CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 14-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
1.5337 |
1.5244 |
-0.0093 |
-0.6% |
1.5172 |
High |
1.5382 |
1.5489 |
0.0107 |
0.7% |
1.5378 |
Low |
1.5194 |
1.5243 |
0.0049 |
0.3% |
1.5130 |
Close |
1.5247 |
1.5477 |
0.0230 |
1.5% |
1.5333 |
Range |
0.0188 |
0.0246 |
0.0058 |
30.9% |
0.0248 |
ATR |
0.0112 |
0.0122 |
0.0010 |
8.5% |
0.0000 |
Volume |
103,197 |
122,716 |
19,519 |
18.9% |
382,292 |
|
Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6141 |
1.6055 |
1.5612 |
|
R3 |
1.5895 |
1.5809 |
1.5545 |
|
R2 |
1.5649 |
1.5649 |
1.5522 |
|
R1 |
1.5563 |
1.5563 |
1.5500 |
1.5606 |
PP |
1.5403 |
1.5403 |
1.5403 |
1.5425 |
S1 |
1.5317 |
1.5317 |
1.5454 |
1.5360 |
S2 |
1.5157 |
1.5157 |
1.5432 |
|
S3 |
1.4911 |
1.5071 |
1.5409 |
|
S4 |
1.4665 |
1.4825 |
1.5342 |
|
|
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 |
1.5489 |
1.5194 |
0.0295 |
1.9% |
0.0137 |
0.9% |
96% |
True |
False |
85,574 |
10 |
1.5489 |
1.5101 |
0.0388 |
2.5% |
0.0120 |
0.8% |
97% |
True |
False |
79,280 |
20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0119 |
0.8% |
69% |
False |
False |
80,944 |
40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0120 |
0.8% |
53% |
False |
False |
53,195 |
60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0110 |
0.7% |
53% |
False |
False |
35,501 |
80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0106 |
0.7% |
53% |
False |
False |
26,637 |
100 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0102 |
0.7% |
48% |
False |
False |
21,312 |
120 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0092 |
0.6% |
48% |
False |
False |
17,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6535 |
2.618 |
1.6133 |
1.618 |
1.5887 |
1.000 |
1.5735 |
0.618 |
1.5641 |
HIGH |
1.5489 |
0.618 |
1.5395 |
0.500 |
1.5366 |
0.382 |
1.5337 |
LOW |
1.5243 |
0.618 |
1.5091 |
1.000 |
1.4997 |
1.618 |
1.4845 |
2.618 |
1.4599 |
4.250 |
1.4198 |
|
|
Fisher Pivots for day following 14-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5440 |
1.5432 |
PP |
1.5403 |
1.5387 |
S1 |
1.5366 |
1.5342 |
|