CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5434 |
1.5455 |
0.0021 |
0.1% |
1.5312 |
| High |
1.5491 |
1.5501 |
0.0010 |
0.1% |
1.5504 |
| Low |
1.5423 |
1.5431 |
0.0008 |
0.1% |
1.5194 |
| Close |
1.5463 |
1.5436 |
-0.0027 |
-0.2% |
1.5453 |
| Range |
0.0068 |
0.0070 |
0.0002 |
2.9% |
0.0310 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
44,589 |
48,656 |
4,067 |
9.1% |
411,706 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5666 |
1.5621 |
1.5475 |
|
| R3 |
1.5596 |
1.5551 |
1.5455 |
|
| R2 |
1.5526 |
1.5526 |
1.5449 |
|
| R1 |
1.5481 |
1.5481 |
1.5442 |
1.5469 |
| PP |
1.5456 |
1.5456 |
1.5456 |
1.5450 |
| S1 |
1.5411 |
1.5411 |
1.5430 |
1.5399 |
| S2 |
1.5386 |
1.5386 |
1.5423 |
|
| S3 |
1.5316 |
1.5341 |
1.5417 |
|
| S4 |
1.5246 |
1.5271 |
1.5398 |
|
|
| 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 |
1.5243 |
0.0261 |
1.7% |
0.0107 |
0.7% |
74% |
False |
False |
72,194 |
| 10 |
1.5504 |
1.5194 |
0.0310 |
2.0% |
0.0109 |
0.7% |
78% |
False |
False |
74,843 |
| 20 |
1.5504 |
1.5100 |
0.0404 |
2.6% |
0.0106 |
0.7% |
83% |
False |
False |
76,128 |
| 40 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0118 |
0.8% |
48% |
False |
False |
59,122 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0109 |
0.7% |
48% |
False |
False |
39,469 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0106 |
0.7% |
48% |
False |
False |
29,614 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0104 |
0.7% |
42% |
False |
False |
23,695 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0094 |
0.6% |
42% |
False |
False |
19,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5799 |
|
2.618 |
1.5684 |
|
1.618 |
1.5614 |
|
1.000 |
1.5571 |
|
0.618 |
1.5544 |
|
HIGH |
1.5501 |
|
0.618 |
1.5474 |
|
0.500 |
1.5466 |
|
0.382 |
1.5458 |
|
LOW |
1.5431 |
|
0.618 |
1.5388 |
|
1.000 |
1.5361 |
|
1.618 |
1.5318 |
|
2.618 |
1.5248 |
|
4.250 |
1.5134 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5466 |
1.5462 |
| PP |
1.5456 |
1.5453 |
| S1 |
1.5446 |
1.5445 |
|