CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4428 |
1.4412 |
-0.0016 |
-0.1% |
1.4257 |
| High |
1.4431 |
1.4637 |
0.0206 |
1.4% |
1.4420 |
| Low |
1.4340 |
1.4403 |
0.0063 |
0.4% |
1.4162 |
| Close |
1.4419 |
1.4606 |
0.0187 |
1.3% |
1.4247 |
| Range |
0.0091 |
0.0234 |
0.0143 |
157.1% |
0.0258 |
| ATR |
0.0126 |
0.0134 |
0.0008 |
6.1% |
0.0000 |
| Volume |
390 |
283 |
-107 |
-27.4% |
491 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5251 |
1.5162 |
1.4735 |
|
| R3 |
1.5017 |
1.4928 |
1.4670 |
|
| R2 |
1.4783 |
1.4783 |
1.4649 |
|
| R1 |
1.4694 |
1.4694 |
1.4627 |
1.4739 |
| PP |
1.4549 |
1.4549 |
1.4549 |
1.4571 |
| S1 |
1.4460 |
1.4460 |
1.4585 |
1.4505 |
| S2 |
1.4315 |
1.4315 |
1.4563 |
|
| S3 |
1.4081 |
1.4226 |
1.4542 |
|
| S4 |
1.3847 |
1.3992 |
1.4477 |
|
|
| 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 |
1.4637 |
1.4162 |
0.0475 |
3.3% |
0.0186 |
1.3% |
93% |
True |
False |
205 |
| 10 |
1.4637 |
1.4090 |
0.0547 |
3.7% |
0.0149 |
1.0% |
94% |
True |
False |
149 |
| 20 |
1.4660 |
1.4090 |
0.0570 |
3.9% |
0.0126 |
0.9% |
91% |
False |
False |
107 |
| 40 |
1.5233 |
1.4090 |
0.1143 |
7.8% |
0.0097 |
0.7% |
45% |
False |
False |
76 |
| 60 |
1.5326 |
1.4090 |
0.1236 |
8.5% |
0.0084 |
0.6% |
42% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5632 |
|
2.618 |
1.5250 |
|
1.618 |
1.5016 |
|
1.000 |
1.4871 |
|
0.618 |
1.4782 |
|
HIGH |
1.4637 |
|
0.618 |
1.4548 |
|
0.500 |
1.4520 |
|
0.382 |
1.4492 |
|
LOW |
1.4403 |
|
0.618 |
1.4258 |
|
1.000 |
1.4169 |
|
1.618 |
1.4024 |
|
2.618 |
1.3790 |
|
4.250 |
1.3409 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4577 |
1.4553 |
| PP |
1.4549 |
1.4501 |
| S1 |
1.4520 |
1.4448 |
|