CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5578 |
1.5514 |
-0.0064 |
-0.4% |
1.5425 |
| High |
1.5640 |
1.5552 |
-0.0088 |
-0.6% |
1.5640 |
| Low |
1.5503 |
1.5471 |
-0.0032 |
-0.2% |
1.5319 |
| Close |
1.5539 |
1.5493 |
-0.0046 |
-0.3% |
1.5539 |
| Range |
0.0137 |
0.0081 |
-0.0056 |
-40.9% |
0.0321 |
| ATR |
0.0102 |
0.0101 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
4 |
69 |
65 |
1,625.0% |
252 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5748 |
1.5702 |
1.5538 |
|
| R3 |
1.5667 |
1.5621 |
1.5515 |
|
| R2 |
1.5586 |
1.5586 |
1.5508 |
|
| R1 |
1.5540 |
1.5540 |
1.5500 |
1.5523 |
| PP |
1.5505 |
1.5505 |
1.5505 |
1.5497 |
| S1 |
1.5459 |
1.5459 |
1.5486 |
1.5442 |
| S2 |
1.5424 |
1.5424 |
1.5478 |
|
| S3 |
1.5343 |
1.5378 |
1.5471 |
|
| S4 |
1.5262 |
1.5297 |
1.5448 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6462 |
1.6322 |
1.5716 |
|
| R3 |
1.6141 |
1.6001 |
1.5627 |
|
| R2 |
1.5820 |
1.5820 |
1.5598 |
|
| R1 |
1.5680 |
1.5680 |
1.5568 |
1.5750 |
| PP |
1.5499 |
1.5499 |
1.5499 |
1.5535 |
| S1 |
1.5359 |
1.5359 |
1.5510 |
1.5429 |
| S2 |
1.5178 |
1.5178 |
1.5480 |
|
| S3 |
1.4857 |
1.5038 |
1.5451 |
|
| S4 |
1.4536 |
1.4717 |
1.5362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5640 |
1.5319 |
0.0321 |
2.1% |
0.0134 |
0.9% |
54% |
False |
False |
52 |
| 10 |
1.5640 |
1.5319 |
0.0321 |
2.1% |
0.0088 |
0.6% |
54% |
False |
False |
32 |
| 20 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0095 |
0.6% |
53% |
False |
False |
23 |
| 40 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0074 |
0.5% |
53% |
False |
False |
12 |
| 60 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0061 |
0.4% |
53% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5896 |
|
2.618 |
1.5764 |
|
1.618 |
1.5683 |
|
1.000 |
1.5633 |
|
0.618 |
1.5602 |
|
HIGH |
1.5552 |
|
0.618 |
1.5521 |
|
0.500 |
1.5512 |
|
0.382 |
1.5502 |
|
LOW |
1.5471 |
|
0.618 |
1.5421 |
|
1.000 |
1.5390 |
|
1.618 |
1.5340 |
|
2.618 |
1.5259 |
|
4.250 |
1.5127 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5512 |
1.5556 |
| PP |
1.5505 |
1.5535 |
| S1 |
1.5499 |
1.5514 |
|