CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5455 |
1.5438 |
-0.0017 |
-0.1% |
1.5312 |
| High |
1.5501 |
1.5473 |
-0.0028 |
-0.2% |
1.5504 |
| Low |
1.5431 |
1.5405 |
-0.0026 |
-0.2% |
1.5194 |
| Close |
1.5436 |
1.5417 |
-0.0019 |
-0.1% |
1.5453 |
| Range |
0.0070 |
0.0068 |
-0.0002 |
-2.9% |
0.0310 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
48,656 |
50,259 |
1,603 |
3.3% |
411,706 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5636 |
1.5594 |
1.5454 |
|
| R3 |
1.5568 |
1.5526 |
1.5436 |
|
| R2 |
1.5500 |
1.5500 |
1.5429 |
|
| R1 |
1.5458 |
1.5458 |
1.5423 |
1.5445 |
| PP |
1.5432 |
1.5432 |
1.5432 |
1.5425 |
| S1 |
1.5390 |
1.5390 |
1.5411 |
1.5377 |
| S2 |
1.5364 |
1.5364 |
1.5405 |
|
| S3 |
1.5296 |
1.5322 |
1.5398 |
|
| S4 |
1.5228 |
1.5254 |
1.5380 |
|
|
| 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 |
1.5405 |
0.0099 |
0.6% |
0.0071 |
0.5% |
12% |
False |
True |
57,703 |
| 10 |
1.5504 |
1.5194 |
0.0310 |
2.0% |
0.0104 |
0.7% |
72% |
False |
False |
71,638 |
| 20 |
1.5504 |
1.5100 |
0.0404 |
2.6% |
0.0102 |
0.7% |
78% |
False |
False |
73,524 |
| 40 |
1.5708 |
1.5100 |
0.0608 |
3.9% |
0.0117 |
0.8% |
52% |
False |
False |
60,360 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0109 |
0.7% |
45% |
False |
False |
40,306 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0105 |
0.7% |
45% |
False |
False |
30,242 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0104 |
0.7% |
40% |
False |
False |
24,197 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0093 |
0.6% |
40% |
False |
False |
20,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5762 |
|
2.618 |
1.5651 |
|
1.618 |
1.5583 |
|
1.000 |
1.5541 |
|
0.618 |
1.5515 |
|
HIGH |
1.5473 |
|
0.618 |
1.5447 |
|
0.500 |
1.5439 |
|
0.382 |
1.5431 |
|
LOW |
1.5405 |
|
0.618 |
1.5363 |
|
1.000 |
1.5337 |
|
1.618 |
1.5295 |
|
2.618 |
1.5227 |
|
4.250 |
1.5116 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5439 |
1.5453 |
| PP |
1.5432 |
1.5441 |
| S1 |
1.5424 |
1.5429 |
|