CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5336 |
1.5225 |
-0.0111 |
-0.7% |
1.5195 |
| High |
1.5360 |
1.5376 |
0.0016 |
0.1% |
1.5371 |
| Low |
1.5306 |
1.5191 |
-0.0115 |
-0.8% |
1.5127 |
| Close |
1.5349 |
1.5242 |
-0.0107 |
-0.7% |
1.5328 |
| Range |
0.0054 |
0.0185 |
0.0131 |
242.6% |
0.0244 |
| ATR |
0.0098 |
0.0104 |
0.0006 |
6.4% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
66 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5825 |
1.5718 |
1.5344 |
|
| R3 |
1.5640 |
1.5533 |
1.5293 |
|
| R2 |
1.5455 |
1.5455 |
1.5276 |
|
| R1 |
1.5348 |
1.5348 |
1.5259 |
1.5402 |
| PP |
1.5270 |
1.5270 |
1.5270 |
1.5296 |
| S1 |
1.5163 |
1.5163 |
1.5225 |
1.5217 |
| S2 |
1.5085 |
1.5085 |
1.5208 |
|
| S3 |
1.4900 |
1.4978 |
1.5191 |
|
| S4 |
1.4715 |
1.4793 |
1.5140 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6007 |
1.5912 |
1.5462 |
|
| R3 |
1.5763 |
1.5668 |
1.5395 |
|
| R2 |
1.5519 |
1.5519 |
1.5373 |
|
| R1 |
1.5424 |
1.5424 |
1.5350 |
1.5472 |
| PP |
1.5275 |
1.5275 |
1.5275 |
1.5299 |
| S1 |
1.5180 |
1.5180 |
1.5306 |
1.5228 |
| S2 |
1.5031 |
1.5031 |
1.5283 |
|
| S3 |
1.4787 |
1.4936 |
1.5261 |
|
| S4 |
1.4543 |
1.4692 |
1.5194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5376 |
1.5191 |
0.0185 |
1.2% |
0.0107 |
0.7% |
28% |
True |
True |
11 |
| 10 |
1.5376 |
1.5097 |
0.0279 |
1.8% |
0.0101 |
0.7% |
52% |
True |
False |
17 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.6% |
0.0110 |
0.7% |
27% |
False |
False |
25 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0092 |
0.6% |
21% |
False |
False |
18 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0080 |
0.5% |
21% |
False |
False |
12 |
| 80 |
1.5805 |
1.5097 |
0.0708 |
4.6% |
0.0066 |
0.4% |
20% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6162 |
|
2.618 |
1.5860 |
|
1.618 |
1.5675 |
|
1.000 |
1.5561 |
|
0.618 |
1.5490 |
|
HIGH |
1.5376 |
|
0.618 |
1.5305 |
|
0.500 |
1.5284 |
|
0.382 |
1.5262 |
|
LOW |
1.5191 |
|
0.618 |
1.5077 |
|
1.000 |
1.5006 |
|
1.618 |
1.4892 |
|
2.618 |
1.4707 |
|
4.250 |
1.4405 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5284 |
1.5284 |
| PP |
1.5270 |
1.5270 |
| S1 |
1.5256 |
1.5256 |
|