CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4304 |
1.4299 |
-0.0005 |
0.0% |
1.4514 |
| High |
1.4340 |
1.4390 |
0.0050 |
0.3% |
1.4566 |
| Low |
1.4240 |
1.4266 |
0.0026 |
0.2% |
1.4360 |
| Close |
1.4294 |
1.4323 |
0.0029 |
0.2% |
1.4525 |
| Range |
0.0100 |
0.0124 |
0.0024 |
24.0% |
0.0206 |
| ATR |
0.0138 |
0.0137 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
398 |
165 |
-233 |
-58.5% |
2,124 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4698 |
1.4635 |
1.4391 |
|
| R3 |
1.4574 |
1.4511 |
1.4357 |
|
| R2 |
1.4450 |
1.4450 |
1.4346 |
|
| R1 |
1.4387 |
1.4387 |
1.4334 |
1.4419 |
| PP |
1.4326 |
1.4326 |
1.4326 |
1.4342 |
| S1 |
1.4263 |
1.4263 |
1.4312 |
1.4295 |
| S2 |
1.4202 |
1.4202 |
1.4300 |
|
| S3 |
1.4078 |
1.4139 |
1.4289 |
|
| S4 |
1.3954 |
1.4015 |
1.4255 |
|
|
| 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 |
1.4240 |
0.0326 |
2.3% |
0.0149 |
1.0% |
25% |
False |
False |
283 |
| 10 |
1.4673 |
1.4240 |
0.0433 |
3.0% |
0.0135 |
0.9% |
19% |
False |
False |
411 |
| 20 |
1.4673 |
1.4090 |
0.0583 |
4.1% |
0.0142 |
1.0% |
40% |
False |
False |
280 |
| 40 |
1.4950 |
1.4090 |
0.0860 |
6.0% |
0.0116 |
0.8% |
27% |
False |
False |
168 |
| 60 |
1.5235 |
1.4090 |
0.1145 |
8.0% |
0.0097 |
0.7% |
20% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4917 |
|
2.618 |
1.4715 |
|
1.618 |
1.4591 |
|
1.000 |
1.4514 |
|
0.618 |
1.4467 |
|
HIGH |
1.4390 |
|
0.618 |
1.4343 |
|
0.500 |
1.4328 |
|
0.382 |
1.4313 |
|
LOW |
1.4266 |
|
0.618 |
1.4189 |
|
1.000 |
1.4142 |
|
1.618 |
1.4065 |
|
2.618 |
1.3941 |
|
4.250 |
1.3739 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4328 |
1.4389 |
| PP |
1.4326 |
1.4367 |
| S1 |
1.4325 |
1.4345 |
|