CME British Pound Future June 2016
Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1.4309 |
1.4143 |
-0.0166 |
-1.2% |
1.4501 |
High |
1.4309 |
1.4154 |
-0.0155 |
-1.1% |
1.4538 |
Low |
1.4072 |
1.4016 |
-0.0056 |
-0.4% |
1.4240 |
Close |
1.4159 |
1.4024 |
-0.0135 |
-1.0% |
1.4367 |
Range |
0.0237 |
0.0138 |
-0.0099 |
-41.8% |
0.0298 |
ATR |
0.0150 |
0.0150 |
-0.0001 |
-0.3% |
0.0000 |
Volume |
607 |
703 |
96 |
15.8% |
1,238 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4479 |
1.4389 |
1.4100 |
|
R3 |
1.4341 |
1.4251 |
1.4062 |
|
R2 |
1.4203 |
1.4203 |
1.4049 |
|
R1 |
1.4113 |
1.4113 |
1.4037 |
1.4089 |
PP |
1.4065 |
1.4065 |
1.4065 |
1.4053 |
S1 |
1.3975 |
1.3975 |
1.4011 |
1.3951 |
S2 |
1.3927 |
1.3927 |
1.3999 |
|
S3 |
1.3789 |
1.3837 |
1.3986 |
|
S4 |
1.3651 |
1.3699 |
1.3948 |
|
|
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 |
1.4415 |
1.4016 |
0.0399 |
2.8% |
0.0152 |
1.1% |
2% |
False |
True |
425 |
10 |
1.4566 |
1.4016 |
0.0550 |
3.9% |
0.0150 |
1.1% |
1% |
False |
True |
379 |
20 |
1.4673 |
1.4016 |
0.0657 |
4.7% |
0.0153 |
1.1% |
1% |
False |
True |
343 |
40 |
1.4950 |
1.4016 |
0.0934 |
6.7% |
0.0124 |
0.9% |
1% |
False |
True |
203 |
60 |
1.5233 |
1.4016 |
0.1217 |
8.7% |
0.0104 |
0.7% |
1% |
False |
True |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4741 |
2.618 |
1.4515 |
1.618 |
1.4377 |
1.000 |
1.4292 |
0.618 |
1.4239 |
HIGH |
1.4154 |
0.618 |
1.4101 |
0.500 |
1.4085 |
0.382 |
1.4069 |
LOW |
1.4016 |
0.618 |
1.3931 |
1.000 |
1.3878 |
1.618 |
1.3793 |
2.618 |
1.3655 |
4.250 |
1.3430 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.4085 |
1.4216 |
PP |
1.4065 |
1.4152 |
S1 |
1.4044 |
1.4088 |
|