CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5514 |
1.5425 |
-0.0089 |
-0.6% |
1.5425 |
| High |
1.5552 |
1.5512 |
-0.0040 |
-0.3% |
1.5640 |
| Low |
1.5471 |
1.5331 |
-0.0140 |
-0.9% |
1.5319 |
| Close |
1.5493 |
1.5354 |
-0.0139 |
-0.9% |
1.5539 |
| Range |
0.0081 |
0.0181 |
0.0100 |
123.5% |
0.0321 |
| ATR |
0.0101 |
0.0107 |
0.0006 |
5.7% |
0.0000 |
| Volume |
69 |
13 |
-56 |
-81.2% |
252 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5942 |
1.5829 |
1.5454 |
|
| R3 |
1.5761 |
1.5648 |
1.5404 |
|
| R2 |
1.5580 |
1.5580 |
1.5387 |
|
| R1 |
1.5467 |
1.5467 |
1.5371 |
1.5433 |
| PP |
1.5399 |
1.5399 |
1.5399 |
1.5382 |
| S1 |
1.5286 |
1.5286 |
1.5337 |
1.5252 |
| S2 |
1.5218 |
1.5218 |
1.5321 |
|
| S3 |
1.5037 |
1.5105 |
1.5304 |
|
| S4 |
1.4856 |
1.4924 |
1.5254 |
|
|
| 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% |
0.0146 |
0.9% |
11% |
False |
False |
50 |
| 10 |
1.5640 |
1.5319 |
0.0321 |
2.1% |
0.0106 |
0.7% |
11% |
False |
False |
33 |
| 20 |
1.5789 |
1.5165 |
0.0624 |
4.1% |
0.0097 |
0.6% |
30% |
False |
False |
24 |
| 40 |
1.5789 |
1.5165 |
0.0624 |
4.1% |
0.0078 |
0.5% |
30% |
False |
False |
12 |
| 60 |
1.5789 |
1.5165 |
0.0624 |
4.1% |
0.0064 |
0.4% |
30% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6281 |
|
2.618 |
1.5986 |
|
1.618 |
1.5805 |
|
1.000 |
1.5693 |
|
0.618 |
1.5624 |
|
HIGH |
1.5512 |
|
0.618 |
1.5443 |
|
0.500 |
1.5422 |
|
0.382 |
1.5400 |
|
LOW |
1.5331 |
|
0.618 |
1.5219 |
|
1.000 |
1.5150 |
|
1.618 |
1.5038 |
|
2.618 |
1.4857 |
|
4.250 |
1.4562 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5422 |
1.5486 |
| PP |
1.5399 |
1.5442 |
| S1 |
1.5377 |
1.5398 |
|