CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5342 |
1.5312 |
-0.0030 |
-0.2% |
1.5172 |
| High |
1.5378 |
1.5368 |
-0.0010 |
-0.1% |
1.5378 |
| Low |
1.5295 |
1.5309 |
0.0014 |
0.1% |
1.5130 |
| Close |
1.5333 |
1.5354 |
0.0021 |
0.1% |
1.5333 |
| Range |
0.0083 |
0.0059 |
-0.0024 |
-28.9% |
0.0248 |
| ATR |
0.0110 |
0.0107 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
71,517 |
40,782 |
-30,735 |
-43.0% |
382,292 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5521 |
1.5496 |
1.5386 |
|
| R3 |
1.5462 |
1.5437 |
1.5370 |
|
| R2 |
1.5403 |
1.5403 |
1.5365 |
|
| R1 |
1.5378 |
1.5378 |
1.5359 |
1.5391 |
| PP |
1.5344 |
1.5344 |
1.5344 |
1.5350 |
| S1 |
1.5319 |
1.5319 |
1.5349 |
1.5332 |
| S2 |
1.5285 |
1.5285 |
1.5343 |
|
| S3 |
1.5226 |
1.5260 |
1.5338 |
|
| S4 |
1.5167 |
1.5201 |
1.5322 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6024 |
1.5927 |
1.5469 |
|
| R3 |
1.5776 |
1.5679 |
1.5401 |
|
| R2 |
1.5528 |
1.5528 |
1.5378 |
|
| R1 |
1.5431 |
1.5431 |
1.5356 |
1.5480 |
| PP |
1.5280 |
1.5280 |
1.5280 |
1.5305 |
| S1 |
1.5183 |
1.5183 |
1.5310 |
1.5232 |
| S2 |
1.5032 |
1.5032 |
1.5288 |
|
| S3 |
1.4784 |
1.4935 |
1.5265 |
|
| S4 |
1.4536 |
1.4687 |
1.5197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5378 |
1.5133 |
0.0245 |
1.6% |
0.0095 |
0.6% |
90% |
False |
False |
68,784 |
| 10 |
1.5378 |
1.5100 |
0.0278 |
1.8% |
0.0095 |
0.6% |
91% |
False |
False |
73,341 |
| 20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0114 |
0.7% |
46% |
False |
False |
77,794 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0116 |
0.8% |
36% |
False |
False |
47,560 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0104 |
0.7% |
36% |
False |
False |
31,737 |
| 80 |
1.5890 |
1.5100 |
0.0790 |
5.1% |
0.0103 |
0.7% |
32% |
False |
False |
23,814 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0098 |
0.6% |
32% |
False |
False |
19,053 |
| 120 |
1.5892 |
1.5035 |
0.0857 |
5.6% |
0.0089 |
0.6% |
37% |
False |
False |
15,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5619 |
|
2.618 |
1.5522 |
|
1.618 |
1.5463 |
|
1.000 |
1.5427 |
|
0.618 |
1.5404 |
|
HIGH |
1.5368 |
|
0.618 |
1.5345 |
|
0.500 |
1.5339 |
|
0.382 |
1.5332 |
|
LOW |
1.5309 |
|
0.618 |
1.5273 |
|
1.000 |
1.5250 |
|
1.618 |
1.5214 |
|
2.618 |
1.5155 |
|
4.250 |
1.5058 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5349 |
1.5342 |
| PP |
1.5344 |
1.5329 |
| S1 |
1.5339 |
1.5317 |
|