CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5472 |
1.5436 |
-0.0036 |
-0.2% |
1.5336 |
| High |
1.5494 |
1.5465 |
-0.0029 |
-0.2% |
1.5496 |
| Low |
1.5426 |
1.5402 |
-0.0024 |
-0.2% |
1.5191 |
| Close |
1.5431 |
1.5412 |
-0.0019 |
-0.1% |
1.5448 |
| Range |
0.0068 |
0.0063 |
-0.0005 |
-7.4% |
0.0305 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
33 |
29 |
-4 |
-12.1% |
107 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5615 |
1.5577 |
1.5447 |
|
| R3 |
1.5552 |
1.5514 |
1.5429 |
|
| R2 |
1.5489 |
1.5489 |
1.5424 |
|
| R1 |
1.5451 |
1.5451 |
1.5418 |
1.5439 |
| PP |
1.5426 |
1.5426 |
1.5426 |
1.5420 |
| S1 |
1.5388 |
1.5388 |
1.5406 |
1.5376 |
| S2 |
1.5363 |
1.5363 |
1.5400 |
|
| S3 |
1.5300 |
1.5325 |
1.5395 |
|
| S4 |
1.5237 |
1.5262 |
1.5377 |
|
|
| 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 |
1.5402 |
0.0094 |
0.6% |
0.0063 |
0.4% |
11% |
False |
True |
29 |
| 10 |
1.5496 |
1.5191 |
0.0305 |
2.0% |
0.0098 |
0.6% |
72% |
False |
False |
24 |
| 20 |
1.5496 |
1.5097 |
0.0399 |
2.6% |
0.0096 |
0.6% |
79% |
False |
False |
21 |
| 40 |
1.5691 |
1.5097 |
0.0594 |
3.9% |
0.0096 |
0.6% |
53% |
False |
False |
23 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0086 |
0.6% |
46% |
False |
False |
15 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0073 |
0.5% |
46% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5733 |
|
2.618 |
1.5630 |
|
1.618 |
1.5567 |
|
1.000 |
1.5528 |
|
0.618 |
1.5504 |
|
HIGH |
1.5465 |
|
0.618 |
1.5441 |
|
0.500 |
1.5434 |
|
0.382 |
1.5426 |
|
LOW |
1.5402 |
|
0.618 |
1.5363 |
|
1.000 |
1.5339 |
|
1.618 |
1.5300 |
|
2.618 |
1.5237 |
|
4.250 |
1.5134 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5434 |
1.5448 |
| PP |
1.5426 |
1.5436 |
| S1 |
1.5419 |
1.5424 |
|