CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5438 |
1.5410 |
-0.0028 |
-0.2% |
1.5312 |
| High |
1.5473 |
1.5514 |
0.0041 |
0.3% |
1.5504 |
| Low |
1.5405 |
1.5365 |
-0.0040 |
-0.3% |
1.5194 |
| Close |
1.5417 |
1.5383 |
-0.0034 |
-0.2% |
1.5453 |
| Range |
0.0068 |
0.0149 |
0.0081 |
119.1% |
0.0310 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.9% |
0.0000 |
| Volume |
50,259 |
103,241 |
52,982 |
105.4% |
411,706 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5868 |
1.5774 |
1.5465 |
|
| R3 |
1.5719 |
1.5625 |
1.5424 |
|
| R2 |
1.5570 |
1.5570 |
1.5410 |
|
| R1 |
1.5476 |
1.5476 |
1.5397 |
1.5449 |
| PP |
1.5421 |
1.5421 |
1.5421 |
1.5407 |
| S1 |
1.5327 |
1.5327 |
1.5369 |
1.5300 |
| S2 |
1.5272 |
1.5272 |
1.5356 |
|
| S3 |
1.5123 |
1.5178 |
1.5342 |
|
| S4 |
1.4974 |
1.5029 |
1.5301 |
|
|
| 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 |
1.5514 |
1.5365 |
0.0149 |
1.0% |
0.0082 |
0.5% |
12% |
True |
True |
60,099 |
| 10 |
1.5514 |
1.5194 |
0.0320 |
2.1% |
0.0108 |
0.7% |
59% |
True |
False |
72,996 |
| 20 |
1.5514 |
1.5100 |
0.0414 |
2.7% |
0.0105 |
0.7% |
68% |
True |
False |
74,622 |
| 40 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0114 |
0.7% |
51% |
False |
False |
62,905 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0110 |
0.7% |
40% |
False |
False |
42,026 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0107 |
0.7% |
40% |
False |
False |
31,531 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0104 |
0.7% |
36% |
False |
False |
25,230 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0094 |
0.6% |
36% |
False |
False |
21,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6147 |
|
2.618 |
1.5904 |
|
1.618 |
1.5755 |
|
1.000 |
1.5663 |
|
0.618 |
1.5606 |
|
HIGH |
1.5514 |
|
0.618 |
1.5457 |
|
0.500 |
1.5440 |
|
0.382 |
1.5422 |
|
LOW |
1.5365 |
|
0.618 |
1.5273 |
|
1.000 |
1.5216 |
|
1.618 |
1.5124 |
|
2.618 |
1.4975 |
|
4.250 |
1.4732 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5440 |
1.5440 |
| PP |
1.5421 |
1.5421 |
| S1 |
1.5402 |
1.5402 |
|