CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5113 |
1.5130 |
0.0017 |
0.1% |
1.5183 |
| High |
1.5169 |
1.5224 |
0.0055 |
0.4% |
1.5230 |
| Low |
1.5098 |
1.5130 |
0.0032 |
0.2% |
1.5097 |
| Close |
1.5122 |
1.5179 |
0.0057 |
0.4% |
1.5179 |
| Range |
0.0071 |
0.0094 |
0.0023 |
32.4% |
0.0133 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
0.0% |
0.0000 |
| Volume |
40 |
56 |
16 |
40.0% |
128 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5460 |
1.5413 |
1.5231 |
|
| R3 |
1.5366 |
1.5319 |
1.5205 |
|
| R2 |
1.5272 |
1.5272 |
1.5196 |
|
| R1 |
1.5225 |
1.5225 |
1.5188 |
1.5249 |
| PP |
1.5178 |
1.5178 |
1.5178 |
1.5189 |
| S1 |
1.5131 |
1.5131 |
1.5170 |
1.5155 |
| S2 |
1.5084 |
1.5084 |
1.5162 |
|
| S3 |
1.4990 |
1.5037 |
1.5153 |
|
| S4 |
1.4896 |
1.4943 |
1.5127 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5568 |
1.5506 |
1.5252 |
|
| R3 |
1.5435 |
1.5373 |
1.5216 |
|
| R2 |
1.5302 |
1.5302 |
1.5203 |
|
| R1 |
1.5240 |
1.5240 |
1.5191 |
1.5205 |
| PP |
1.5169 |
1.5169 |
1.5169 |
1.5151 |
| S1 |
1.5107 |
1.5107 |
1.5167 |
1.5072 |
| S2 |
1.5036 |
1.5036 |
1.5155 |
|
| S3 |
1.4903 |
1.4974 |
1.5142 |
|
| S4 |
1.4770 |
1.4841 |
1.5106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5230 |
1.5097 |
0.0133 |
0.9% |
0.0085 |
0.6% |
62% |
False |
False |
25 |
| 10 |
1.5552 |
1.5097 |
0.0455 |
3.0% |
0.0100 |
0.7% |
18% |
False |
False |
26 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.6% |
0.0093 |
0.6% |
15% |
False |
False |
26 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.6% |
0.0085 |
0.6% |
12% |
False |
False |
16 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.6% |
0.0075 |
0.5% |
12% |
False |
False |
11 |
| 80 |
1.5855 |
1.5097 |
0.0758 |
5.0% |
0.0058 |
0.4% |
11% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5624 |
|
2.618 |
1.5470 |
|
1.618 |
1.5376 |
|
1.000 |
1.5318 |
|
0.618 |
1.5282 |
|
HIGH |
1.5224 |
|
0.618 |
1.5188 |
|
0.500 |
1.5177 |
|
0.382 |
1.5166 |
|
LOW |
1.5130 |
|
0.618 |
1.5072 |
|
1.000 |
1.5036 |
|
1.618 |
1.4978 |
|
2.618 |
1.4884 |
|
4.250 |
1.4731 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5178 |
1.5173 |
| PP |
1.5178 |
1.5167 |
| S1 |
1.5177 |
1.5161 |
|