CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5344 |
1.5300 |
-0.0044 |
-0.3% |
1.5434 |
| High |
1.5355 |
1.5343 |
-0.0012 |
-0.1% |
1.5514 |
| Low |
1.5278 |
1.5243 |
-0.0035 |
-0.2% |
1.5301 |
| Close |
1.5296 |
1.5246 |
-0.0050 |
-0.3% |
1.5316 |
| Range |
0.0077 |
0.0100 |
0.0023 |
29.9% |
0.0213 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
65,696 |
76,047 |
10,351 |
15.8% |
328,008 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5577 |
1.5512 |
1.5301 |
|
| R3 |
1.5477 |
1.5412 |
1.5274 |
|
| R2 |
1.5377 |
1.5377 |
1.5264 |
|
| R1 |
1.5312 |
1.5312 |
1.5255 |
1.5295 |
| PP |
1.5277 |
1.5277 |
1.5277 |
1.5269 |
| S1 |
1.5212 |
1.5212 |
1.5237 |
1.5195 |
| S2 |
1.5177 |
1.5177 |
1.5228 |
|
| S3 |
1.5077 |
1.5112 |
1.5219 |
|
| S4 |
1.4977 |
1.5012 |
1.5191 |
|
|
| 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 |
1.5243 |
0.0271 |
1.8% |
0.0103 |
0.7% |
1% |
False |
True |
75,576 |
| 10 |
1.5514 |
1.5243 |
0.0271 |
1.8% |
0.0087 |
0.6% |
1% |
False |
True |
66,639 |
| 20 |
1.5514 |
1.5101 |
0.0413 |
2.7% |
0.0104 |
0.7% |
35% |
False |
False |
72,960 |
| 40 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0112 |
0.7% |
27% |
False |
False |
69,670 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0112 |
0.7% |
21% |
False |
False |
46,602 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0106 |
0.7% |
21% |
False |
False |
34,962 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0104 |
0.7% |
18% |
False |
False |
27,976 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0095 |
0.6% |
18% |
False |
False |
23,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5768 |
|
2.618 |
1.5605 |
|
1.618 |
1.5505 |
|
1.000 |
1.5443 |
|
0.618 |
1.5405 |
|
HIGH |
1.5343 |
|
0.618 |
1.5305 |
|
0.500 |
1.5293 |
|
0.382 |
1.5281 |
|
LOW |
1.5243 |
|
0.618 |
1.5181 |
|
1.000 |
1.5143 |
|
1.618 |
1.5081 |
|
2.618 |
1.4981 |
|
4.250 |
1.4818 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5293 |
1.5311 |
| PP |
1.5277 |
1.5289 |
| S1 |
1.5262 |
1.5268 |
|