CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5172 |
1.5141 |
-0.0031 |
-0.2% |
1.5199 |
| High |
1.5239 |
1.5238 |
-0.0001 |
0.0% |
1.5236 |
| Low |
1.5130 |
1.5133 |
0.0003 |
0.0% |
1.5100 |
| Close |
1.5148 |
1.5224 |
0.0076 |
0.5% |
1.5184 |
| Range |
0.0109 |
0.0105 |
-0.0004 |
-3.7% |
0.0136 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
79,154 |
59,651 |
-19,503 |
-24.6% |
372,666 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5513 |
1.5474 |
1.5282 |
|
| R3 |
1.5408 |
1.5369 |
1.5253 |
|
| R2 |
1.5303 |
1.5303 |
1.5243 |
|
| R1 |
1.5264 |
1.5264 |
1.5234 |
1.5284 |
| PP |
1.5198 |
1.5198 |
1.5198 |
1.5208 |
| S1 |
1.5159 |
1.5159 |
1.5214 |
1.5179 |
| S2 |
1.5093 |
1.5093 |
1.5205 |
|
| S3 |
1.4988 |
1.5054 |
1.5195 |
|
| S4 |
1.4883 |
1.4949 |
1.5166 |
|
|
| 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% |
0.0101 |
0.7% |
89% |
False |
False |
74,774 |
| 10 |
1.5357 |
1.5100 |
0.0257 |
1.7% |
0.0102 |
0.7% |
48% |
False |
False |
77,412 |
| 20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0113 |
0.7% |
23% |
False |
False |
77,809 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0113 |
0.7% |
18% |
False |
False |
40,463 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0106 |
0.7% |
18% |
False |
False |
27,004 |
| 80 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0104 |
0.7% |
16% |
False |
False |
20,262 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0095 |
0.6% |
16% |
False |
False |
16,211 |
| 120 |
1.5892 |
1.4882 |
0.1010 |
6.6% |
0.0086 |
0.6% |
34% |
False |
False |
13,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5684 |
|
2.618 |
1.5513 |
|
1.618 |
1.5408 |
|
1.000 |
1.5343 |
|
0.618 |
1.5303 |
|
HIGH |
1.5238 |
|
0.618 |
1.5198 |
|
0.500 |
1.5186 |
|
0.382 |
1.5173 |
|
LOW |
1.5133 |
|
0.618 |
1.5068 |
|
1.000 |
1.5028 |
|
1.618 |
1.4963 |
|
2.618 |
1.4858 |
|
4.250 |
1.4687 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5211 |
1.5210 |
| PP |
1.5198 |
1.5195 |
| S1 |
1.5186 |
1.5181 |
|