CME British Pound Future March 2016
Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1.5425 |
1.5423 |
-0.0002 |
0.0% |
1.5382 |
High |
1.5446 |
1.5440 |
-0.0006 |
0.0% |
1.5456 |
Low |
1.5368 |
1.5319 |
-0.0049 |
-0.3% |
1.5340 |
Close |
1.5422 |
1.5319 |
-0.0103 |
-0.7% |
1.5414 |
Range |
0.0078 |
0.0121 |
0.0043 |
55.1% |
0.0116 |
ATR |
0.0087 |
0.0090 |
0.0002 |
2.8% |
0.0000 |
Volume |
60 |
24 |
-36 |
-60.0% |
3 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5722 |
1.5642 |
1.5386 |
|
R3 |
1.5601 |
1.5521 |
1.5352 |
|
R2 |
1.5480 |
1.5480 |
1.5341 |
|
R1 |
1.5400 |
1.5400 |
1.5330 |
1.5380 |
PP |
1.5359 |
1.5359 |
1.5359 |
1.5349 |
S1 |
1.5279 |
1.5279 |
1.5308 |
1.5259 |
S2 |
1.5238 |
1.5238 |
1.5297 |
|
S3 |
1.5117 |
1.5158 |
1.5286 |
|
S4 |
1.4996 |
1.5037 |
1.5252 |
|
|
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 |
1.5319 |
0.0137 |
0.9% |
0.0067 |
0.4% |
0% |
False |
True |
17 |
10 |
1.5456 |
1.5165 |
0.0291 |
1.9% |
0.0059 |
0.4% |
53% |
False |
False |
22 |
20 |
1.5789 |
1.5165 |
0.0624 |
4.1% |
0.0074 |
0.5% |
25% |
False |
False |
11 |
40 |
1.5789 |
1.5165 |
0.0624 |
4.1% |
0.0065 |
0.4% |
25% |
False |
False |
6 |
60 |
1.5805 |
1.5165 |
0.0640 |
4.2% |
0.0052 |
0.3% |
24% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5954 |
2.618 |
1.5757 |
1.618 |
1.5636 |
1.000 |
1.5561 |
0.618 |
1.5515 |
HIGH |
1.5440 |
0.618 |
1.5394 |
0.500 |
1.5380 |
0.382 |
1.5365 |
LOW |
1.5319 |
0.618 |
1.5244 |
1.000 |
1.5198 |
1.618 |
1.5123 |
2.618 |
1.5002 |
4.250 |
1.4805 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5380 |
1.5383 |
PP |
1.5359 |
1.5361 |
S1 |
1.5339 |
1.5340 |
|