CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4294 |
1.4151 |
-0.0143 |
-1.0% |
1.4502 |
| High |
1.4305 |
1.4157 |
-0.0148 |
-1.0% |
1.4535 |
| Low |
1.4059 |
1.4007 |
-0.0052 |
-0.4% |
1.4233 |
| Close |
1.4153 |
1.4018 |
-0.0135 |
-1.0% |
1.4361 |
| Range |
0.0246 |
0.0150 |
-0.0096 |
-39.0% |
0.0302 |
| ATR |
0.0167 |
0.0165 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
116,106 |
94,868 |
-21,238 |
-18.3% |
395,128 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4511 |
1.4414 |
1.4101 |
|
| R3 |
1.4361 |
1.4264 |
1.4059 |
|
| R2 |
1.4211 |
1.4211 |
1.4046 |
|
| R1 |
1.4114 |
1.4114 |
1.4032 |
1.4088 |
| PP |
1.4061 |
1.4061 |
1.4061 |
1.4047 |
| S1 |
1.3964 |
1.3964 |
1.4004 |
1.3938 |
| S2 |
1.3911 |
1.3911 |
1.3991 |
|
| S3 |
1.3761 |
1.3814 |
1.3977 |
|
| S4 |
1.3611 |
1.3664 |
1.3936 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5282 |
1.5124 |
1.4527 |
|
| R3 |
1.4980 |
1.4822 |
1.4444 |
|
| R2 |
1.4678 |
1.4678 |
1.4416 |
|
| R1 |
1.4520 |
1.4520 |
1.4389 |
1.4448 |
| PP |
1.4376 |
1.4376 |
1.4376 |
1.4341 |
| S1 |
1.4218 |
1.4218 |
1.4333 |
1.4146 |
| S2 |
1.4074 |
1.4074 |
1.4306 |
|
| S3 |
1.3772 |
1.3916 |
1.4278 |
|
| S4 |
1.3470 |
1.3614 |
1.4195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4415 |
1.4007 |
0.0408 |
2.9% |
0.0162 |
1.2% |
3% |
False |
True |
94,885 |
| 10 |
1.4579 |
1.4007 |
0.0572 |
4.1% |
0.0166 |
1.2% |
2% |
False |
True |
98,133 |
| 20 |
1.4674 |
1.4007 |
0.0667 |
4.8% |
0.0175 |
1.2% |
2% |
False |
True |
103,155 |
| 40 |
1.4949 |
1.4007 |
0.0942 |
6.7% |
0.0147 |
1.1% |
1% |
False |
True |
93,687 |
| 60 |
1.5242 |
1.4007 |
0.1235 |
8.8% |
0.0136 |
1.0% |
1% |
False |
True |
77,668 |
| 80 |
1.5488 |
1.4007 |
0.1481 |
10.6% |
0.0125 |
0.9% |
1% |
False |
True |
58,349 |
| 100 |
1.5496 |
1.4007 |
0.1489 |
10.6% |
0.0120 |
0.9% |
1% |
False |
True |
46,684 |
| 120 |
1.5640 |
1.4007 |
0.1633 |
11.6% |
0.0114 |
0.8% |
1% |
False |
True |
38,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4795 |
|
2.618 |
1.4550 |
|
1.618 |
1.4400 |
|
1.000 |
1.4307 |
|
0.618 |
1.4250 |
|
HIGH |
1.4157 |
|
0.618 |
1.4100 |
|
0.500 |
1.4082 |
|
0.382 |
1.4064 |
|
LOW |
1.4007 |
|
0.618 |
1.3914 |
|
1.000 |
1.3857 |
|
1.618 |
1.3764 |
|
2.618 |
1.3614 |
|
4.250 |
1.3370 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4082 |
1.4211 |
| PP |
1.4061 |
1.4147 |
| S1 |
1.4039 |
1.4082 |
|