CME British Pound Future March 2016
Trading Metrics calculated at close of trading on 11-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1.5425 |
1.5413 |
-0.0012 |
-0.1% |
1.5382 |
High |
1.5456 |
1.5414 |
-0.0042 |
-0.3% |
1.5456 |
Low |
1.5340 |
1.5404 |
0.0064 |
0.4% |
1.5340 |
Close |
1.5456 |
1.5414 |
-0.0042 |
-0.3% |
1.5414 |
Range |
0.0116 |
0.0010 |
-0.0106 |
-91.4% |
0.0116 |
ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.0% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
3 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5441 |
1.5437 |
1.5420 |
|
R3 |
1.5431 |
1.5427 |
1.5417 |
|
R2 |
1.5421 |
1.5421 |
1.5416 |
|
R1 |
1.5417 |
1.5417 |
1.5415 |
1.5419 |
PP |
1.5411 |
1.5411 |
1.5411 |
1.5412 |
S1 |
1.5407 |
1.5407 |
1.5413 |
1.5409 |
S2 |
1.5401 |
1.5401 |
1.5412 |
|
S3 |
1.5391 |
1.5397 |
1.5411 |
|
S4 |
1.5381 |
1.5387 |
1.5409 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5751 |
1.5699 |
1.5478 |
|
R3 |
1.5635 |
1.5583 |
1.5446 |
|
R2 |
1.5519 |
1.5519 |
1.5435 |
|
R1 |
1.5467 |
1.5467 |
1.5425 |
1.5493 |
PP |
1.5403 |
1.5403 |
1.5403 |
1.5417 |
S1 |
1.5351 |
1.5351 |
1.5403 |
1.5377 |
S2 |
1.5287 |
1.5287 |
1.5393 |
|
S3 |
1.5171 |
1.5235 |
1.5382 |
|
S4 |
1.5055 |
1.5119 |
1.5350 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5456 |
1.5165 |
0.0291 |
1.9% |
0.0038 |
0.2% |
86% |
False |
False |
|
10 |
1.5456 |
1.5165 |
0.0291 |
1.9% |
0.0053 |
0.3% |
86% |
False |
False |
14 |
20 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0071 |
0.5% |
40% |
False |
False |
7 |
40 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0062 |
0.4% |
40% |
False |
False |
4 |
60 |
1.5855 |
1.5165 |
0.0690 |
4.5% |
0.0049 |
0.3% |
36% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5457 |
2.618 |
1.5440 |
1.618 |
1.5430 |
1.000 |
1.5424 |
0.618 |
1.5420 |
HIGH |
1.5414 |
0.618 |
1.5410 |
0.500 |
1.5409 |
0.382 |
1.5408 |
LOW |
1.5404 |
0.618 |
1.5398 |
1.000 |
1.5394 |
1.618 |
1.5388 |
2.618 |
1.5378 |
4.250 |
1.5362 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5412 |
1.5409 |
PP |
1.5411 |
1.5403 |
S1 |
1.5409 |
1.5398 |
|