CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5286 |
1.5466 |
0.0180 |
1.2% |
1.5195 |
| High |
1.5482 |
1.5496 |
0.0014 |
0.1% |
1.5371 |
| Low |
1.5239 |
1.5405 |
0.0166 |
1.1% |
1.5127 |
| Close |
1.5472 |
1.5482 |
0.0010 |
0.1% |
1.5328 |
| Range |
0.0243 |
0.0091 |
-0.0152 |
-62.6% |
0.0244 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
43 |
54 |
11 |
25.6% |
66 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5734 |
1.5699 |
1.5532 |
|
| R3 |
1.5643 |
1.5608 |
1.5507 |
|
| R2 |
1.5552 |
1.5552 |
1.5499 |
|
| R1 |
1.5517 |
1.5517 |
1.5490 |
1.5535 |
| PP |
1.5461 |
1.5461 |
1.5461 |
1.5470 |
| S1 |
1.5426 |
1.5426 |
1.5474 |
1.5444 |
| S2 |
1.5370 |
1.5370 |
1.5465 |
|
| S3 |
1.5279 |
1.5335 |
1.5457 |
|
| S4 |
1.5188 |
1.5244 |
1.5432 |
|
|
| 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 |
1.5496 |
1.5191 |
0.0305 |
2.0% |
0.0130 |
0.8% |
95% |
True |
False |
21 |
| 10 |
1.5496 |
1.5127 |
0.0369 |
2.4% |
0.0117 |
0.8% |
96% |
True |
False |
22 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0110 |
0.7% |
71% |
False |
False |
21 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0099 |
0.6% |
56% |
False |
False |
20 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0085 |
0.5% |
56% |
False |
False |
14 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0071 |
0.5% |
56% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5883 |
|
2.618 |
1.5734 |
|
1.618 |
1.5643 |
|
1.000 |
1.5587 |
|
0.618 |
1.5552 |
|
HIGH |
1.5496 |
|
0.618 |
1.5461 |
|
0.500 |
1.5451 |
|
0.382 |
1.5440 |
|
LOW |
1.5405 |
|
0.618 |
1.5349 |
|
1.000 |
1.5314 |
|
1.618 |
1.5258 |
|
2.618 |
1.5167 |
|
4.250 |
1.5018 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5472 |
1.5436 |
| PP |
1.5461 |
1.5390 |
| S1 |
1.5451 |
1.5344 |
|