CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5327 |
1.5334 |
0.0007 |
0.0% |
1.5427 |
| High |
1.5372 |
1.5347 |
-0.0025 |
-0.2% |
1.5496 |
| Low |
1.5297 |
1.5274 |
-0.0023 |
-0.2% |
1.5298 |
| Close |
1.5342 |
1.5291 |
-0.0051 |
-0.3% |
1.5311 |
| Range |
0.0075 |
0.0073 |
-0.0002 |
-2.7% |
0.0198 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
35 |
7 |
-28 |
-80.0% |
189 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5523 |
1.5480 |
1.5331 |
|
| R3 |
1.5450 |
1.5407 |
1.5311 |
|
| R2 |
1.5377 |
1.5377 |
1.5304 |
|
| R1 |
1.5334 |
1.5334 |
1.5298 |
1.5319 |
| PP |
1.5304 |
1.5304 |
1.5304 |
1.5297 |
| S1 |
1.5261 |
1.5261 |
1.5284 |
1.5246 |
| S2 |
1.5231 |
1.5231 |
1.5278 |
|
| S3 |
1.5158 |
1.5188 |
1.5271 |
|
| S4 |
1.5085 |
1.5115 |
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 |
1.5274 |
0.0222 |
1.5% |
0.0091 |
0.6% |
8% |
False |
True |
34 |
| 10 |
1.5496 |
1.5239 |
0.0257 |
1.7% |
0.0095 |
0.6% |
20% |
False |
False |
33 |
| 20 |
1.5496 |
1.5097 |
0.0399 |
2.6% |
0.0098 |
0.6% |
49% |
False |
False |
25 |
| 40 |
1.5640 |
1.5097 |
0.0543 |
3.6% |
0.0093 |
0.6% |
36% |
False |
False |
26 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0089 |
0.6% |
28% |
False |
False |
18 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0077 |
0.5% |
28% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5657 |
|
2.618 |
1.5538 |
|
1.618 |
1.5465 |
|
1.000 |
1.5420 |
|
0.618 |
1.5392 |
|
HIGH |
1.5347 |
|
0.618 |
1.5319 |
|
0.500 |
1.5311 |
|
0.382 |
1.5302 |
|
LOW |
1.5274 |
|
0.618 |
1.5229 |
|
1.000 |
1.5201 |
|
1.618 |
1.5156 |
|
2.618 |
1.5083 |
|
4.250 |
1.4964 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5311 |
1.5341 |
| PP |
1.5304 |
1.5324 |
| S1 |
1.5298 |
1.5308 |
|