CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5413 |
1.5425 |
0.0012 |
0.1% |
1.5382 |
| High |
1.5414 |
1.5446 |
0.0032 |
0.2% |
1.5456 |
| Low |
1.5404 |
1.5368 |
-0.0036 |
-0.2% |
1.5340 |
| Close |
1.5414 |
1.5422 |
0.0008 |
0.1% |
1.5414 |
| Range |
0.0010 |
0.0078 |
0.0068 |
680.0% |
0.0116 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
2 |
60 |
58 |
2,900.0% |
3 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5646 |
1.5612 |
1.5465 |
|
| R3 |
1.5568 |
1.5534 |
1.5443 |
|
| R2 |
1.5490 |
1.5490 |
1.5436 |
|
| R1 |
1.5456 |
1.5456 |
1.5429 |
1.5434 |
| PP |
1.5412 |
1.5412 |
1.5412 |
1.5401 |
| S1 |
1.5378 |
1.5378 |
1.5415 |
1.5356 |
| S2 |
1.5334 |
1.5334 |
1.5408 |
|
| S3 |
1.5256 |
1.5300 |
1.5401 |
|
| S4 |
1.5178 |
1.5222 |
1.5379 |
|
|
| 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 |
1.5340 |
0.0116 |
0.8% |
0.0043 |
0.3% |
71% |
False |
False |
12 |
| 10 |
1.5456 |
1.5165 |
0.0291 |
1.9% |
0.0053 |
0.3% |
88% |
False |
False |
20 |
| 20 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0073 |
0.5% |
41% |
False |
False |
10 |
| 40 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0062 |
0.4% |
41% |
False |
False |
5 |
| 60 |
1.5855 |
1.5165 |
0.0690 |
4.5% |
0.0050 |
0.3% |
37% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5778 |
|
2.618 |
1.5650 |
|
1.618 |
1.5572 |
|
1.000 |
1.5524 |
|
0.618 |
1.5494 |
|
HIGH |
1.5446 |
|
0.618 |
1.5416 |
|
0.500 |
1.5407 |
|
0.382 |
1.5398 |
|
LOW |
1.5368 |
|
0.618 |
1.5320 |
|
1.000 |
1.5290 |
|
1.618 |
1.5242 |
|
2.618 |
1.5164 |
|
4.250 |
1.5037 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5417 |
1.5414 |
| PP |
1.5412 |
1.5406 |
| S1 |
1.5407 |
1.5398 |
|