CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5244 |
1.5478 |
0.0234 |
1.5% |
1.5172 |
| High |
1.5489 |
1.5504 |
0.0015 |
0.1% |
1.5378 |
| Low |
1.5243 |
1.5410 |
0.0167 |
1.1% |
1.5130 |
| Close |
1.5477 |
1.5487 |
0.0010 |
0.1% |
1.5333 |
| Range |
0.0246 |
0.0094 |
-0.0152 |
-61.8% |
0.0248 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
122,716 |
91,259 |
-31,457 |
-25.6% |
382,292 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5749 |
1.5712 |
1.5539 |
|
| R3 |
1.5655 |
1.5618 |
1.5513 |
|
| R2 |
1.5561 |
1.5561 |
1.5504 |
|
| R1 |
1.5524 |
1.5524 |
1.5496 |
1.5543 |
| PP |
1.5467 |
1.5467 |
1.5467 |
1.5476 |
| S1 |
1.5430 |
1.5430 |
1.5478 |
1.5449 |
| S2 |
1.5373 |
1.5373 |
1.5470 |
|
| S3 |
1.5279 |
1.5336 |
1.5461 |
|
| S4 |
1.5185 |
1.5242 |
1.5435 |
|
|
| 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 |
1.5504 |
1.5194 |
0.0310 |
2.0% |
0.0134 |
0.9% |
95% |
True |
False |
85,894 |
| 10 |
1.5504 |
1.5123 |
0.0381 |
2.5% |
0.0122 |
0.8% |
96% |
True |
False |
82,032 |
| 20 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0117 |
0.8% |
70% |
False |
False |
80,861 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0121 |
0.8% |
55% |
False |
False |
55,468 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0110 |
0.7% |
55% |
False |
False |
37,022 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0106 |
0.7% |
55% |
False |
False |
27,777 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0103 |
0.7% |
49% |
False |
False |
22,225 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0093 |
0.6% |
49% |
False |
False |
18,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5904 |
|
2.618 |
1.5750 |
|
1.618 |
1.5656 |
|
1.000 |
1.5598 |
|
0.618 |
1.5562 |
|
HIGH |
1.5504 |
|
0.618 |
1.5468 |
|
0.500 |
1.5457 |
|
0.382 |
1.5446 |
|
LOW |
1.5410 |
|
0.618 |
1.5352 |
|
1.000 |
1.5316 |
|
1.618 |
1.5258 |
|
2.618 |
1.5164 |
|
4.250 |
1.5011 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5477 |
1.5441 |
| PP |
1.5467 |
1.5395 |
| S1 |
1.5457 |
1.5349 |
|