CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5427 |
1.5472 |
0.0045 |
0.3% |
1.5336 |
| High |
1.5484 |
1.5494 |
0.0010 |
0.1% |
1.5496 |
| Low |
1.5418 |
1.5426 |
0.0008 |
0.1% |
1.5191 |
| Close |
1.5457 |
1.5431 |
-0.0026 |
-0.2% |
1.5448 |
| Range |
0.0066 |
0.0068 |
0.0002 |
3.0% |
0.0305 |
| ATR |
0.0105 |
0.0103 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
25 |
33 |
8 |
32.0% |
107 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5654 |
1.5611 |
1.5468 |
|
| R3 |
1.5586 |
1.5543 |
1.5450 |
|
| R2 |
1.5518 |
1.5518 |
1.5443 |
|
| R1 |
1.5475 |
1.5475 |
1.5437 |
1.5463 |
| PP |
1.5450 |
1.5450 |
1.5450 |
1.5444 |
| S1 |
1.5407 |
1.5407 |
1.5425 |
1.5395 |
| S2 |
1.5382 |
1.5382 |
1.5419 |
|
| S3 |
1.5314 |
1.5339 |
1.5412 |
|
| S4 |
1.5246 |
1.5271 |
1.5394 |
|
|
| 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 |
1.5239 |
0.0257 |
1.7% |
0.0099 |
0.6% |
75% |
False |
False |
32 |
| 10 |
1.5496 |
1.5191 |
0.0305 |
2.0% |
0.0103 |
0.7% |
79% |
False |
False |
21 |
| 20 |
1.5496 |
1.5097 |
0.0399 |
2.6% |
0.0098 |
0.6% |
84% |
False |
False |
20 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0098 |
0.6% |
48% |
False |
False |
22 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0085 |
0.5% |
48% |
False |
False |
15 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0073 |
0.5% |
48% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5783 |
|
2.618 |
1.5672 |
|
1.618 |
1.5604 |
|
1.000 |
1.5562 |
|
0.618 |
1.5536 |
|
HIGH |
1.5494 |
|
0.618 |
1.5468 |
|
0.500 |
1.5460 |
|
0.382 |
1.5452 |
|
LOW |
1.5426 |
|
0.618 |
1.5384 |
|
1.000 |
1.5358 |
|
1.618 |
1.5316 |
|
2.618 |
1.5248 |
|
4.250 |
1.5137 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5460 |
1.5456 |
| PP |
1.5450 |
1.5448 |
| S1 |
1.5441 |
1.5439 |
|