CME British Pound Future June 2016
Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1.4594 |
1.4529 |
-0.0065 |
-0.4% |
1.4263 |
High |
1.4673 |
1.4552 |
-0.0121 |
-0.8% |
1.4673 |
Low |
1.4572 |
1.4460 |
-0.0112 |
-0.8% |
1.4259 |
Close |
1.4603 |
1.4503 |
-0.0100 |
-0.7% |
1.4503 |
Range |
0.0101 |
0.0092 |
-0.0009 |
-8.9% |
0.0414 |
ATR |
0.0131 |
0.0132 |
0.0001 |
0.6% |
0.0000 |
Volume |
883 |
117 |
-766 |
-86.7% |
1,843 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4781 |
1.4734 |
1.4554 |
|
R3 |
1.4689 |
1.4642 |
1.4528 |
|
R2 |
1.4597 |
1.4597 |
1.4520 |
|
R1 |
1.4550 |
1.4550 |
1.4511 |
1.4528 |
PP |
1.4505 |
1.4505 |
1.4505 |
1.4494 |
S1 |
1.4458 |
1.4458 |
1.4495 |
1.4436 |
S2 |
1.4413 |
1.4413 |
1.4486 |
|
S3 |
1.4321 |
1.4366 |
1.4478 |
|
S4 |
1.4229 |
1.4274 |
1.4452 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5720 |
1.5526 |
1.4731 |
|
R3 |
1.5306 |
1.5112 |
1.4617 |
|
R2 |
1.4892 |
1.4892 |
1.4579 |
|
R1 |
1.4698 |
1.4698 |
1.4541 |
1.4795 |
PP |
1.4478 |
1.4478 |
1.4478 |
1.4527 |
S1 |
1.4284 |
1.4284 |
1.4465 |
1.4381 |
S2 |
1.4064 |
1.4064 |
1.4427 |
|
S3 |
1.3650 |
1.3870 |
1.4389 |
|
S4 |
1.3236 |
1.3456 |
1.4275 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4673 |
1.4259 |
0.0414 |
2.9% |
0.0141 |
1.0% |
59% |
False |
False |
368 |
10 |
1.4673 |
1.4162 |
0.0511 |
3.5% |
0.0144 |
1.0% |
67% |
False |
False |
233 |
20 |
1.4673 |
1.4090 |
0.0583 |
4.0% |
0.0129 |
0.9% |
71% |
False |
False |
155 |
40 |
1.5233 |
1.4090 |
0.1143 |
7.9% |
0.0101 |
0.7% |
36% |
False |
False |
100 |
60 |
1.5326 |
1.4090 |
0.1236 |
8.5% |
0.0084 |
0.6% |
33% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4943 |
2.618 |
1.4793 |
1.618 |
1.4701 |
1.000 |
1.4644 |
0.618 |
1.4609 |
HIGH |
1.4552 |
0.618 |
1.4517 |
0.500 |
1.4506 |
0.382 |
1.4495 |
LOW |
1.4460 |
0.618 |
1.4403 |
1.000 |
1.4368 |
1.618 |
1.4311 |
2.618 |
1.4219 |
4.250 |
1.4069 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4506 |
1.4538 |
PP |
1.4505 |
1.4526 |
S1 |
1.4504 |
1.4515 |
|