CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5199 |
1.5164 |
-0.0035 |
-0.2% |
1.5518 |
| High |
1.5236 |
1.5199 |
-0.0037 |
-0.2% |
1.5561 |
| Low |
1.5152 |
1.5123 |
-0.0029 |
-0.2% |
1.5129 |
| Close |
1.5166 |
1.5152 |
-0.0014 |
-0.1% |
1.5187 |
| Range |
0.0084 |
0.0076 |
-0.0008 |
-9.5% |
0.0432 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
62,323 |
75,278 |
12,955 |
20.8% |
409,401 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5386 |
1.5345 |
1.5194 |
|
| R3 |
1.5310 |
1.5269 |
1.5173 |
|
| R2 |
1.5234 |
1.5234 |
1.5166 |
|
| R1 |
1.5193 |
1.5193 |
1.5159 |
1.5176 |
| PP |
1.5158 |
1.5158 |
1.5158 |
1.5149 |
| S1 |
1.5117 |
1.5117 |
1.5145 |
1.5100 |
| S2 |
1.5082 |
1.5082 |
1.5138 |
|
| S3 |
1.5006 |
1.5041 |
1.5131 |
|
| S4 |
1.4930 |
1.4965 |
1.5110 |
|
|
| 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 |
1.5357 |
1.5123 |
0.0234 |
1.5% |
0.0104 |
0.7% |
12% |
False |
True |
80,051 |
| 10 |
1.5650 |
1.5123 |
0.0527 |
3.5% |
0.0128 |
0.8% |
6% |
False |
True |
83,873 |
| 20 |
1.5650 |
1.5123 |
0.0527 |
3.5% |
0.0120 |
0.8% |
6% |
False |
True |
61,875 |
| 40 |
1.5805 |
1.5123 |
0.0682 |
4.5% |
0.0114 |
0.8% |
4% |
False |
True |
31,143 |
| 60 |
1.5805 |
1.5123 |
0.0682 |
4.5% |
0.0107 |
0.7% |
4% |
False |
True |
20,776 |
| 80 |
1.5892 |
1.5123 |
0.0769 |
5.1% |
0.0104 |
0.7% |
4% |
False |
True |
15,589 |
| 100 |
1.5892 |
1.5123 |
0.0769 |
5.1% |
0.0094 |
0.6% |
4% |
False |
True |
12,472 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.4% |
0.0083 |
0.5% |
42% |
False |
False |
10,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5522 |
|
2.618 |
1.5398 |
|
1.618 |
1.5322 |
|
1.000 |
1.5275 |
|
0.618 |
1.5246 |
|
HIGH |
1.5199 |
|
0.618 |
1.5170 |
|
0.500 |
1.5161 |
|
0.382 |
1.5152 |
|
LOW |
1.5123 |
|
0.618 |
1.5076 |
|
1.000 |
1.5047 |
|
1.618 |
1.5000 |
|
2.618 |
1.4924 |
|
4.250 |
1.4800 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5161 |
1.5189 |
| PP |
1.5158 |
1.5177 |
| S1 |
1.5155 |
1.5164 |
|