CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5213 |
1.5183 |
-0.0030 |
-0.2% |
1.5514 |
| High |
1.5248 |
1.5230 |
-0.0018 |
-0.1% |
1.5552 |
| Low |
1.5128 |
1.5150 |
0.0022 |
0.1% |
1.5128 |
| Close |
1.5183 |
1.5161 |
-0.0022 |
-0.1% |
1.5183 |
| Range |
0.0120 |
0.0080 |
-0.0040 |
-33.3% |
0.0424 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
29 |
12 |
-17 |
-58.6% |
136 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5420 |
1.5371 |
1.5205 |
|
| R3 |
1.5340 |
1.5291 |
1.5183 |
|
| R2 |
1.5260 |
1.5260 |
1.5176 |
|
| R1 |
1.5211 |
1.5211 |
1.5168 |
1.5196 |
| PP |
1.5180 |
1.5180 |
1.5180 |
1.5173 |
| S1 |
1.5131 |
1.5131 |
1.5154 |
1.5116 |
| S2 |
1.5100 |
1.5100 |
1.5146 |
|
| S3 |
1.5020 |
1.5051 |
1.5139 |
|
| S4 |
1.4940 |
1.4971 |
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 |
1.5512 |
1.5128 |
0.0384 |
2.5% |
0.0114 |
0.8% |
9% |
False |
False |
15 |
| 10 |
1.5640 |
1.5128 |
0.0512 |
3.4% |
0.0124 |
0.8% |
6% |
False |
False |
34 |
| 20 |
1.5640 |
1.5128 |
0.0512 |
3.4% |
0.0089 |
0.6% |
6% |
False |
False |
27 |
| 40 |
1.5789 |
1.5128 |
0.0661 |
4.4% |
0.0084 |
0.6% |
5% |
False |
False |
14 |
| 60 |
1.5789 |
1.5128 |
0.0661 |
4.4% |
0.0070 |
0.5% |
5% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5570 |
|
2.618 |
1.5439 |
|
1.618 |
1.5359 |
|
1.000 |
1.5310 |
|
0.618 |
1.5279 |
|
HIGH |
1.5230 |
|
0.618 |
1.5199 |
|
0.500 |
1.5190 |
|
0.382 |
1.5181 |
|
LOW |
1.5150 |
|
0.618 |
1.5101 |
|
1.000 |
1.5070 |
|
1.618 |
1.5021 |
|
2.618 |
1.4941 |
|
4.250 |
1.4810 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5190 |
1.5202 |
| PP |
1.5180 |
1.5188 |
| S1 |
1.5171 |
1.5175 |
|