CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5125 |
1.5172 |
0.0047 |
0.3% |
1.5199 |
| High |
1.5231 |
1.5239 |
0.0008 |
0.1% |
1.5236 |
| Low |
1.5123 |
1.5130 |
0.0007 |
0.0% |
1.5100 |
| Close |
1.5184 |
1.5148 |
-0.0036 |
-0.2% |
1.5184 |
| Range |
0.0108 |
0.0109 |
0.0001 |
0.9% |
0.0136 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
80,081 |
79,154 |
-927 |
-1.2% |
372,666 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5499 |
1.5433 |
1.5208 |
|
| R3 |
1.5390 |
1.5324 |
1.5178 |
|
| R2 |
1.5281 |
1.5281 |
1.5168 |
|
| R1 |
1.5215 |
1.5215 |
1.5158 |
1.5194 |
| PP |
1.5172 |
1.5172 |
1.5172 |
1.5162 |
| S1 |
1.5106 |
1.5106 |
1.5138 |
1.5085 |
| S2 |
1.5063 |
1.5063 |
1.5128 |
|
| S3 |
1.4954 |
1.4997 |
1.5118 |
|
| S4 |
1.4845 |
1.4888 |
1.5088 |
|
|
| 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 |
1.5239 |
1.5100 |
0.0139 |
0.9% |
0.0095 |
0.6% |
35% |
True |
False |
77,899 |
| 10 |
1.5522 |
1.5100 |
0.0422 |
2.8% |
0.0111 |
0.7% |
11% |
False |
False |
80,000 |
| 20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0121 |
0.8% |
9% |
False |
False |
76,821 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.7% |
0.0114 |
0.8% |
7% |
False |
False |
38,980 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.7% |
0.0105 |
0.7% |
7% |
False |
False |
26,010 |
| 80 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0104 |
0.7% |
6% |
False |
False |
19,516 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0094 |
0.6% |
6% |
False |
False |
15,614 |
| 120 |
1.5892 |
1.4882 |
0.1010 |
6.7% |
0.0086 |
0.6% |
26% |
False |
False |
13,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5702 |
|
2.618 |
1.5524 |
|
1.618 |
1.5415 |
|
1.000 |
1.5348 |
|
0.618 |
1.5306 |
|
HIGH |
1.5239 |
|
0.618 |
1.5197 |
|
0.500 |
1.5185 |
|
0.382 |
1.5172 |
|
LOW |
1.5130 |
|
0.618 |
1.5063 |
|
1.000 |
1.5021 |
|
1.618 |
1.4954 |
|
2.618 |
1.4845 |
|
4.250 |
1.4667 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5185 |
1.5170 |
| PP |
1.5172 |
1.5163 |
| S1 |
1.5160 |
1.5155 |
|