CME British Pound Future June 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.4024 |
1.3940 |
-0.0084 |
-0.6% |
1.4501 |
| High |
1.4030 |
1.3999 |
-0.0031 |
-0.2% |
1.4538 |
| Low |
1.3885 |
1.3910 |
0.0025 |
0.2% |
1.4240 |
| Close |
1.3921 |
1.3982 |
0.0061 |
0.4% |
1.4367 |
| Range |
0.0145 |
0.0089 |
-0.0056 |
-38.6% |
0.0298 |
| ATR |
0.0149 |
0.0145 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
818 |
599 |
-219 |
-26.8% |
1,238 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4231 |
1.4195 |
1.4031 |
|
| R3 |
1.4142 |
1.4106 |
1.4006 |
|
| R2 |
1.4053 |
1.4053 |
1.3998 |
|
| R1 |
1.4017 |
1.4017 |
1.3990 |
1.4035 |
| PP |
1.3964 |
1.3964 |
1.3964 |
1.3973 |
| S1 |
1.3928 |
1.3928 |
1.3974 |
1.3946 |
| S2 |
1.3875 |
1.3875 |
1.3966 |
|
| S3 |
1.3786 |
1.3839 |
1.3958 |
|
| S4 |
1.3697 |
1.3750 |
1.3933 |
|
|
| 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% |
0.0154 |
1.1% |
18% |
False |
False |
595 |
| 10 |
1.4566 |
1.3885 |
0.0681 |
4.9% |
0.0151 |
1.1% |
14% |
False |
False |
439 |
| 20 |
1.4673 |
1.3885 |
0.0788 |
5.6% |
0.0152 |
1.1% |
12% |
False |
False |
405 |
| 40 |
1.4902 |
1.3885 |
0.1017 |
7.3% |
0.0127 |
0.9% |
10% |
False |
False |
238 |
| 60 |
1.5233 |
1.3885 |
0.1348 |
9.6% |
0.0107 |
0.8% |
7% |
False |
False |
170 |
| 80 |
1.5463 |
1.3885 |
0.1578 |
11.3% |
0.0095 |
0.7% |
6% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4377 |
|
2.618 |
1.4232 |
|
1.618 |
1.4143 |
|
1.000 |
1.4088 |
|
0.618 |
1.4054 |
|
HIGH |
1.3999 |
|
0.618 |
1.3965 |
|
0.500 |
1.3955 |
|
0.382 |
1.3944 |
|
LOW |
1.3910 |
|
0.618 |
1.3855 |
|
1.000 |
1.3821 |
|
1.618 |
1.3766 |
|
2.618 |
1.3677 |
|
4.250 |
1.3532 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3973 |
1.4020 |
| PP |
1.3964 |
1.4007 |
| S1 |
1.3955 |
1.3995 |
|