CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5228 |
1.5311 |
0.0083 |
0.5% |
1.5199 |
| High |
1.5333 |
1.5367 |
0.0034 |
0.2% |
1.5236 |
| Low |
1.5217 |
1.5256 |
0.0039 |
0.3% |
1.5100 |
| Close |
1.5313 |
1.5348 |
0.0035 |
0.2% |
1.5184 |
| Range |
0.0116 |
0.0111 |
-0.0005 |
-4.3% |
0.0136 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
82,309 |
89,661 |
7,352 |
8.9% |
372,666 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5657 |
1.5613 |
1.5409 |
|
| R3 |
1.5546 |
1.5502 |
1.5379 |
|
| R2 |
1.5435 |
1.5435 |
1.5368 |
|
| R1 |
1.5391 |
1.5391 |
1.5358 |
1.5413 |
| PP |
1.5324 |
1.5324 |
1.5324 |
1.5335 |
| S1 |
1.5280 |
1.5280 |
1.5338 |
1.5302 |
| S2 |
1.5213 |
1.5213 |
1.5328 |
|
| S3 |
1.5102 |
1.5169 |
1.5317 |
|
| S4 |
1.4991 |
1.5058 |
1.5287 |
|
|
| 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 |
1.5367 |
1.5123 |
0.0244 |
1.6% |
0.0110 |
0.7% |
92% |
True |
False |
78,171 |
| 10 |
1.5367 |
1.5100 |
0.0267 |
1.7% |
0.0102 |
0.7% |
93% |
True |
False |
76,248 |
| 20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0115 |
0.7% |
45% |
False |
False |
78,659 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0115 |
0.7% |
35% |
False |
False |
44,759 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0105 |
0.7% |
35% |
False |
False |
29,868 |
| 80 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0104 |
0.7% |
31% |
False |
False |
22,411 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0097 |
0.6% |
31% |
False |
False |
17,930 |
| 120 |
1.5892 |
1.4904 |
0.0988 |
6.4% |
0.0088 |
0.6% |
45% |
False |
False |
14,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5839 |
|
2.618 |
1.5658 |
|
1.618 |
1.5547 |
|
1.000 |
1.5478 |
|
0.618 |
1.5436 |
|
HIGH |
1.5367 |
|
0.618 |
1.5325 |
|
0.500 |
1.5312 |
|
0.382 |
1.5298 |
|
LOW |
1.5256 |
|
0.618 |
1.5187 |
|
1.000 |
1.5145 |
|
1.618 |
1.5076 |
|
2.618 |
1.4965 |
|
4.250 |
1.4784 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5336 |
1.5315 |
| PP |
1.5324 |
1.5283 |
| S1 |
1.5312 |
1.5250 |
|