CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5311 |
1.5342 |
0.0031 |
0.2% |
1.5172 |
| High |
1.5367 |
1.5378 |
0.0011 |
0.1% |
1.5378 |
| Low |
1.5256 |
1.5295 |
0.0039 |
0.3% |
1.5130 |
| Close |
1.5348 |
1.5333 |
-0.0015 |
-0.1% |
1.5333 |
| Range |
0.0111 |
0.0083 |
-0.0028 |
-25.2% |
0.0248 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
89,661 |
71,517 |
-18,144 |
-20.2% |
382,292 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5584 |
1.5542 |
1.5379 |
|
| R3 |
1.5501 |
1.5459 |
1.5356 |
|
| R2 |
1.5418 |
1.5418 |
1.5348 |
|
| R1 |
1.5376 |
1.5376 |
1.5341 |
1.5356 |
| PP |
1.5335 |
1.5335 |
1.5335 |
1.5325 |
| S1 |
1.5293 |
1.5293 |
1.5325 |
1.5273 |
| S2 |
1.5252 |
1.5252 |
1.5318 |
|
| S3 |
1.5169 |
1.5210 |
1.5310 |
|
| S4 |
1.5086 |
1.5127 |
1.5287 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6024 |
1.5927 |
1.5469 |
|
| R3 |
1.5776 |
1.5679 |
1.5401 |
|
| R2 |
1.5528 |
1.5528 |
1.5378 |
|
| R1 |
1.5431 |
1.5431 |
1.5356 |
1.5480 |
| PP |
1.5280 |
1.5280 |
1.5280 |
1.5305 |
| S1 |
1.5183 |
1.5183 |
1.5310 |
1.5232 |
| S2 |
1.5032 |
1.5032 |
1.5288 |
|
| S3 |
1.4784 |
1.4935 |
1.5265 |
|
| S4 |
1.4536 |
1.4687 |
1.5197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5378 |
1.5130 |
0.0248 |
1.6% |
0.0105 |
0.7% |
82% |
True |
False |
76,458 |
| 10 |
1.5378 |
1.5100 |
0.0278 |
1.8% |
0.0097 |
0.6% |
84% |
True |
False |
75,495 |
| 20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0116 |
0.8% |
42% |
False |
False |
78,522 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0116 |
0.8% |
33% |
False |
False |
46,542 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0105 |
0.7% |
33% |
False |
False |
31,057 |
| 80 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0103 |
0.7% |
29% |
False |
False |
23,304 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0098 |
0.6% |
29% |
False |
False |
18,645 |
| 120 |
1.5892 |
1.5025 |
0.0867 |
5.7% |
0.0089 |
0.6% |
36% |
False |
False |
15,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5731 |
|
2.618 |
1.5595 |
|
1.618 |
1.5512 |
|
1.000 |
1.5461 |
|
0.618 |
1.5429 |
|
HIGH |
1.5378 |
|
0.618 |
1.5346 |
|
0.500 |
1.5337 |
|
0.382 |
1.5327 |
|
LOW |
1.5295 |
|
0.618 |
1.5244 |
|
1.000 |
1.5212 |
|
1.618 |
1.5161 |
|
2.618 |
1.5078 |
|
4.250 |
1.4942 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5337 |
1.5321 |
| PP |
1.5335 |
1.5309 |
| S1 |
1.5334 |
1.5298 |
|