CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4502 |
1.4307 |
-0.0195 |
-1.3% |
1.4499 |
| High |
1.4535 |
1.4340 |
-0.0195 |
-1.3% |
1.4579 |
| Low |
1.4275 |
1.4233 |
-0.0042 |
-0.3% |
1.4352 |
| Close |
1.4285 |
1.4288 |
0.0003 |
0.0% |
1.4519 |
| Range |
0.0260 |
0.0107 |
-0.0153 |
-58.8% |
0.0227 |
| ATR |
0.0161 |
0.0157 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
131,677 |
88,733 |
-42,944 |
-32.6% |
451,723 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4608 |
1.4555 |
1.4347 |
|
| R3 |
1.4501 |
1.4448 |
1.4317 |
|
| R2 |
1.4394 |
1.4394 |
1.4308 |
|
| R1 |
1.4341 |
1.4341 |
1.4298 |
1.4314 |
| PP |
1.4287 |
1.4287 |
1.4287 |
1.4274 |
| S1 |
1.4234 |
1.4234 |
1.4278 |
1.4207 |
| S2 |
1.4180 |
1.4180 |
1.4268 |
|
| S3 |
1.4073 |
1.4127 |
1.4259 |
|
| S4 |
1.3966 |
1.4020 |
1.4229 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5164 |
1.5069 |
1.4644 |
|
| R3 |
1.4937 |
1.4842 |
1.4581 |
|
| R2 |
1.4710 |
1.4710 |
1.4561 |
|
| R1 |
1.4615 |
1.4615 |
1.4540 |
1.4663 |
| PP |
1.4483 |
1.4483 |
1.4483 |
1.4507 |
| S1 |
1.4388 |
1.4388 |
1.4498 |
1.4436 |
| S2 |
1.4256 |
1.4256 |
1.4477 |
|
| S3 |
1.4029 |
1.4161 |
1.4457 |
|
| S4 |
1.3802 |
1.3934 |
1.4394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4579 |
1.4233 |
0.0346 |
2.4% |
0.0163 |
1.1% |
16% |
False |
True |
101,142 |
| 10 |
1.4674 |
1.4233 |
0.0441 |
3.1% |
0.0170 |
1.2% |
12% |
False |
True |
103,019 |
| 20 |
1.4674 |
1.4079 |
0.0595 |
4.2% |
0.0165 |
1.2% |
35% |
False |
False |
103,949 |
| 40 |
1.4952 |
1.4079 |
0.0873 |
6.1% |
0.0137 |
1.0% |
24% |
False |
False |
89,734 |
| 60 |
1.5337 |
1.4079 |
0.1258 |
8.8% |
0.0130 |
0.9% |
17% |
False |
False |
71,266 |
| 80 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0121 |
0.8% |
15% |
False |
False |
53,530 |
| 100 |
1.5496 |
1.4079 |
0.1417 |
9.9% |
0.0116 |
0.8% |
15% |
False |
False |
42,828 |
| 120 |
1.5691 |
1.4079 |
0.1612 |
11.3% |
0.0113 |
0.8% |
13% |
False |
False |
35,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4795 |
|
2.618 |
1.4620 |
|
1.618 |
1.4513 |
|
1.000 |
1.4447 |
|
0.618 |
1.4406 |
|
HIGH |
1.4340 |
|
0.618 |
1.4299 |
|
0.500 |
1.4287 |
|
0.382 |
1.4274 |
|
LOW |
1.4233 |
|
0.618 |
1.4167 |
|
1.000 |
1.4126 |
|
1.618 |
1.4060 |
|
2.618 |
1.3953 |
|
4.250 |
1.3778 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4288 |
1.4402 |
| PP |
1.4287 |
1.4364 |
| S1 |
1.4287 |
1.4326 |
|