CME British Pound Future June 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1.4470 |
1.4536 |
0.0066 |
0.5% |
1.4263 |
High |
1.4566 |
1.4558 |
-0.0008 |
-0.1% |
1.4673 |
Low |
1.4459 |
1.4396 |
-0.0063 |
-0.4% |
1.4259 |
Close |
1.4536 |
1.4477 |
-0.0059 |
-0.4% |
1.4503 |
Range |
0.0107 |
0.0162 |
0.0055 |
51.4% |
0.0414 |
ATR |
0.0133 |
0.0135 |
0.0002 |
1.6% |
0.0000 |
Volume |
199 |
217 |
18 |
9.0% |
1,843 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4963 |
1.4882 |
1.4566 |
|
R3 |
1.4801 |
1.4720 |
1.4522 |
|
R2 |
1.4639 |
1.4639 |
1.4507 |
|
R1 |
1.4558 |
1.4558 |
1.4492 |
1.4518 |
PP |
1.4477 |
1.4477 |
1.4477 |
1.4457 |
S1 |
1.4396 |
1.4396 |
1.4462 |
1.4356 |
S2 |
1.4315 |
1.4315 |
1.4447 |
|
S3 |
1.4153 |
1.4234 |
1.4432 |
|
S4 |
1.3991 |
1.4072 |
1.4388 |
|
|
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 |
1.4566 |
1.4360 |
0.0206 |
1.4% |
0.0132 |
0.9% |
57% |
False |
False |
405 |
10 |
1.4673 |
1.4162 |
0.0511 |
3.5% |
0.0154 |
1.1% |
62% |
False |
False |
383 |
20 |
1.4673 |
1.4090 |
0.0583 |
4.0% |
0.0137 |
0.9% |
66% |
False |
False |
238 |
40 |
1.5163 |
1.4090 |
0.1073 |
7.4% |
0.0110 |
0.8% |
36% |
False |
False |
145 |
60 |
1.5326 |
1.4090 |
0.1236 |
8.5% |
0.0090 |
0.6% |
31% |
False |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5247 |
2.618 |
1.4982 |
1.618 |
1.4820 |
1.000 |
1.4720 |
0.618 |
1.4658 |
HIGH |
1.4558 |
0.618 |
1.4496 |
0.500 |
1.4477 |
0.382 |
1.4458 |
LOW |
1.4396 |
0.618 |
1.4296 |
1.000 |
1.4234 |
1.618 |
1.4134 |
2.618 |
1.3972 |
4.250 |
1.3708 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4477 |
1.4481 |
PP |
1.4477 |
1.4480 |
S1 |
1.4477 |
1.4478 |
|