CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5386 |
1.5304 |
-0.0082 |
-0.5% |
1.5434 |
| High |
1.5414 |
1.5378 |
-0.0036 |
-0.2% |
1.5514 |
| Low |
1.5301 |
1.5301 |
0.0000 |
0.0% |
1.5301 |
| Close |
1.5316 |
1.5347 |
0.0031 |
0.2% |
1.5316 |
| Range |
0.0113 |
0.0077 |
-0.0036 |
-31.9% |
0.0213 |
| ATR |
0.0110 |
0.0107 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
81,263 |
51,635 |
-29,628 |
-36.5% |
328,008 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5573 |
1.5537 |
1.5389 |
|
| R3 |
1.5496 |
1.5460 |
1.5368 |
|
| R2 |
1.5419 |
1.5419 |
1.5361 |
|
| R1 |
1.5383 |
1.5383 |
1.5354 |
1.5401 |
| PP |
1.5342 |
1.5342 |
1.5342 |
1.5351 |
| S1 |
1.5306 |
1.5306 |
1.5340 |
1.5324 |
| S2 |
1.5265 |
1.5265 |
1.5333 |
|
| S3 |
1.5188 |
1.5229 |
1.5326 |
|
| S4 |
1.5111 |
1.5152 |
1.5305 |
|
|
| 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% |
0.0095 |
0.6% |
22% |
False |
True |
67,010 |
| 10 |
1.5514 |
1.5194 |
0.0320 |
2.1% |
0.0113 |
0.7% |
48% |
False |
False |
75,056 |
| 20 |
1.5514 |
1.5100 |
0.0414 |
2.7% |
0.0104 |
0.7% |
60% |
False |
False |
74,199 |
| 40 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0113 |
0.7% |
45% |
False |
False |
66,183 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0111 |
0.7% |
35% |
False |
False |
44,240 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0107 |
0.7% |
35% |
False |
False |
33,191 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0105 |
0.7% |
31% |
False |
False |
26,558 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0095 |
0.6% |
31% |
False |
False |
22,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5705 |
|
2.618 |
1.5580 |
|
1.618 |
1.5503 |
|
1.000 |
1.5455 |
|
0.618 |
1.5426 |
|
HIGH |
1.5378 |
|
0.618 |
1.5349 |
|
0.500 |
1.5340 |
|
0.382 |
1.5330 |
|
LOW |
1.5301 |
|
0.618 |
1.5253 |
|
1.000 |
1.5224 |
|
1.618 |
1.5176 |
|
2.618 |
1.5099 |
|
4.250 |
1.4974 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5345 |
1.5408 |
| PP |
1.5342 |
1.5387 |
| S1 |
1.5340 |
1.5367 |
|