CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5423 |
1.5332 |
-0.0091 |
-0.6% |
1.5382 |
| High |
1.5440 |
1.5516 |
0.0076 |
0.5% |
1.5456 |
| Low |
1.5319 |
1.5319 |
0.0000 |
0.0% |
1.5340 |
| Close |
1.5319 |
1.5477 |
0.0158 |
1.0% |
1.5414 |
| Range |
0.0121 |
0.0197 |
0.0076 |
62.8% |
0.0116 |
| ATR |
0.0090 |
0.0097 |
0.0008 |
8.6% |
0.0000 |
| Volume |
24 |
35 |
11 |
45.8% |
3 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6028 |
1.5950 |
1.5585 |
|
| R3 |
1.5831 |
1.5753 |
1.5531 |
|
| R2 |
1.5634 |
1.5634 |
1.5513 |
|
| R1 |
1.5556 |
1.5556 |
1.5495 |
1.5595 |
| PP |
1.5437 |
1.5437 |
1.5437 |
1.5457 |
| S1 |
1.5359 |
1.5359 |
1.5459 |
1.5398 |
| S2 |
1.5240 |
1.5240 |
1.5441 |
|
| S3 |
1.5043 |
1.5162 |
1.5423 |
|
| S4 |
1.4846 |
1.4965 |
1.5369 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5751 |
1.5699 |
1.5478 |
|
| R3 |
1.5635 |
1.5583 |
1.5446 |
|
| R2 |
1.5519 |
1.5519 |
1.5435 |
|
| R1 |
1.5467 |
1.5467 |
1.5425 |
1.5493 |
| PP |
1.5403 |
1.5403 |
1.5403 |
1.5417 |
| S1 |
1.5351 |
1.5351 |
1.5403 |
1.5377 |
| S2 |
1.5287 |
1.5287 |
1.5393 |
|
| S3 |
1.5171 |
1.5235 |
1.5382 |
|
| S4 |
1.5055 |
1.5119 |
1.5350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5516 |
1.5319 |
0.0197 |
1.3% |
0.0104 |
0.7% |
80% |
True |
True |
24 |
| 10 |
1.5516 |
1.5165 |
0.0351 |
2.3% |
0.0070 |
0.5% |
89% |
True |
False |
25 |
| 20 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0082 |
0.5% |
50% |
False |
False |
13 |
| 40 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0070 |
0.4% |
50% |
False |
False |
7 |
| 60 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0055 |
0.4% |
50% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6353 |
|
2.618 |
1.6032 |
|
1.618 |
1.5835 |
|
1.000 |
1.5713 |
|
0.618 |
1.5638 |
|
HIGH |
1.5516 |
|
0.618 |
1.5441 |
|
0.500 |
1.5418 |
|
0.382 |
1.5394 |
|
LOW |
1.5319 |
|
0.618 |
1.5197 |
|
1.000 |
1.5122 |
|
1.618 |
1.5000 |
|
2.618 |
1.4803 |
|
4.250 |
1.4482 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5457 |
1.5457 |
| PP |
1.5437 |
1.5437 |
| S1 |
1.5418 |
1.5418 |
|