CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5164 |
1.5147 |
-0.0017 |
-0.1% |
1.5518 |
| High |
1.5199 |
1.5208 |
0.0009 |
0.1% |
1.5561 |
| Low |
1.5123 |
1.5100 |
-0.0023 |
-0.2% |
1.5129 |
| Close |
1.5152 |
1.5113 |
-0.0039 |
-0.3% |
1.5187 |
| Range |
0.0076 |
0.0108 |
0.0032 |
42.1% |
0.0432 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
75,278 |
91,246 |
15,968 |
21.2% |
409,401 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5464 |
1.5397 |
1.5172 |
|
| R3 |
1.5356 |
1.5289 |
1.5143 |
|
| R2 |
1.5248 |
1.5248 |
1.5133 |
|
| R1 |
1.5181 |
1.5181 |
1.5123 |
1.5161 |
| PP |
1.5140 |
1.5140 |
1.5140 |
1.5130 |
| S1 |
1.5073 |
1.5073 |
1.5103 |
1.5053 |
| S2 |
1.5032 |
1.5032 |
1.5093 |
|
| S3 |
1.4924 |
1.4965 |
1.5083 |
|
| S4 |
1.4816 |
1.4857 |
1.5054 |
|
|
| 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 |
1.5283 |
1.5100 |
0.0183 |
1.2% |
0.0097 |
0.6% |
7% |
False |
True |
77,832 |
| 10 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0119 |
0.8% |
2% |
False |
True |
82,608 |
| 20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0120 |
0.8% |
2% |
False |
True |
66,379 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.7% |
0.0116 |
0.8% |
2% |
False |
True |
33,423 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.7% |
0.0106 |
0.7% |
2% |
False |
True |
22,296 |
| 80 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0104 |
0.7% |
2% |
False |
True |
16,730 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0093 |
0.6% |
2% |
False |
True |
13,384 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.4% |
0.0084 |
0.6% |
39% |
False |
False |
11,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5667 |
|
2.618 |
1.5491 |
|
1.618 |
1.5383 |
|
1.000 |
1.5316 |
|
0.618 |
1.5275 |
|
HIGH |
1.5208 |
|
0.618 |
1.5167 |
|
0.500 |
1.5154 |
|
0.382 |
1.5141 |
|
LOW |
1.5100 |
|
0.618 |
1.5033 |
|
1.000 |
1.4992 |
|
1.618 |
1.4925 |
|
2.618 |
1.4817 |
|
4.250 |
1.4641 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5154 |
1.5168 |
| PP |
1.5140 |
1.5150 |
| S1 |
1.5127 |
1.5131 |
|