CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4342 |
1.4309 |
-0.0033 |
-0.2% |
1.4501 |
| High |
1.4415 |
1.4309 |
-0.0106 |
-0.7% |
1.4538 |
| Low |
1.4256 |
1.4072 |
-0.0184 |
-1.3% |
1.4240 |
| Close |
1.4367 |
1.4159 |
-0.0208 |
-1.4% |
1.4367 |
| Range |
0.0159 |
0.0237 |
0.0078 |
49.1% |
0.0298 |
| ATR |
0.0139 |
0.0150 |
0.0011 |
8.0% |
0.0000 |
| Volume |
252 |
607 |
355 |
140.9% |
1,238 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4891 |
1.4762 |
1.4289 |
|
| R3 |
1.4654 |
1.4525 |
1.4224 |
|
| R2 |
1.4417 |
1.4417 |
1.4202 |
|
| R1 |
1.4288 |
1.4288 |
1.4181 |
1.4234 |
| PP |
1.4180 |
1.4180 |
1.4180 |
1.4153 |
| S1 |
1.4051 |
1.4051 |
1.4137 |
1.3997 |
| S2 |
1.3943 |
1.3943 |
1.4116 |
|
| S3 |
1.3706 |
1.3814 |
1.4094 |
|
| S4 |
1.3469 |
1.3577 |
1.4029 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5276 |
1.5119 |
1.4531 |
|
| R3 |
1.4978 |
1.4821 |
1.4449 |
|
| R2 |
1.4680 |
1.4680 |
1.4422 |
|
| R1 |
1.4523 |
1.4523 |
1.4394 |
1.4453 |
| PP |
1.4382 |
1.4382 |
1.4382 |
1.4346 |
| S1 |
1.4225 |
1.4225 |
1.4340 |
1.4155 |
| S2 |
1.4084 |
1.4084 |
1.4312 |
|
| S3 |
1.3786 |
1.3927 |
1.4285 |
|
| S4 |
1.3488 |
1.3629 |
1.4203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4538 |
1.4072 |
0.0466 |
3.3% |
0.0174 |
1.2% |
19% |
False |
True |
369 |
| 10 |
1.4566 |
1.4072 |
0.0494 |
3.5% |
0.0155 |
1.1% |
18% |
False |
True |
396 |
| 20 |
1.4673 |
1.4072 |
0.0601 |
4.2% |
0.0149 |
1.1% |
14% |
False |
True |
315 |
| 40 |
1.4950 |
1.4072 |
0.0878 |
6.2% |
0.0123 |
0.9% |
10% |
False |
True |
186 |
| 60 |
1.5233 |
1.4072 |
0.1161 |
8.2% |
0.0102 |
0.7% |
7% |
False |
True |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5316 |
|
2.618 |
1.4929 |
|
1.618 |
1.4692 |
|
1.000 |
1.4546 |
|
0.618 |
1.4455 |
|
HIGH |
1.4309 |
|
0.618 |
1.4218 |
|
0.500 |
1.4191 |
|
0.382 |
1.4163 |
|
LOW |
1.4072 |
|
0.618 |
1.3926 |
|
1.000 |
1.3835 |
|
1.618 |
1.3689 |
|
2.618 |
1.3452 |
|
4.250 |
1.3065 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.4191 |
1.4244 |
| PP |
1.4180 |
1.4215 |
| S1 |
1.4170 |
1.4187 |
|