CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5420 |
1.5393 |
-0.0027 |
-0.2% |
1.5427 |
| High |
1.5496 |
1.5408 |
-0.0088 |
-0.6% |
1.5496 |
| Low |
1.5360 |
1.5298 |
-0.0062 |
-0.4% |
1.5298 |
| Close |
1.5378 |
1.5311 |
-0.0067 |
-0.4% |
1.5311 |
| Range |
0.0136 |
0.0110 |
-0.0026 |
-19.1% |
0.0198 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.5% |
0.0000 |
| Volume |
53 |
49 |
-4 |
-7.5% |
189 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5669 |
1.5600 |
1.5372 |
|
| R3 |
1.5559 |
1.5490 |
1.5341 |
|
| R2 |
1.5449 |
1.5449 |
1.5331 |
|
| R1 |
1.5380 |
1.5380 |
1.5321 |
1.5360 |
| PP |
1.5339 |
1.5339 |
1.5339 |
1.5329 |
| S1 |
1.5270 |
1.5270 |
1.5301 |
1.5250 |
| S2 |
1.5229 |
1.5229 |
1.5291 |
|
| S3 |
1.5119 |
1.5160 |
1.5281 |
|
| S4 |
1.5009 |
1.5050 |
1.5251 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5962 |
1.5835 |
1.5420 |
|
| R3 |
1.5764 |
1.5637 |
1.5365 |
|
| R2 |
1.5566 |
1.5566 |
1.5347 |
|
| R1 |
1.5439 |
1.5439 |
1.5329 |
1.5404 |
| PP |
1.5368 |
1.5368 |
1.5368 |
1.5351 |
| S1 |
1.5241 |
1.5241 |
1.5293 |
1.5206 |
| S2 |
1.5170 |
1.5170 |
1.5275 |
|
| S3 |
1.4972 |
1.5043 |
1.5257 |
|
| S4 |
1.4774 |
1.4845 |
1.5202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5496 |
1.5298 |
0.0198 |
1.3% |
0.0089 |
0.6% |
7% |
False |
True |
37 |
| 10 |
1.5496 |
1.5191 |
0.0305 |
2.0% |
0.0104 |
0.7% |
39% |
False |
False |
29 |
| 20 |
1.5496 |
1.5097 |
0.0399 |
2.6% |
0.0098 |
0.6% |
54% |
False |
False |
24 |
| 40 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0093 |
0.6% |
39% |
False |
False |
25 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0088 |
0.6% |
31% |
False |
False |
17 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0076 |
0.5% |
31% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5876 |
|
2.618 |
1.5696 |
|
1.618 |
1.5586 |
|
1.000 |
1.5518 |
|
0.618 |
1.5476 |
|
HIGH |
1.5408 |
|
0.618 |
1.5366 |
|
0.500 |
1.5353 |
|
0.382 |
1.5340 |
|
LOW |
1.5298 |
|
0.618 |
1.5230 |
|
1.000 |
1.5188 |
|
1.618 |
1.5120 |
|
2.618 |
1.5010 |
|
4.250 |
1.4831 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5353 |
1.5397 |
| PP |
1.5339 |
1.5368 |
| S1 |
1.5325 |
1.5340 |
|