CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5353 |
1.5425 |
0.0072 |
0.5% |
1.5336 |
| High |
1.5353 |
1.5456 |
0.0103 |
0.7% |
1.5404 |
| Low |
1.5345 |
1.5340 |
-0.0005 |
0.0% |
1.5165 |
| Close |
1.5353 |
1.5456 |
0.0103 |
0.7% |
1.5172 |
| Range |
0.0008 |
0.0116 |
0.0108 |
1,350.0% |
0.0239 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.2% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
137 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5765 |
1.5727 |
1.5520 |
|
| R3 |
1.5649 |
1.5611 |
1.5488 |
|
| R2 |
1.5533 |
1.5533 |
1.5477 |
|
| R1 |
1.5495 |
1.5495 |
1.5467 |
1.5514 |
| PP |
1.5417 |
1.5417 |
1.5417 |
1.5427 |
| S1 |
1.5379 |
1.5379 |
1.5445 |
1.5398 |
| S2 |
1.5301 |
1.5301 |
1.5435 |
|
| S3 |
1.5185 |
1.5263 |
1.5424 |
|
| S4 |
1.5069 |
1.5147 |
1.5392 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5964 |
1.5807 |
1.5303 |
|
| R3 |
1.5725 |
1.5568 |
1.5238 |
|
| R2 |
1.5486 |
1.5486 |
1.5216 |
|
| R1 |
1.5329 |
1.5329 |
1.5194 |
1.5288 |
| PP |
1.5247 |
1.5247 |
1.5247 |
1.5227 |
| S1 |
1.5090 |
1.5090 |
1.5150 |
1.5049 |
| S2 |
1.5008 |
1.5008 |
1.5128 |
|
| S3 |
1.4769 |
1.4851 |
1.5106 |
|
| S4 |
1.4530 |
1.4612 |
1.5041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5456 |
1.5165 |
0.0291 |
1.9% |
0.0044 |
0.3% |
100% |
True |
False |
|
| 10 |
1.5501 |
1.5165 |
0.0336 |
2.2% |
0.0064 |
0.4% |
87% |
False |
False |
14 |
| 20 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0072 |
0.5% |
47% |
False |
False |
7 |
| 40 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0063 |
0.4% |
47% |
False |
False |
4 |
| 60 |
1.5855 |
1.5165 |
0.0690 |
4.5% |
0.0048 |
0.3% |
42% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5949 |
|
2.618 |
1.5760 |
|
1.618 |
1.5644 |
|
1.000 |
1.5572 |
|
0.618 |
1.5528 |
|
HIGH |
1.5456 |
|
0.618 |
1.5412 |
|
0.500 |
1.5398 |
|
0.382 |
1.5384 |
|
LOW |
1.5340 |
|
0.618 |
1.5268 |
|
1.000 |
1.5224 |
|
1.618 |
1.5152 |
|
2.618 |
1.5036 |
|
4.250 |
1.4847 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5437 |
1.5437 |
| PP |
1.5417 |
1.5417 |
| S1 |
1.5398 |
1.5398 |
|