CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5234 |
1.5213 |
-0.0021 |
-0.1% |
1.5514 |
| High |
1.5275 |
1.5248 |
-0.0027 |
-0.2% |
1.5552 |
| Low |
1.5192 |
1.5128 |
-0.0064 |
-0.4% |
1.5128 |
| Close |
1.5223 |
1.5183 |
-0.0040 |
-0.3% |
1.5183 |
| Range |
0.0083 |
0.0120 |
0.0037 |
44.6% |
0.0424 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
0.8% |
0.0000 |
| Volume |
11 |
29 |
18 |
163.6% |
136 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5546 |
1.5485 |
1.5249 |
|
| R3 |
1.5426 |
1.5365 |
1.5216 |
|
| R2 |
1.5306 |
1.5306 |
1.5205 |
|
| R1 |
1.5245 |
1.5245 |
1.5194 |
1.5216 |
| PP |
1.5186 |
1.5186 |
1.5186 |
1.5172 |
| S1 |
1.5125 |
1.5125 |
1.5172 |
1.5096 |
| S2 |
1.5066 |
1.5066 |
1.5161 |
|
| S3 |
1.4946 |
1.5005 |
1.5150 |
|
| S4 |
1.4826 |
1.4885 |
1.5117 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6560 |
1.6295 |
1.5416 |
|
| R3 |
1.6136 |
1.5871 |
1.5300 |
|
| R2 |
1.5712 |
1.5712 |
1.5261 |
|
| R1 |
1.5447 |
1.5447 |
1.5222 |
1.5368 |
| PP |
1.5288 |
1.5288 |
1.5288 |
1.5248 |
| S1 |
1.5023 |
1.5023 |
1.5144 |
1.4944 |
| S2 |
1.4864 |
1.4864 |
1.5105 |
|
| S3 |
1.4440 |
1.4599 |
1.5066 |
|
| S4 |
1.4016 |
1.4175 |
1.4950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5552 |
1.5128 |
0.0424 |
2.8% |
0.0115 |
0.8% |
13% |
False |
True |
27 |
| 10 |
1.5640 |
1.5128 |
0.0512 |
3.4% |
0.0124 |
0.8% |
11% |
False |
True |
38 |
| 20 |
1.5640 |
1.5128 |
0.0512 |
3.4% |
0.0088 |
0.6% |
11% |
False |
True |
26 |
| 40 |
1.5789 |
1.5128 |
0.0661 |
4.4% |
0.0084 |
0.6% |
8% |
False |
True |
13 |
| 60 |
1.5789 |
1.5128 |
0.0661 |
4.4% |
0.0069 |
0.5% |
8% |
False |
True |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5758 |
|
2.618 |
1.5562 |
|
1.618 |
1.5442 |
|
1.000 |
1.5368 |
|
0.618 |
1.5322 |
|
HIGH |
1.5248 |
|
0.618 |
1.5202 |
|
0.500 |
1.5188 |
|
0.382 |
1.5174 |
|
LOW |
1.5128 |
|
0.618 |
1.5054 |
|
1.000 |
1.5008 |
|
1.618 |
1.4934 |
|
2.618 |
1.4814 |
|
4.250 |
1.4618 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5188 |
1.5224 |
| PP |
1.5186 |
1.5210 |
| S1 |
1.5185 |
1.5197 |
|