CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5290 |
1.5250 |
-0.0040 |
-0.3% |
1.5427 |
| High |
1.5336 |
1.5313 |
-0.0023 |
-0.1% |
1.5496 |
| Low |
1.5241 |
1.5237 |
-0.0004 |
0.0% |
1.5298 |
| Close |
1.5242 |
1.5309 |
0.0067 |
0.4% |
1.5311 |
| Range |
0.0095 |
0.0076 |
-0.0019 |
-20.0% |
0.0198 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
43 |
257 |
214 |
497.7% |
189 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5514 |
1.5488 |
1.5351 |
|
| R3 |
1.5438 |
1.5412 |
1.5330 |
|
| R2 |
1.5362 |
1.5362 |
1.5323 |
|
| R1 |
1.5336 |
1.5336 |
1.5316 |
1.5349 |
| PP |
1.5286 |
1.5286 |
1.5286 |
1.5293 |
| S1 |
1.5260 |
1.5260 |
1.5302 |
1.5273 |
| S2 |
1.5210 |
1.5210 |
1.5295 |
|
| S3 |
1.5134 |
1.5184 |
1.5288 |
|
| S4 |
1.5058 |
1.5108 |
1.5267 |
|
|
| 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 |
1.5408 |
1.5237 |
0.0171 |
1.1% |
0.0086 |
0.6% |
42% |
False |
True |
78 |
| 10 |
1.5496 |
1.5237 |
0.0259 |
1.7% |
0.0079 |
0.5% |
28% |
False |
True |
53 |
| 20 |
1.5496 |
1.5127 |
0.0369 |
2.4% |
0.0098 |
0.6% |
49% |
False |
False |
38 |
| 40 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0094 |
0.6% |
39% |
False |
False |
30 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0090 |
0.6% |
31% |
False |
False |
23 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0079 |
0.5% |
31% |
False |
False |
17 |
| 100 |
1.5855 |
1.5097 |
0.0758 |
5.0% |
0.0065 |
0.4% |
28% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5636 |
|
2.618 |
1.5512 |
|
1.618 |
1.5436 |
|
1.000 |
1.5389 |
|
0.618 |
1.5360 |
|
HIGH |
1.5313 |
|
0.618 |
1.5284 |
|
0.500 |
1.5275 |
|
0.382 |
1.5266 |
|
LOW |
1.5237 |
|
0.618 |
1.5190 |
|
1.000 |
1.5161 |
|
1.618 |
1.5114 |
|
2.618 |
1.5038 |
|
4.250 |
1.4914 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5298 |
1.5303 |
| PP |
1.5286 |
1.5298 |
| S1 |
1.5275 |
1.5292 |
|