CME British Pound Future June 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1.4412 |
1.4594 |
0.0182 |
1.3% |
1.4257 |
High |
1.4637 |
1.4673 |
0.0036 |
0.2% |
1.4420 |
Low |
1.4403 |
1.4572 |
0.0169 |
1.2% |
1.4162 |
Close |
1.4606 |
1.4603 |
-0.0003 |
0.0% |
1.4247 |
Range |
0.0234 |
0.0101 |
-0.0133 |
-56.8% |
0.0258 |
ATR |
0.0134 |
0.0131 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
283 |
883 |
600 |
212.0% |
491 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4919 |
1.4862 |
1.4659 |
|
R3 |
1.4818 |
1.4761 |
1.4631 |
|
R2 |
1.4717 |
1.4717 |
1.4622 |
|
R1 |
1.4660 |
1.4660 |
1.4612 |
1.4689 |
PP |
1.4616 |
1.4616 |
1.4616 |
1.4630 |
S1 |
1.4559 |
1.4559 |
1.4594 |
1.4588 |
S2 |
1.4515 |
1.4515 |
1.4584 |
|
S3 |
1.4414 |
1.4458 |
1.4575 |
|
S4 |
1.4313 |
1.4357 |
1.4547 |
|
|
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 |
1.4673 |
1.4162 |
0.0511 |
3.5% |
0.0175 |
1.2% |
86% |
True |
False |
361 |
10 |
1.4673 |
1.4162 |
0.0511 |
3.5% |
0.0145 |
1.0% |
86% |
True |
False |
227 |
20 |
1.4673 |
1.4090 |
0.0583 |
4.0% |
0.0129 |
0.9% |
88% |
True |
False |
151 |
40 |
1.5233 |
1.4090 |
0.1143 |
7.8% |
0.0099 |
0.7% |
45% |
False |
False |
98 |
60 |
1.5326 |
1.4090 |
0.1236 |
8.5% |
0.0083 |
0.6% |
42% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5102 |
2.618 |
1.4937 |
1.618 |
1.4836 |
1.000 |
1.4774 |
0.618 |
1.4735 |
HIGH |
1.4673 |
0.618 |
1.4634 |
0.500 |
1.4623 |
0.382 |
1.4611 |
LOW |
1.4572 |
0.618 |
1.4510 |
1.000 |
1.4471 |
1.618 |
1.4409 |
2.618 |
1.4308 |
4.250 |
1.4143 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4623 |
1.4571 |
PP |
1.4616 |
1.4539 |
S1 |
1.4610 |
1.4507 |
|