CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5462 |
1.5434 |
-0.0028 |
-0.2% |
1.5312 |
| High |
1.5482 |
1.5491 |
0.0009 |
0.1% |
1.5504 |
| Low |
1.5425 |
1.5423 |
-0.0002 |
0.0% |
1.5194 |
| Close |
1.5453 |
1.5463 |
0.0010 |
0.1% |
1.5453 |
| Range |
0.0057 |
0.0068 |
0.0011 |
19.3% |
0.0310 |
| ATR |
0.0116 |
0.0112 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
53,752 |
44,589 |
-9,163 |
-17.0% |
411,706 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5663 |
1.5631 |
1.5500 |
|
| R3 |
1.5595 |
1.5563 |
1.5482 |
|
| R2 |
1.5527 |
1.5527 |
1.5475 |
|
| R1 |
1.5495 |
1.5495 |
1.5469 |
1.5511 |
| PP |
1.5459 |
1.5459 |
1.5459 |
1.5467 |
| S1 |
1.5427 |
1.5427 |
1.5457 |
1.5443 |
| S2 |
1.5391 |
1.5391 |
1.5451 |
|
| S3 |
1.5323 |
1.5359 |
1.5444 |
|
| S4 |
1.5255 |
1.5291 |
1.5426 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6314 |
1.6193 |
1.5624 |
|
| R3 |
1.6004 |
1.5883 |
1.5538 |
|
| R2 |
1.5694 |
1.5694 |
1.5510 |
|
| R1 |
1.5573 |
1.5573 |
1.5481 |
1.5634 |
| PP |
1.5384 |
1.5384 |
1.5384 |
1.5414 |
| S1 |
1.5263 |
1.5263 |
1.5425 |
1.5324 |
| S2 |
1.5074 |
1.5074 |
1.5396 |
|
| S3 |
1.4764 |
1.4953 |
1.5368 |
|
| S4 |
1.4454 |
1.4643 |
1.5283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5504 |
1.5194 |
0.0310 |
2.0% |
0.0131 |
0.8% |
87% |
False |
False |
83,102 |
| 10 |
1.5504 |
1.5133 |
0.0371 |
2.4% |
0.0113 |
0.7% |
89% |
False |
False |
75,943 |
| 20 |
1.5522 |
1.5100 |
0.0422 |
2.7% |
0.0112 |
0.7% |
86% |
False |
False |
77,972 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0120 |
0.8% |
51% |
False |
False |
57,911 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0109 |
0.7% |
51% |
False |
False |
38,659 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0105 |
0.7% |
51% |
False |
False |
29,006 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0104 |
0.7% |
46% |
False |
False |
23,208 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0094 |
0.6% |
46% |
False |
False |
19,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5780 |
|
2.618 |
1.5669 |
|
1.618 |
1.5601 |
|
1.000 |
1.5559 |
|
0.618 |
1.5533 |
|
HIGH |
1.5491 |
|
0.618 |
1.5465 |
|
0.500 |
1.5457 |
|
0.382 |
1.5449 |
|
LOW |
1.5423 |
|
0.618 |
1.5381 |
|
1.000 |
1.5355 |
|
1.618 |
1.5313 |
|
2.618 |
1.5245 |
|
4.250 |
1.5134 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5461 |
1.5461 |
| PP |
1.5459 |
1.5459 |
| S1 |
1.5457 |
1.5457 |
|