CME British Pound Future June 2016
Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
1.4255 |
1.4410 |
0.0155 |
1.1% |
1.4257 |
High |
1.4406 |
1.4420 |
0.0014 |
0.1% |
1.4420 |
Low |
1.4248 |
1.4162 |
-0.0086 |
-0.6% |
1.4162 |
Close |
1.4368 |
1.4247 |
-0.0121 |
-0.8% |
1.4247 |
Range |
0.0158 |
0.0258 |
0.0100 |
63.3% |
0.0258 |
ATR |
0.0111 |
0.0122 |
0.0010 |
9.4% |
0.0000 |
Volume |
100 |
83 |
-17 |
-17.0% |
491 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5050 |
1.4907 |
1.4389 |
|
R3 |
1.4792 |
1.4649 |
1.4318 |
|
R2 |
1.4534 |
1.4534 |
1.4294 |
|
R1 |
1.4391 |
1.4391 |
1.4271 |
1.4334 |
PP |
1.4276 |
1.4276 |
1.4276 |
1.4248 |
S1 |
1.4133 |
1.4133 |
1.4223 |
1.4076 |
S2 |
1.4018 |
1.4018 |
1.4200 |
|
S3 |
1.3760 |
1.3875 |
1.4176 |
|
S4 |
1.3502 |
1.3617 |
1.4105 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5050 |
1.4907 |
1.4389 |
|
R3 |
1.4792 |
1.4649 |
1.4318 |
|
R2 |
1.4534 |
1.4534 |
1.4294 |
|
R1 |
1.4391 |
1.4391 |
1.4271 |
1.4334 |
PP |
1.4276 |
1.4276 |
1.4276 |
1.4248 |
S1 |
1.4133 |
1.4133 |
1.4223 |
1.4076 |
S2 |
1.4018 |
1.4018 |
1.4200 |
|
S3 |
1.3760 |
1.3875 |
1.4176 |
|
S4 |
1.3502 |
1.3617 |
1.4105 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4420 |
1.4162 |
0.0258 |
1.8% |
0.0146 |
1.0% |
33% |
True |
True |
98 |
10 |
1.4420 |
1.4090 |
0.0330 |
2.3% |
0.0141 |
1.0% |
48% |
True |
False |
94 |
20 |
1.4831 |
1.4090 |
0.0741 |
5.2% |
0.0115 |
0.8% |
21% |
False |
False |
76 |
40 |
1.5233 |
1.4090 |
0.1143 |
8.0% |
0.0093 |
0.7% |
14% |
False |
False |
57 |
60 |
1.5434 |
1.4090 |
0.1344 |
9.4% |
0.0081 |
0.6% |
12% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5517 |
2.618 |
1.5095 |
1.618 |
1.4837 |
1.000 |
1.4678 |
0.618 |
1.4579 |
HIGH |
1.4420 |
0.618 |
1.4321 |
0.500 |
1.4291 |
0.382 |
1.4261 |
LOW |
1.4162 |
0.618 |
1.4003 |
1.000 |
1.3904 |
1.618 |
1.3745 |
2.618 |
1.3487 |
4.250 |
1.3066 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4291 |
1.4291 |
PP |
1.4276 |
1.4276 |
S1 |
1.4262 |
1.4262 |
|