CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4426 |
1.4470 |
0.0044 |
0.3% |
1.4263 |
| High |
1.4510 |
1.4566 |
0.0056 |
0.4% |
1.4673 |
| Low |
1.4399 |
1.4459 |
0.0060 |
0.4% |
1.4259 |
| Close |
1.4460 |
1.4536 |
0.0076 |
0.5% |
1.4503 |
| Range |
0.0111 |
0.0107 |
-0.0004 |
-3.6% |
0.0414 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
618 |
199 |
-419 |
-67.8% |
1,843 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4841 |
1.4796 |
1.4595 |
|
| R3 |
1.4734 |
1.4689 |
1.4565 |
|
| R2 |
1.4627 |
1.4627 |
1.4556 |
|
| R1 |
1.4582 |
1.4582 |
1.4546 |
1.4605 |
| PP |
1.4520 |
1.4520 |
1.4520 |
1.4532 |
| S1 |
1.4475 |
1.4475 |
1.4526 |
1.4498 |
| S2 |
1.4413 |
1.4413 |
1.4516 |
|
| S3 |
1.4306 |
1.4368 |
1.4507 |
|
| S4 |
1.4199 |
1.4261 |
1.4477 |
|
|
| 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 |
1.4360 |
0.0313 |
2.2% |
0.0120 |
0.8% |
56% |
False |
False |
538 |
| 10 |
1.4673 |
1.4162 |
0.0511 |
3.5% |
0.0153 |
1.1% |
73% |
False |
False |
371 |
| 20 |
1.4673 |
1.4090 |
0.0583 |
4.0% |
0.0133 |
0.9% |
77% |
False |
False |
229 |
| 40 |
1.5173 |
1.4090 |
0.1083 |
7.5% |
0.0107 |
0.7% |
41% |
False |
False |
140 |
| 60 |
1.5326 |
1.4090 |
0.1236 |
8.5% |
0.0088 |
0.6% |
36% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5021 |
|
2.618 |
1.4846 |
|
1.618 |
1.4739 |
|
1.000 |
1.4673 |
|
0.618 |
1.4632 |
|
HIGH |
1.4566 |
|
0.618 |
1.4525 |
|
0.500 |
1.4513 |
|
0.382 |
1.4500 |
|
LOW |
1.4459 |
|
0.618 |
1.4393 |
|
1.000 |
1.4352 |
|
1.618 |
1.4286 |
|
2.618 |
1.4179 |
|
4.250 |
1.4004 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4528 |
1.4512 |
| PP |
1.4520 |
1.4487 |
| S1 |
1.4513 |
1.4463 |
|