CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4536 |
1.4479 |
-0.0057 |
-0.4% |
1.4514 |
| High |
1.4558 |
1.4566 |
0.0008 |
0.1% |
1.4566 |
| Low |
1.4396 |
1.4457 |
0.0061 |
0.4% |
1.4360 |
| Close |
1.4477 |
1.4525 |
0.0048 |
0.3% |
1.4525 |
| Range |
0.0162 |
0.0109 |
-0.0053 |
-32.7% |
0.0206 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
217 |
214 |
-3 |
-1.4% |
2,124 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4843 |
1.4793 |
1.4585 |
|
| R3 |
1.4734 |
1.4684 |
1.4555 |
|
| R2 |
1.4625 |
1.4625 |
1.4545 |
|
| R1 |
1.4575 |
1.4575 |
1.4535 |
1.4600 |
| PP |
1.4516 |
1.4516 |
1.4516 |
1.4529 |
| S1 |
1.4466 |
1.4466 |
1.4515 |
1.4491 |
| S2 |
1.4407 |
1.4407 |
1.4505 |
|
| S3 |
1.4298 |
1.4357 |
1.4495 |
|
| S4 |
1.4189 |
1.4248 |
1.4465 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5102 |
1.5019 |
1.4638 |
|
| R3 |
1.4896 |
1.4813 |
1.4582 |
|
| R2 |
1.4690 |
1.4690 |
1.4563 |
|
| R1 |
1.4607 |
1.4607 |
1.4544 |
1.4649 |
| PP |
1.4484 |
1.4484 |
1.4484 |
1.4504 |
| S1 |
1.4401 |
1.4401 |
1.4506 |
1.4443 |
| S2 |
1.4278 |
1.4278 |
1.4487 |
|
| S3 |
1.4072 |
1.4195 |
1.4468 |
|
| S4 |
1.3866 |
1.3989 |
1.4412 |
|
|
| 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% |
0.0136 |
0.9% |
80% |
True |
False |
424 |
| 10 |
1.4673 |
1.4259 |
0.0414 |
2.9% |
0.0139 |
1.0% |
64% |
False |
False |
396 |
| 20 |
1.4673 |
1.4090 |
0.0583 |
4.0% |
0.0140 |
1.0% |
75% |
False |
False |
245 |
| 40 |
1.5071 |
1.4090 |
0.0981 |
6.8% |
0.0109 |
0.8% |
44% |
False |
False |
148 |
| 60 |
1.5326 |
1.4090 |
0.1236 |
8.5% |
0.0092 |
0.6% |
35% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5029 |
|
2.618 |
1.4851 |
|
1.618 |
1.4742 |
|
1.000 |
1.4675 |
|
0.618 |
1.4633 |
|
HIGH |
1.4566 |
|
0.618 |
1.4524 |
|
0.500 |
1.4512 |
|
0.382 |
1.4499 |
|
LOW |
1.4457 |
|
0.618 |
1.4390 |
|
1.000 |
1.4348 |
|
1.618 |
1.4281 |
|
2.618 |
1.4172 |
|
4.250 |
1.3994 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4521 |
1.4510 |
| PP |
1.4516 |
1.4496 |
| S1 |
1.4512 |
1.4481 |
|