CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5130 |
1.5195 |
0.0065 |
0.4% |
1.5183 |
| High |
1.5224 |
1.5232 |
0.0008 |
0.1% |
1.5230 |
| Low |
1.5130 |
1.5127 |
-0.0003 |
0.0% |
1.5097 |
| Close |
1.5179 |
1.5143 |
-0.0036 |
-0.2% |
1.5179 |
| Range |
0.0094 |
0.0105 |
0.0011 |
11.7% |
0.0133 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
0.2% |
0.0000 |
| Volume |
56 |
2 |
-54 |
-96.4% |
128 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5482 |
1.5418 |
1.5201 |
|
| R3 |
1.5377 |
1.5313 |
1.5172 |
|
| R2 |
1.5272 |
1.5272 |
1.5162 |
|
| R1 |
1.5208 |
1.5208 |
1.5153 |
1.5188 |
| PP |
1.5167 |
1.5167 |
1.5167 |
1.5157 |
| S1 |
1.5103 |
1.5103 |
1.5133 |
1.5083 |
| S2 |
1.5062 |
1.5062 |
1.5124 |
|
| S3 |
1.4957 |
1.4998 |
1.5114 |
|
| S4 |
1.4852 |
1.4893 |
1.5085 |
|
|
| 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 |
1.5232 |
1.5097 |
0.0135 |
0.9% |
0.0090 |
0.6% |
34% |
True |
False |
23 |
| 10 |
1.5512 |
1.5097 |
0.0415 |
2.7% |
0.0102 |
0.7% |
11% |
False |
False |
19 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.6% |
0.0095 |
0.6% |
8% |
False |
False |
26 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.6% |
0.0086 |
0.6% |
7% |
False |
False |
17 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.6% |
0.0077 |
0.5% |
7% |
False |
False |
11 |
| 80 |
1.5855 |
1.5097 |
0.0758 |
5.0% |
0.0059 |
0.4% |
6% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5678 |
|
2.618 |
1.5507 |
|
1.618 |
1.5402 |
|
1.000 |
1.5337 |
|
0.618 |
1.5297 |
|
HIGH |
1.5232 |
|
0.618 |
1.5192 |
|
0.500 |
1.5180 |
|
0.382 |
1.5167 |
|
LOW |
1.5127 |
|
0.618 |
1.5062 |
|
1.000 |
1.5022 |
|
1.618 |
1.4957 |
|
2.618 |
1.4852 |
|
4.250 |
1.4681 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5180 |
1.5165 |
| PP |
1.5167 |
1.5158 |
| S1 |
1.5155 |
1.5150 |
|