CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5410 |
1.5386 |
-0.0024 |
-0.2% |
1.5434 |
| High |
1.5514 |
1.5414 |
-0.0100 |
-0.6% |
1.5514 |
| Low |
1.5365 |
1.5301 |
-0.0064 |
-0.4% |
1.5301 |
| Close |
1.5383 |
1.5316 |
-0.0067 |
-0.4% |
1.5316 |
| Range |
0.0149 |
0.0113 |
-0.0036 |
-24.2% |
0.0213 |
| ATR |
0.0109 |
0.0110 |
0.0000 |
0.2% |
0.0000 |
| Volume |
103,241 |
81,263 |
-21,978 |
-21.3% |
328,008 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5683 |
1.5612 |
1.5378 |
|
| R3 |
1.5570 |
1.5499 |
1.5347 |
|
| R2 |
1.5457 |
1.5457 |
1.5337 |
|
| R1 |
1.5386 |
1.5386 |
1.5326 |
1.5365 |
| PP |
1.5344 |
1.5344 |
1.5344 |
1.5333 |
| S1 |
1.5273 |
1.5273 |
1.5306 |
1.5252 |
| S2 |
1.5231 |
1.5231 |
1.5295 |
|
| S3 |
1.5118 |
1.5160 |
1.5285 |
|
| S4 |
1.5005 |
1.5047 |
1.5254 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6016 |
1.5879 |
1.5433 |
|
| R3 |
1.5803 |
1.5666 |
1.5375 |
|
| R2 |
1.5590 |
1.5590 |
1.5355 |
|
| R1 |
1.5453 |
1.5453 |
1.5336 |
1.5415 |
| PP |
1.5377 |
1.5377 |
1.5377 |
1.5358 |
| S1 |
1.5240 |
1.5240 |
1.5296 |
1.5202 |
| S2 |
1.5164 |
1.5164 |
1.5277 |
|
| S3 |
1.4951 |
1.5027 |
1.5257 |
|
| S4 |
1.4738 |
1.4814 |
1.5199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5514 |
1.5301 |
0.0213 |
1.4% |
0.0094 |
0.6% |
7% |
False |
True |
65,601 |
| 10 |
1.5514 |
1.5194 |
0.0320 |
2.1% |
0.0111 |
0.7% |
38% |
False |
False |
73,971 |
| 20 |
1.5514 |
1.5100 |
0.0414 |
2.7% |
0.0104 |
0.7% |
52% |
False |
False |
74,733 |
| 40 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0113 |
0.7% |
39% |
False |
False |
64,918 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0111 |
0.7% |
31% |
False |
False |
43,380 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0106 |
0.7% |
31% |
False |
False |
32,546 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0104 |
0.7% |
27% |
False |
False |
26,042 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0095 |
0.6% |
27% |
False |
False |
21,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5894 |
|
2.618 |
1.5710 |
|
1.618 |
1.5597 |
|
1.000 |
1.5527 |
|
0.618 |
1.5484 |
|
HIGH |
1.5414 |
|
0.618 |
1.5371 |
|
0.500 |
1.5358 |
|
0.382 |
1.5344 |
|
LOW |
1.5301 |
|
0.618 |
1.5231 |
|
1.000 |
1.5188 |
|
1.618 |
1.5118 |
|
2.618 |
1.5005 |
|
4.250 |
1.4821 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5358 |
1.5408 |
| PP |
1.5344 |
1.5377 |
| S1 |
1.5330 |
1.5347 |
|