CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5436 |
1.5420 |
-0.0016 |
-0.1% |
1.5336 |
| High |
1.5465 |
1.5496 |
0.0031 |
0.2% |
1.5496 |
| Low |
1.5402 |
1.5360 |
-0.0042 |
-0.3% |
1.5191 |
| Close |
1.5412 |
1.5378 |
-0.0034 |
-0.2% |
1.5448 |
| Range |
0.0063 |
0.0136 |
0.0073 |
115.9% |
0.0305 |
| ATR |
0.0100 |
0.0102 |
0.0003 |
2.6% |
0.0000 |
| Volume |
29 |
53 |
24 |
82.8% |
107 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5819 |
1.5735 |
1.5453 |
|
| R3 |
1.5683 |
1.5599 |
1.5415 |
|
| R2 |
1.5547 |
1.5547 |
1.5403 |
|
| R1 |
1.5463 |
1.5463 |
1.5390 |
1.5437 |
| PP |
1.5411 |
1.5411 |
1.5411 |
1.5399 |
| S1 |
1.5327 |
1.5327 |
1.5366 |
1.5301 |
| S2 |
1.5275 |
1.5275 |
1.5353 |
|
| S3 |
1.5139 |
1.5191 |
1.5341 |
|
| S4 |
1.5003 |
1.5055 |
1.5303 |
|
|
| 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 |
1.5360 |
0.0136 |
0.9% |
0.0072 |
0.5% |
13% |
True |
True |
29 |
| 10 |
1.5496 |
1.5191 |
0.0305 |
2.0% |
0.0101 |
0.7% |
61% |
True |
False |
25 |
| 20 |
1.5496 |
1.5097 |
0.0399 |
2.6% |
0.0099 |
0.6% |
70% |
True |
False |
23 |
| 40 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0094 |
0.6% |
52% |
False |
False |
24 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0087 |
0.6% |
41% |
False |
False |
16 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0075 |
0.5% |
41% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6074 |
|
2.618 |
1.5852 |
|
1.618 |
1.5716 |
|
1.000 |
1.5632 |
|
0.618 |
1.5580 |
|
HIGH |
1.5496 |
|
0.618 |
1.5444 |
|
0.500 |
1.5428 |
|
0.382 |
1.5412 |
|
LOW |
1.5360 |
|
0.618 |
1.5276 |
|
1.000 |
1.5224 |
|
1.618 |
1.5140 |
|
2.618 |
1.5004 |
|
4.250 |
1.4782 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5428 |
1.5428 |
| PP |
1.5411 |
1.5411 |
| S1 |
1.5395 |
1.5395 |
|