CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3931 |
1.3956 |
0.0025 |
0.2% |
1.4294 |
| High |
1.3996 |
1.3863 |
-0.0133 |
-1.0% |
1.4305 |
| Low |
1.3901 |
1.3863 |
-0.0038 |
-0.3% |
1.3863 |
| Close |
1.3976 |
1.3863 |
-0.0113 |
-0.8% |
1.3863 |
| Range |
0.0095 |
0.0000 |
-0.0095 |
-100.0% |
0.0442 |
| ATR |
0.0159 |
0.0156 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
89,065 |
96,892 |
7,827 |
8.8% |
515,765 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3863 |
1.3863 |
1.3863 |
|
| R3 |
1.3863 |
1.3863 |
1.3863 |
|
| R2 |
1.3863 |
1.3863 |
1.3863 |
|
| R1 |
1.3863 |
1.3863 |
1.3863 |
1.3863 |
| PP |
1.3863 |
1.3863 |
1.3863 |
1.3863 |
| S1 |
1.3863 |
1.3863 |
1.3863 |
1.3863 |
| S2 |
1.3863 |
1.3863 |
1.3863 |
|
| S3 |
1.3863 |
1.3863 |
1.3863 |
|
| S4 |
1.3863 |
1.3863 |
1.3863 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5336 |
1.5042 |
1.4106 |
|
| R3 |
1.4894 |
1.4600 |
1.3985 |
|
| R2 |
1.4452 |
1.4452 |
1.3944 |
|
| R1 |
1.4158 |
1.4158 |
1.3904 |
1.4084 |
| PP |
1.4010 |
1.4010 |
1.4010 |
1.3974 |
| S1 |
1.3716 |
1.3716 |
1.3822 |
1.3642 |
| S2 |
1.3568 |
1.3568 |
1.3782 |
|
| S3 |
1.3126 |
1.3274 |
1.3741 |
|
| S4 |
1.2684 |
1.2832 |
1.3620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4305 |
1.3863 |
0.0442 |
3.2% |
0.0128 |
0.9% |
0% |
False |
True |
103,153 |
| 10 |
1.4571 |
1.3863 |
0.0708 |
5.1% |
0.0144 |
1.0% |
0% |
False |
True |
99,832 |
| 20 |
1.4674 |
1.3863 |
0.0811 |
5.9% |
0.0162 |
1.2% |
0% |
False |
True |
103,389 |
| 40 |
1.4849 |
1.3863 |
0.0986 |
7.1% |
0.0147 |
1.1% |
0% |
False |
True |
98,525 |
| 60 |
1.5242 |
1.3863 |
0.1379 |
9.9% |
0.0136 |
1.0% |
0% |
False |
True |
82,672 |
| 80 |
1.5488 |
1.3863 |
0.1625 |
11.7% |
0.0124 |
0.9% |
0% |
False |
True |
62,155 |
| 100 |
1.5496 |
1.3863 |
0.1633 |
11.8% |
0.0119 |
0.9% |
0% |
False |
True |
49,731 |
| 120 |
1.5640 |
1.3863 |
0.1777 |
12.8% |
0.0115 |
0.8% |
0% |
False |
True |
41,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3863 |
|
2.618 |
1.3863 |
|
1.618 |
1.3863 |
|
1.000 |
1.3863 |
|
0.618 |
1.3863 |
|
HIGH |
1.3863 |
|
0.618 |
1.3863 |
|
0.500 |
1.3863 |
|
0.382 |
1.3863 |
|
LOW |
1.3863 |
|
0.618 |
1.3863 |
|
1.000 |
1.3863 |
|
1.618 |
1.3863 |
|
2.618 |
1.3863 |
|
4.250 |
1.3863 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3863 |
1.3945 |
| PP |
1.3863 |
1.3918 |
| S1 |
1.3863 |
1.3890 |
|