CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5312 |
1.5454 |
0.0142 |
0.9% |
1.5327 |
| High |
1.5460 |
1.5488 |
0.0028 |
0.2% |
1.5460 |
| Low |
1.5304 |
1.5398 |
0.0094 |
0.6% |
1.5237 |
| Close |
1.5419 |
1.5405 |
-0.0014 |
-0.1% |
1.5419 |
| Range |
0.0156 |
0.0090 |
-0.0066 |
-42.3% |
0.0223 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
51 |
40 |
-11 |
-21.6% |
393 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5700 |
1.5643 |
1.5455 |
|
| R3 |
1.5610 |
1.5553 |
1.5430 |
|
| R2 |
1.5520 |
1.5520 |
1.5422 |
|
| R1 |
1.5463 |
1.5463 |
1.5413 |
1.5447 |
| PP |
1.5430 |
1.5430 |
1.5430 |
1.5422 |
| S1 |
1.5373 |
1.5373 |
1.5397 |
1.5357 |
| S2 |
1.5340 |
1.5340 |
1.5389 |
|
| S3 |
1.5250 |
1.5283 |
1.5380 |
|
| S4 |
1.5160 |
1.5193 |
1.5356 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6041 |
1.5953 |
1.5542 |
|
| R3 |
1.5818 |
1.5730 |
1.5480 |
|
| R2 |
1.5595 |
1.5595 |
1.5460 |
|
| R1 |
1.5507 |
1.5507 |
1.5439 |
1.5551 |
| PP |
1.5372 |
1.5372 |
1.5372 |
1.5394 |
| S1 |
1.5284 |
1.5284 |
1.5399 |
1.5328 |
| S2 |
1.5149 |
1.5149 |
1.5378 |
|
| S3 |
1.4926 |
1.5061 |
1.5358 |
|
| S4 |
1.4703 |
1.4838 |
1.5296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5488 |
1.5237 |
0.0251 |
1.6% |
0.0098 |
0.6% |
67% |
True |
False |
79 |
| 10 |
1.5496 |
1.5237 |
0.0259 |
1.7% |
0.0094 |
0.6% |
65% |
False |
False |
59 |
| 20 |
1.5496 |
1.5130 |
0.0366 |
2.4% |
0.0100 |
0.6% |
75% |
False |
False |
39 |
| 40 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0098 |
0.6% |
57% |
False |
False |
32 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0091 |
0.6% |
45% |
False |
False |
24 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0082 |
0.5% |
45% |
False |
False |
18 |
| 100 |
1.5855 |
1.5097 |
0.0758 |
4.9% |
0.0067 |
0.4% |
41% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5871 |
|
2.618 |
1.5724 |
|
1.618 |
1.5634 |
|
1.000 |
1.5578 |
|
0.618 |
1.5544 |
|
HIGH |
1.5488 |
|
0.618 |
1.5454 |
|
0.500 |
1.5443 |
|
0.382 |
1.5432 |
|
LOW |
1.5398 |
|
0.618 |
1.5342 |
|
1.000 |
1.5308 |
|
1.618 |
1.5252 |
|
2.618 |
1.5162 |
|
4.250 |
1.5016 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5443 |
1.5391 |
| PP |
1.5430 |
1.5377 |
| S1 |
1.5418 |
1.5363 |
|