CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5304 |
1.5344 |
0.0040 |
0.3% |
1.5434 |
| High |
1.5378 |
1.5355 |
-0.0023 |
-0.1% |
1.5514 |
| Low |
1.5301 |
1.5278 |
-0.0023 |
-0.2% |
1.5301 |
| Close |
1.5347 |
1.5296 |
-0.0051 |
-0.3% |
1.5316 |
| Range |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0213 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
51,635 |
65,696 |
14,061 |
27.2% |
328,008 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5541 |
1.5495 |
1.5338 |
|
| R3 |
1.5464 |
1.5418 |
1.5317 |
|
| R2 |
1.5387 |
1.5387 |
1.5310 |
|
| R1 |
1.5341 |
1.5341 |
1.5303 |
1.5326 |
| PP |
1.5310 |
1.5310 |
1.5310 |
1.5302 |
| S1 |
1.5264 |
1.5264 |
1.5289 |
1.5249 |
| S2 |
1.5233 |
1.5233 |
1.5282 |
|
| S3 |
1.5156 |
1.5187 |
1.5275 |
|
| S4 |
1.5079 |
1.5110 |
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 |
1.5278 |
0.0236 |
1.5% |
0.0097 |
0.6% |
8% |
False |
True |
70,418 |
| 10 |
1.5514 |
1.5243 |
0.0271 |
1.8% |
0.0102 |
0.7% |
20% |
False |
False |
71,306 |
| 20 |
1.5514 |
1.5100 |
0.0414 |
2.7% |
0.0104 |
0.7% |
47% |
False |
False |
73,720 |
| 40 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0112 |
0.7% |
36% |
False |
False |
67,797 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0111 |
0.7% |
28% |
False |
False |
45,335 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0107 |
0.7% |
28% |
False |
False |
34,012 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0104 |
0.7% |
25% |
False |
False |
27,215 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0096 |
0.6% |
25% |
False |
False |
22,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5682 |
|
2.618 |
1.5557 |
|
1.618 |
1.5480 |
|
1.000 |
1.5432 |
|
0.618 |
1.5403 |
|
HIGH |
1.5355 |
|
0.618 |
1.5326 |
|
0.500 |
1.5317 |
|
0.382 |
1.5307 |
|
LOW |
1.5278 |
|
0.618 |
1.5230 |
|
1.000 |
1.5201 |
|
1.618 |
1.5153 |
|
2.618 |
1.5076 |
|
4.250 |
1.4951 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5317 |
1.5346 |
| PP |
1.5310 |
1.5329 |
| S1 |
1.5303 |
1.5313 |
|