CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5147 |
1.5121 |
-0.0026 |
-0.2% |
1.5518 |
| High |
1.5208 |
1.5175 |
-0.0033 |
-0.2% |
1.5561 |
| Low |
1.5100 |
1.5101 |
0.0001 |
0.0% |
1.5129 |
| Close |
1.5113 |
1.5126 |
0.0013 |
0.1% |
1.5187 |
| Range |
0.0108 |
0.0074 |
-0.0034 |
-31.5% |
0.0432 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
91,246 |
63,738 |
-27,508 |
-30.1% |
409,401 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5356 |
1.5315 |
1.5167 |
|
| R3 |
1.5282 |
1.5241 |
1.5146 |
|
| R2 |
1.5208 |
1.5208 |
1.5140 |
|
| R1 |
1.5167 |
1.5167 |
1.5133 |
1.5188 |
| PP |
1.5134 |
1.5134 |
1.5134 |
1.5144 |
| S1 |
1.5093 |
1.5093 |
1.5119 |
1.5114 |
| S2 |
1.5060 |
1.5060 |
1.5112 |
|
| S3 |
1.4986 |
1.5019 |
1.5106 |
|
| S4 |
1.4912 |
1.4945 |
1.5085 |
|
|
| 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 |
1.5255 |
1.5100 |
0.0155 |
1.0% |
0.0094 |
0.6% |
17% |
False |
False |
74,325 |
| 10 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0112 |
0.7% |
5% |
False |
False |
79,691 |
| 20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0121 |
0.8% |
5% |
False |
False |
69,466 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.7% |
0.0115 |
0.8% |
4% |
False |
False |
35,003 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.7% |
0.0106 |
0.7% |
4% |
False |
False |
23,357 |
| 80 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0104 |
0.7% |
3% |
False |
False |
17,526 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0094 |
0.6% |
3% |
False |
False |
14,022 |
| 120 |
1.5892 |
1.4754 |
0.1138 |
7.5% |
0.0084 |
0.6% |
33% |
False |
False |
11,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5490 |
|
2.618 |
1.5369 |
|
1.618 |
1.5295 |
|
1.000 |
1.5249 |
|
0.618 |
1.5221 |
|
HIGH |
1.5175 |
|
0.618 |
1.5147 |
|
0.500 |
1.5138 |
|
0.382 |
1.5129 |
|
LOW |
1.5101 |
|
0.618 |
1.5055 |
|
1.000 |
1.5027 |
|
1.618 |
1.4981 |
|
2.618 |
1.4907 |
|
4.250 |
1.4787 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5138 |
1.5154 |
| PP |
1.5134 |
1.5145 |
| S1 |
1.5130 |
1.5135 |
|