CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5141 |
1.5228 |
0.0087 |
0.6% |
1.5199 |
| High |
1.5238 |
1.5333 |
0.0095 |
0.6% |
1.5236 |
| Low |
1.5133 |
1.5217 |
0.0084 |
0.6% |
1.5100 |
| Close |
1.5224 |
1.5313 |
0.0089 |
0.6% |
1.5184 |
| Range |
0.0105 |
0.0116 |
0.0011 |
10.5% |
0.0136 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
0.2% |
0.0000 |
| Volume |
59,651 |
82,309 |
22,658 |
38.0% |
372,666 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5636 |
1.5590 |
1.5377 |
|
| R3 |
1.5520 |
1.5474 |
1.5345 |
|
| R2 |
1.5404 |
1.5404 |
1.5334 |
|
| R1 |
1.5358 |
1.5358 |
1.5324 |
1.5381 |
| PP |
1.5288 |
1.5288 |
1.5288 |
1.5299 |
| S1 |
1.5242 |
1.5242 |
1.5302 |
1.5265 |
| S2 |
1.5172 |
1.5172 |
1.5292 |
|
| S3 |
1.5056 |
1.5126 |
1.5281 |
|
| S4 |
1.4940 |
1.5010 |
1.5249 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5581 |
1.5519 |
1.5259 |
|
| R3 |
1.5445 |
1.5383 |
1.5221 |
|
| R2 |
1.5309 |
1.5309 |
1.5209 |
|
| R1 |
1.5247 |
1.5247 |
1.5196 |
1.5210 |
| PP |
1.5173 |
1.5173 |
1.5173 |
1.5155 |
| S1 |
1.5111 |
1.5111 |
1.5172 |
1.5074 |
| S2 |
1.5037 |
1.5037 |
1.5159 |
|
| S3 |
1.4901 |
1.4975 |
1.5147 |
|
| S4 |
1.4765 |
1.4839 |
1.5109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5333 |
1.5101 |
0.0232 |
1.5% |
0.0102 |
0.7% |
91% |
True |
False |
72,986 |
| 10 |
1.5333 |
1.5100 |
0.0233 |
1.5% |
0.0100 |
0.6% |
91% |
True |
False |
75,409 |
| 20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0116 |
0.8% |
39% |
False |
False |
78,540 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0115 |
0.7% |
30% |
False |
False |
42,520 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0105 |
0.7% |
30% |
False |
False |
28,375 |
| 80 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0104 |
0.7% |
27% |
False |
False |
21,291 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0096 |
0.6% |
27% |
False |
False |
17,034 |
| 120 |
1.5892 |
1.4882 |
0.1010 |
6.6% |
0.0087 |
0.6% |
43% |
False |
False |
14,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5826 |
|
2.618 |
1.5637 |
|
1.618 |
1.5521 |
|
1.000 |
1.5449 |
|
0.618 |
1.5405 |
|
HIGH |
1.5333 |
|
0.618 |
1.5289 |
|
0.500 |
1.5275 |
|
0.382 |
1.5261 |
|
LOW |
1.5217 |
|
0.618 |
1.5145 |
|
1.000 |
1.5101 |
|
1.618 |
1.5029 |
|
2.618 |
1.4913 |
|
4.250 |
1.4724 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5300 |
1.5286 |
| PP |
1.5288 |
1.5259 |
| S1 |
1.5275 |
1.5232 |
|