CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5478 |
1.5462 |
-0.0016 |
-0.1% |
1.5312 |
| High |
1.5504 |
1.5482 |
-0.0022 |
-0.1% |
1.5504 |
| Low |
1.5410 |
1.5425 |
0.0015 |
0.1% |
1.5194 |
| Close |
1.5487 |
1.5453 |
-0.0034 |
-0.2% |
1.5453 |
| Range |
0.0094 |
0.0057 |
-0.0037 |
-39.4% |
0.0310 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
91,259 |
53,752 |
-37,507 |
-41.1% |
411,706 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5624 |
1.5596 |
1.5484 |
|
| R3 |
1.5567 |
1.5539 |
1.5469 |
|
| R2 |
1.5510 |
1.5510 |
1.5463 |
|
| R1 |
1.5482 |
1.5482 |
1.5458 |
1.5468 |
| PP |
1.5453 |
1.5453 |
1.5453 |
1.5446 |
| S1 |
1.5425 |
1.5425 |
1.5448 |
1.5411 |
| S2 |
1.5396 |
1.5396 |
1.5443 |
|
| S3 |
1.5339 |
1.5368 |
1.5437 |
|
| S4 |
1.5282 |
1.5311 |
1.5422 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6314 |
1.6193 |
1.5624 |
|
| R3 |
1.6004 |
1.5883 |
1.5538 |
|
| R2 |
1.5694 |
1.5694 |
1.5510 |
|
| R1 |
1.5573 |
1.5573 |
1.5481 |
1.5634 |
| PP |
1.5384 |
1.5384 |
1.5384 |
1.5414 |
| S1 |
1.5263 |
1.5263 |
1.5425 |
1.5324 |
| S2 |
1.5074 |
1.5074 |
1.5396 |
|
| S3 |
1.4764 |
1.4953 |
1.5368 |
|
| S4 |
1.4454 |
1.4643 |
1.5283 |
|
|
| 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% |
0.0129 |
0.8% |
84% |
False |
False |
82,341 |
| 10 |
1.5504 |
1.5130 |
0.0374 |
2.4% |
0.0117 |
0.8% |
86% |
False |
False |
79,399 |
| 20 |
1.5561 |
1.5100 |
0.0461 |
3.0% |
0.0113 |
0.7% |
77% |
False |
False |
78,803 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0120 |
0.8% |
50% |
False |
False |
56,804 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0109 |
0.7% |
50% |
False |
False |
37,917 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0105 |
0.7% |
50% |
False |
False |
28,449 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0103 |
0.7% |
45% |
False |
False |
22,762 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0093 |
0.6% |
45% |
False |
False |
18,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5724 |
|
2.618 |
1.5631 |
|
1.618 |
1.5574 |
|
1.000 |
1.5539 |
|
0.618 |
1.5517 |
|
HIGH |
1.5482 |
|
0.618 |
1.5460 |
|
0.500 |
1.5454 |
|
0.382 |
1.5447 |
|
LOW |
1.5425 |
|
0.618 |
1.5390 |
|
1.000 |
1.5368 |
|
1.618 |
1.5333 |
|
2.618 |
1.5276 |
|
4.250 |
1.5183 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5454 |
1.5427 |
| PP |
1.5453 |
1.5400 |
| S1 |
1.5453 |
1.5374 |
|