
0.0173 |
1.2% |
67% |
False |
False |
107,485 |
| 20 |
1.4674 |
1.4079 |
0.0595 |
4.1% |
0.0159 |
1.1% |
71% |
False |
False |
106,665 |
| 40 |
1.5242 |
1.4079 |
0.1163 |
8.0% |
0.0132 |
0.9% |
36% |
False |
False |
88,029 |
| 60 |
1.5337 |
1.4079 |
0.1258 |
8.7% |
0.0119 |
0.8% |
33% |
False |
False |
60,095 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.8% |
0.0116 |
0.8% |
30% |
False |
False |
45,131 |
| 100 |
1.5640 |
1.4079 |
0.1561 |
10.8% |
0.0114 |
0.8% |
27% |
False |
False |
36,110 |
| 120 |
1.5789 |
1.4079 |
0.1710 |
11.8% |
0.0107 |
0.7% |
25% |
False |
False |
30,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5199 |
|
2.618 |
1.4967 |
|
1.618 |
1.4825 |
|
1.000 |
1.4737 |
|
0.618 |
1.4683 |
|
HIGH |
1.4595 |
|
0.618 |
1.4541 |
|
0.500 |
1.4524 |
|
0.382 |
1.4507 |
|
LOW |
1.4453 |
|
0.618 |
1.4365 |
|
1.000 |
1.4311 |
|
1.618 |
1.4223 |
|
2.618 |
1.4081 |
|
4.250 |
1.3850 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4524 |
1.4530 |
| PP |
1.4516 |
1.4519 |
| S1 |
1.4507 |
1.4509 |
|