CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5466 |
1.5448 |
-0.0018 |
-0.1% |
1.5336 |
| High |
1.5496 |
1.5448 |
-0.0048 |
-0.3% |
1.5496 |
| Low |
1.5405 |
1.5422 |
0.0017 |
0.1% |
1.5191 |
| Close |
1.5482 |
1.5448 |
-0.0034 |
-0.2% |
1.5448 |
| Range |
0.0091 |
0.0026 |
-0.0065 |
-71.4% |
0.0305 |
| ATR |
0.0112 |
0.0108 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
54 |
6 |
-48 |
-88.9% |
107 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5517 |
1.5509 |
1.5462 |
|
| R3 |
1.5491 |
1.5483 |
1.5455 |
|
| R2 |
1.5465 |
1.5465 |
1.5453 |
|
| R1 |
1.5457 |
1.5457 |
1.5450 |
1.5461 |
| PP |
1.5439 |
1.5439 |
1.5439 |
1.5442 |
| S1 |
1.5431 |
1.5431 |
1.5446 |
1.5435 |
| S2 |
1.5413 |
1.5413 |
1.5443 |
|
| S3 |
1.5387 |
1.5405 |
1.5441 |
|
| S4 |
1.5361 |
1.5379 |
1.5434 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6293 |
1.6176 |
1.5616 |
|
| R3 |
1.5988 |
1.5871 |
1.5532 |
|
| R2 |
1.5683 |
1.5683 |
1.5504 |
|
| R1 |
1.5566 |
1.5566 |
1.5476 |
1.5625 |
| PP |
1.5378 |
1.5378 |
1.5378 |
1.5408 |
| S1 |
1.5261 |
1.5261 |
1.5420 |
1.5320 |
| S2 |
1.5073 |
1.5073 |
1.5392 |
|
| S3 |
1.4768 |
1.4956 |
1.5364 |
|
| S4 |
1.4463 |
1.4651 |
1.5280 |
|
|
| 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% |
0.0120 |
0.8% |
84% |
False |
False |
21 |
| 10 |
1.5496 |
1.5127 |
0.0369 |
2.4% |
0.0110 |
0.7% |
87% |
False |
False |
17 |
| 20 |
1.5552 |
1.5097 |
0.0455 |
2.9% |
0.0105 |
0.7% |
77% |
False |
False |
21 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0098 |
0.6% |
51% |
False |
False |
21 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0083 |
0.5% |
51% |
False |
False |
14 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0071 |
0.5% |
51% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5559 |
|
2.618 |
1.5516 |
|
1.618 |
1.5490 |
|
1.000 |
1.5474 |
|
0.618 |
1.5464 |
|
HIGH |
1.5448 |
|
0.618 |
1.5438 |
|
0.500 |
1.5435 |
|
0.382 |
1.5432 |
|
LOW |
1.5422 |
|
0.618 |
1.5406 |
|
1.000 |
1.5396 |
|
1.618 |
1.5380 |
|
2.618 |
1.5354 |
|
4.250 |
1.5312 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5444 |
1.5421 |
| PP |
1.5439 |
1.5394 |
| S1 |
1.5435 |
1.5368 |
|