CME British Pound Future June 2016
Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
1.4143 |
1.4024 |
-0.0119 |
-0.8% |
1.4501 |
High |
1.4154 |
1.4030 |
-0.0124 |
-0.9% |
1.4538 |
Low |
1.4016 |
1.3885 |
-0.0131 |
-0.9% |
1.4240 |
Close |
1.4024 |
1.3921 |
-0.0103 |
-0.7% |
1.4367 |
Range |
0.0138 |
0.0145 |
0.0007 |
5.1% |
0.0298 |
ATR |
0.0150 |
0.0149 |
0.0000 |
-0.2% |
0.0000 |
Volume |
703 |
818 |
115 |
16.4% |
1,238 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4380 |
1.4296 |
1.4001 |
|
R3 |
1.4235 |
1.4151 |
1.3961 |
|
R2 |
1.4090 |
1.4090 |
1.3948 |
|
R1 |
1.4006 |
1.4006 |
1.3934 |
1.3976 |
PP |
1.3945 |
1.3945 |
1.3945 |
1.3930 |
S1 |
1.3861 |
1.3861 |
1.3908 |
1.3831 |
S2 |
1.3800 |
1.3800 |
1.3894 |
|
S3 |
1.3655 |
1.3716 |
1.3881 |
|
S4 |
1.3510 |
1.3571 |
1.3841 |
|
|
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 |
1.3885 |
0.0530 |
3.8% |
0.0161 |
1.2% |
7% |
False |
True |
509 |
10 |
1.4566 |
1.3885 |
0.0681 |
4.9% |
0.0153 |
1.1% |
5% |
False |
True |
399 |
20 |
1.4673 |
1.3885 |
0.0788 |
5.7% |
0.0152 |
1.1% |
5% |
False |
True |
379 |
40 |
1.4939 |
1.3885 |
0.1054 |
7.6% |
0.0126 |
0.9% |
3% |
False |
True |
223 |
60 |
1.5233 |
1.3885 |
0.1348 |
9.7% |
0.0105 |
0.8% |
3% |
False |
True |
160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4646 |
2.618 |
1.4410 |
1.618 |
1.4265 |
1.000 |
1.4175 |
0.618 |
1.4120 |
HIGH |
1.4030 |
0.618 |
1.3975 |
0.500 |
1.3958 |
0.382 |
1.3940 |
LOW |
1.3885 |
0.618 |
1.3795 |
1.000 |
1.3740 |
1.618 |
1.3650 |
2.618 |
1.3505 |
4.250 |
1.3269 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
1.3958 |
1.4097 |
PP |
1.3945 |
1.4038 |
S1 |
1.3933 |
1.3980 |
|