CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5217 |
1.5199 |
-0.0018 |
-0.1% |
1.5518 |
| High |
1.5255 |
1.5236 |
-0.0019 |
-0.1% |
1.5561 |
| Low |
1.5129 |
1.5152 |
0.0023 |
0.2% |
1.5129 |
| Close |
1.5187 |
1.5166 |
-0.0021 |
-0.1% |
1.5187 |
| Range |
0.0126 |
0.0084 |
-0.0042 |
-33.3% |
0.0432 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
79,042 |
62,323 |
-16,719 |
-21.2% |
409,401 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5437 |
1.5385 |
1.5212 |
|
| R3 |
1.5353 |
1.5301 |
1.5189 |
|
| R2 |
1.5269 |
1.5269 |
1.5181 |
|
| R1 |
1.5217 |
1.5217 |
1.5174 |
1.5201 |
| PP |
1.5185 |
1.5185 |
1.5185 |
1.5177 |
| S1 |
1.5133 |
1.5133 |
1.5158 |
1.5117 |
| S2 |
1.5101 |
1.5101 |
1.5151 |
|
| S3 |
1.5017 |
1.5049 |
1.5143 |
|
| S4 |
1.4933 |
1.4965 |
1.5120 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6588 |
1.6320 |
1.5425 |
|
| R3 |
1.6156 |
1.5888 |
1.5306 |
|
| R2 |
1.5724 |
1.5724 |
1.5266 |
|
| R1 |
1.5456 |
1.5456 |
1.5227 |
1.5374 |
| PP |
1.5292 |
1.5292 |
1.5292 |
1.5252 |
| S1 |
1.5024 |
1.5024 |
1.5147 |
1.4942 |
| S2 |
1.4860 |
1.4860 |
1.5108 |
|
| S3 |
1.4428 |
1.4592 |
1.5068 |
|
| S4 |
1.3996 |
1.4160 |
1.4949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5522 |
1.5129 |
0.0393 |
2.6% |
0.0126 |
0.8% |
9% |
False |
False |
82,102 |
| 10 |
1.5650 |
1.5129 |
0.0521 |
3.4% |
0.0133 |
0.9% |
7% |
False |
False |
82,246 |
| 20 |
1.5650 |
1.5129 |
0.0521 |
3.4% |
0.0121 |
0.8% |
7% |
False |
False |
58,168 |
| 40 |
1.5805 |
1.5129 |
0.0676 |
4.5% |
0.0114 |
0.8% |
5% |
False |
False |
29,261 |
| 60 |
1.5805 |
1.5129 |
0.0676 |
4.5% |
0.0108 |
0.7% |
5% |
False |
False |
19,522 |
| 80 |
1.5892 |
1.5129 |
0.0763 |
5.0% |
0.0105 |
0.7% |
5% |
False |
False |
14,648 |
| 100 |
1.5892 |
1.5129 |
0.0763 |
5.0% |
0.0093 |
0.6% |
5% |
False |
False |
11,719 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.4% |
0.0082 |
0.5% |
43% |
False |
False |
9,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5593 |
|
2.618 |
1.5456 |
|
1.618 |
1.5372 |
|
1.000 |
1.5320 |
|
0.618 |
1.5288 |
|
HIGH |
1.5236 |
|
0.618 |
1.5204 |
|
0.500 |
1.5194 |
|
0.382 |
1.5184 |
|
LOW |
1.5152 |
|
0.618 |
1.5100 |
|
1.000 |
1.5068 |
|
1.618 |
1.5016 |
|
2.618 |
1.4932 |
|
4.250 |
1.4795 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5194 |
1.5206 |
| PP |
1.5185 |
1.5193 |
| S1 |
1.5175 |
1.5179 |
|