CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5121 |
1.5125 |
0.0004 |
0.0% |
1.5199 |
| High |
1.5175 |
1.5231 |
0.0056 |
0.4% |
1.5236 |
| Low |
1.5101 |
1.5123 |
0.0022 |
0.1% |
1.5100 |
| Close |
1.5126 |
1.5184 |
0.0058 |
0.4% |
1.5184 |
| Range |
0.0074 |
0.0108 |
0.0034 |
45.9% |
0.0136 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
63,738 |
80,081 |
16,343 |
25.6% |
372,666 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5503 |
1.5452 |
1.5243 |
|
| R3 |
1.5395 |
1.5344 |
1.5214 |
|
| R2 |
1.5287 |
1.5287 |
1.5204 |
|
| R1 |
1.5236 |
1.5236 |
1.5194 |
1.5262 |
| PP |
1.5179 |
1.5179 |
1.5179 |
1.5192 |
| S1 |
1.5128 |
1.5128 |
1.5174 |
1.5154 |
| S2 |
1.5071 |
1.5071 |
1.5164 |
|
| S3 |
1.4963 |
1.5020 |
1.5154 |
|
| S4 |
1.4855 |
1.4912 |
1.5125 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5581 |
1.5519 |
1.5259 |
|
| R3 |
1.5445 |
1.5383 |
1.5221 |
|
| R2 |
1.5309 |
1.5309 |
1.5209 |
|
| R1 |
1.5247 |
1.5247 |
1.5196 |
1.5210 |
| PP |
1.5173 |
1.5173 |
1.5173 |
1.5155 |
| S1 |
1.5111 |
1.5111 |
1.5172 |
1.5074 |
| S2 |
1.5037 |
1.5037 |
1.5159 |
|
| S3 |
1.4901 |
1.4975 |
1.5147 |
|
| S4 |
1.4765 |
1.4839 |
1.5109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5236 |
1.5100 |
0.0136 |
0.9% |
0.0090 |
0.6% |
62% |
False |
False |
74,533 |
| 10 |
1.5561 |
1.5100 |
0.0461 |
3.0% |
0.0108 |
0.7% |
18% |
False |
False |
78,206 |
| 20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0122 |
0.8% |
15% |
False |
False |
73,030 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0114 |
0.7% |
12% |
False |
False |
37,004 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0107 |
0.7% |
12% |
False |
False |
24,691 |
| 80 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0103 |
0.7% |
11% |
False |
False |
18,527 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0094 |
0.6% |
11% |
False |
False |
14,823 |
| 120 |
1.5892 |
1.4754 |
0.1138 |
7.5% |
0.0085 |
0.6% |
38% |
False |
False |
12,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5690 |
|
2.618 |
1.5514 |
|
1.618 |
1.5406 |
|
1.000 |
1.5339 |
|
0.618 |
1.5298 |
|
HIGH |
1.5231 |
|
0.618 |
1.5190 |
|
0.500 |
1.5177 |
|
0.382 |
1.5164 |
|
LOW |
1.5123 |
|
0.618 |
1.5056 |
|
1.000 |
1.5015 |
|
1.618 |
1.4948 |
|
2.618 |
1.4840 |
|
4.250 |
1.4664 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5182 |
1.5178 |
| PP |
1.5179 |
1.5172 |
| S1 |
1.5177 |
1.5166 |
|