CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5262 |
1.5307 |
0.0045 |
0.3% |
1.5304 |
| High |
1.5318 |
1.5465 |
0.0147 |
1.0% |
1.5465 |
| Low |
1.5238 |
1.5305 |
0.0067 |
0.4% |
1.5238 |
| Close |
1.5312 |
1.5422 |
0.0110 |
0.7% |
1.5422 |
| Range |
0.0080 |
0.0160 |
0.0080 |
100.0% |
0.0227 |
| ATR |
0.0103 |
0.0107 |
0.0004 |
3.9% |
0.0000 |
| Volume |
67,066 |
108,341 |
41,275 |
61.5% |
368,785 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5877 |
1.5810 |
1.5510 |
|
| R3 |
1.5717 |
1.5650 |
1.5466 |
|
| R2 |
1.5557 |
1.5557 |
1.5451 |
|
| R1 |
1.5490 |
1.5490 |
1.5437 |
1.5524 |
| PP |
1.5397 |
1.5397 |
1.5397 |
1.5414 |
| S1 |
1.5330 |
1.5330 |
1.5407 |
1.5364 |
| S2 |
1.5237 |
1.5237 |
1.5393 |
|
| S3 |
1.5077 |
1.5170 |
1.5378 |
|
| S4 |
1.4917 |
1.5010 |
1.5334 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6056 |
1.5966 |
1.5547 |
|
| R3 |
1.5829 |
1.5739 |
1.5484 |
|
| R2 |
1.5602 |
1.5602 |
1.5464 |
|
| R1 |
1.5512 |
1.5512 |
1.5443 |
1.5557 |
| PP |
1.5375 |
1.5375 |
1.5375 |
1.5398 |
| S1 |
1.5285 |
1.5285 |
1.5401 |
1.5330 |
| S2 |
1.5148 |
1.5148 |
1.5380 |
|
| S3 |
1.4921 |
1.5058 |
1.5360 |
|
| S4 |
1.4694 |
1.4831 |
1.5297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5465 |
1.5238 |
0.0227 |
1.5% |
0.0099 |
0.6% |
81% |
True |
False |
73,757 |
| 10 |
1.5514 |
1.5238 |
0.0276 |
1.8% |
0.0096 |
0.6% |
67% |
False |
False |
69,679 |
| 20 |
1.5514 |
1.5130 |
0.0384 |
2.5% |
0.0107 |
0.7% |
76% |
False |
False |
74,539 |
| 40 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0114 |
0.7% |
59% |
False |
False |
73,784 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0111 |
0.7% |
46% |
False |
False |
49,515 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0107 |
0.7% |
46% |
False |
False |
37,153 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0104 |
0.7% |
41% |
False |
False |
29,730 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0096 |
0.6% |
41% |
False |
False |
24,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6145 |
|
2.618 |
1.5884 |
|
1.618 |
1.5724 |
|
1.000 |
1.5625 |
|
0.618 |
1.5564 |
|
HIGH |
1.5465 |
|
0.618 |
1.5404 |
|
0.500 |
1.5385 |
|
0.382 |
1.5366 |
|
LOW |
1.5305 |
|
0.618 |
1.5206 |
|
1.000 |
1.5145 |
|
1.618 |
1.5046 |
|
2.618 |
1.4886 |
|
4.250 |
1.4625 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5410 |
1.5399 |
| PP |
1.5397 |
1.5375 |
| S1 |
1.5385 |
1.5352 |
|