CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4479 |
1.4501 |
0.0022 |
0.2% |
1.4514 |
| High |
1.4566 |
1.4538 |
-0.0028 |
-0.2% |
1.4566 |
| Low |
1.4457 |
1.4288 |
-0.0169 |
-1.2% |
1.4360 |
| Close |
1.4525 |
1.4291 |
-0.0234 |
-1.6% |
1.4525 |
| Range |
0.0109 |
0.0250 |
0.0141 |
129.4% |
0.0206 |
| ATR |
0.0133 |
0.0141 |
0.0008 |
6.3% |
0.0000 |
| Volume |
214 |
423 |
209 |
97.7% |
2,124 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5122 |
1.4957 |
1.4429 |
|
| R3 |
1.4872 |
1.4707 |
1.4360 |
|
| R2 |
1.4622 |
1.4622 |
1.4337 |
|
| R1 |
1.4457 |
1.4457 |
1.4314 |
1.4415 |
| PP |
1.4372 |
1.4372 |
1.4372 |
1.4351 |
| S1 |
1.4207 |
1.4207 |
1.4268 |
1.4165 |
| S2 |
1.4122 |
1.4122 |
1.4245 |
|
| S3 |
1.3872 |
1.3957 |
1.4222 |
|
| S4 |
1.3622 |
1.3707 |
1.4154 |
|
|
| 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 |
1.4288 |
0.0278 |
1.9% |
0.0148 |
1.0% |
1% |
False |
True |
334 |
| 10 |
1.4673 |
1.4288 |
0.0385 |
2.7% |
0.0145 |
1.0% |
1% |
False |
True |
422 |
| 20 |
1.4673 |
1.4090 |
0.0583 |
4.1% |
0.0145 |
1.0% |
34% |
False |
False |
262 |
| 40 |
1.4978 |
1.4090 |
0.0888 |
6.2% |
0.0114 |
0.8% |
23% |
False |
False |
157 |
| 60 |
1.5326 |
1.4090 |
0.1236 |
8.6% |
0.0095 |
0.7% |
16% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5601 |
|
2.618 |
1.5193 |
|
1.618 |
1.4943 |
|
1.000 |
1.4788 |
|
0.618 |
1.4693 |
|
HIGH |
1.4538 |
|
0.618 |
1.4443 |
|
0.500 |
1.4413 |
|
0.382 |
1.4384 |
|
LOW |
1.4288 |
|
0.618 |
1.4134 |
|
1.000 |
1.4038 |
|
1.618 |
1.3884 |
|
2.618 |
1.3634 |
|
4.250 |
1.3226 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4413 |
1.4427 |
| PP |
1.4372 |
1.4382 |
| S1 |
1.4332 |
1.4336 |
|