CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5448 |
1.5427 |
-0.0021 |
-0.1% |
1.5336 |
| High |
1.5448 |
1.5484 |
0.0036 |
0.2% |
1.5496 |
| Low |
1.5422 |
1.5418 |
-0.0004 |
0.0% |
1.5191 |
| Close |
1.5448 |
1.5457 |
0.0009 |
0.1% |
1.5448 |
| Range |
0.0026 |
0.0066 |
0.0040 |
153.8% |
0.0305 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
6 |
25 |
19 |
316.7% |
107 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5651 |
1.5620 |
1.5493 |
|
| R3 |
1.5585 |
1.5554 |
1.5475 |
|
| R2 |
1.5519 |
1.5519 |
1.5469 |
|
| R1 |
1.5488 |
1.5488 |
1.5463 |
1.5504 |
| PP |
1.5453 |
1.5453 |
1.5453 |
1.5461 |
| S1 |
1.5422 |
1.5422 |
1.5451 |
1.5438 |
| S2 |
1.5387 |
1.5387 |
1.5445 |
|
| S3 |
1.5321 |
1.5356 |
1.5439 |
|
| S4 |
1.5255 |
1.5290 |
1.5421 |
|
|
| 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% |
0.0122 |
0.8% |
87% |
False |
False |
26 |
| 10 |
1.5496 |
1.5130 |
0.0366 |
2.4% |
0.0106 |
0.7% |
89% |
False |
False |
19 |
| 20 |
1.5512 |
1.5097 |
0.0415 |
2.7% |
0.0104 |
0.7% |
87% |
False |
False |
19 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0099 |
0.6% |
52% |
False |
False |
21 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0084 |
0.5% |
52% |
False |
False |
14 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0072 |
0.5% |
52% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5765 |
|
2.618 |
1.5657 |
|
1.618 |
1.5591 |
|
1.000 |
1.5550 |
|
0.618 |
1.5525 |
|
HIGH |
1.5484 |
|
0.618 |
1.5459 |
|
0.500 |
1.5451 |
|
0.382 |
1.5443 |
|
LOW |
1.5418 |
|
0.618 |
1.5377 |
|
1.000 |
1.5352 |
|
1.618 |
1.5311 |
|
2.618 |
1.5245 |
|
4.250 |
1.5138 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5455 |
1.5455 |
| PP |
1.5453 |
1.5453 |
| S1 |
1.5451 |
1.5451 |
|