CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5312 |
1.5337 |
0.0025 |
0.2% |
1.5172 |
| High |
1.5368 |
1.5382 |
0.0014 |
0.1% |
1.5378 |
| Low |
1.5309 |
1.5194 |
-0.0115 |
-0.8% |
1.5130 |
| Close |
1.5354 |
1.5247 |
-0.0107 |
-0.7% |
1.5333 |
| Range |
0.0059 |
0.0188 |
0.0129 |
218.6% |
0.0248 |
| ATR |
0.0107 |
0.0112 |
0.0006 |
5.5% |
0.0000 |
| Volume |
40,782 |
103,197 |
62,415 |
153.0% |
382,292 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5838 |
1.5731 |
1.5350 |
|
| R3 |
1.5650 |
1.5543 |
1.5299 |
|
| R2 |
1.5462 |
1.5462 |
1.5281 |
|
| R1 |
1.5355 |
1.5355 |
1.5264 |
1.5315 |
| PP |
1.5274 |
1.5274 |
1.5274 |
1.5254 |
| S1 |
1.5167 |
1.5167 |
1.5230 |
1.5127 |
| S2 |
1.5086 |
1.5086 |
1.5213 |
|
| S3 |
1.4898 |
1.4979 |
1.5195 |
|
| S4 |
1.4710 |
1.4791 |
1.5144 |
|
|
| 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 |
1.5382 |
1.5194 |
0.0188 |
1.2% |
0.0111 |
0.7% |
28% |
True |
True |
77,493 |
| 10 |
1.5382 |
1.5100 |
0.0282 |
1.8% |
0.0106 |
0.7% |
52% |
True |
False |
76,133 |
| 20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0117 |
0.8% |
27% |
False |
False |
80,003 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0118 |
0.8% |
21% |
False |
False |
50,138 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0107 |
0.7% |
21% |
False |
False |
33,456 |
| 80 |
1.5890 |
1.5100 |
0.0790 |
5.2% |
0.0104 |
0.7% |
19% |
False |
False |
25,103 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0100 |
0.7% |
19% |
False |
False |
20,085 |
| 120 |
1.5892 |
1.5066 |
0.0826 |
5.4% |
0.0091 |
0.6% |
22% |
False |
False |
16,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6181 |
|
2.618 |
1.5874 |
|
1.618 |
1.5686 |
|
1.000 |
1.5570 |
|
0.618 |
1.5498 |
|
HIGH |
1.5382 |
|
0.618 |
1.5310 |
|
0.500 |
1.5288 |
|
0.382 |
1.5266 |
|
LOW |
1.5194 |
|
0.618 |
1.5078 |
|
1.000 |
1.5006 |
|
1.618 |
1.4890 |
|
2.618 |
1.4702 |
|
4.250 |
1.4395 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5288 |
1.5288 |
| PP |
1.5274 |
1.5274 |
| S1 |
1.5261 |
1.5261 |
|