CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5300 |
1.5262 |
-0.0038 |
-0.2% |
1.5434 |
| High |
1.5343 |
1.5318 |
-0.0025 |
-0.2% |
1.5514 |
| Low |
1.5243 |
1.5238 |
-0.0005 |
0.0% |
1.5301 |
| Close |
1.5246 |
1.5312 |
0.0066 |
0.4% |
1.5316 |
| Range |
0.0100 |
0.0080 |
-0.0020 |
-20.0% |
0.0213 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
76,047 |
67,066 |
-8,981 |
-11.8% |
328,008 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5529 |
1.5501 |
1.5356 |
|
| R3 |
1.5449 |
1.5421 |
1.5334 |
|
| R2 |
1.5369 |
1.5369 |
1.5327 |
|
| R1 |
1.5341 |
1.5341 |
1.5319 |
1.5355 |
| PP |
1.5289 |
1.5289 |
1.5289 |
1.5297 |
| S1 |
1.5261 |
1.5261 |
1.5305 |
1.5275 |
| S2 |
1.5209 |
1.5209 |
1.5297 |
|
| S3 |
1.5129 |
1.5181 |
1.5290 |
|
| S4 |
1.5049 |
1.5101 |
1.5268 |
|
|
| 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 |
1.5414 |
1.5238 |
0.0176 |
1.1% |
0.0089 |
0.6% |
42% |
False |
True |
68,341 |
| 10 |
1.5514 |
1.5238 |
0.0276 |
1.8% |
0.0086 |
0.6% |
27% |
False |
True |
64,220 |
| 20 |
1.5514 |
1.5123 |
0.0391 |
2.6% |
0.0104 |
0.7% |
48% |
False |
False |
73,126 |
| 40 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0112 |
0.7% |
39% |
False |
False |
71,296 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0111 |
0.7% |
30% |
False |
False |
47,711 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0105 |
0.7% |
30% |
False |
False |
35,799 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0104 |
0.7% |
27% |
False |
False |
28,646 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0095 |
0.6% |
27% |
False |
False |
23,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5658 |
|
2.618 |
1.5527 |
|
1.618 |
1.5447 |
|
1.000 |
1.5398 |
|
0.618 |
1.5367 |
|
HIGH |
1.5318 |
|
0.618 |
1.5287 |
|
0.500 |
1.5278 |
|
0.382 |
1.5269 |
|
LOW |
1.5238 |
|
0.618 |
1.5189 |
|
1.000 |
1.5158 |
|
1.618 |
1.5109 |
|
2.618 |
1.5029 |
|
4.250 |
1.4898 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5301 |
1.5307 |
| PP |
1.5289 |
1.5302 |
| S1 |
1.5278 |
1.5297 |
|