CME British Pound Future March 2016
Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1.5511 |
1.5578 |
0.0067 |
0.4% |
1.5425 |
High |
1.5610 |
1.5640 |
0.0030 |
0.2% |
1.5640 |
Low |
1.5478 |
1.5503 |
0.0025 |
0.2% |
1.5319 |
Close |
1.5603 |
1.5539 |
-0.0064 |
-0.4% |
1.5539 |
Range |
0.0132 |
0.0137 |
0.0005 |
3.8% |
0.0321 |
ATR |
0.0100 |
0.0102 |
0.0003 |
2.7% |
0.0000 |
Volume |
129 |
4 |
-125 |
-96.9% |
252 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5972 |
1.5892 |
1.5614 |
|
R3 |
1.5835 |
1.5755 |
1.5577 |
|
R2 |
1.5698 |
1.5698 |
1.5564 |
|
R1 |
1.5618 |
1.5618 |
1.5552 |
1.5590 |
PP |
1.5561 |
1.5561 |
1.5561 |
1.5546 |
S1 |
1.5481 |
1.5481 |
1.5526 |
1.5453 |
S2 |
1.5424 |
1.5424 |
1.5514 |
|
S3 |
1.5287 |
1.5344 |
1.5501 |
|
S4 |
1.5150 |
1.5207 |
1.5464 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6462 |
1.6322 |
1.5716 |
|
R3 |
1.6141 |
1.6001 |
1.5627 |
|
R2 |
1.5820 |
1.5820 |
1.5598 |
|
R1 |
1.5680 |
1.5680 |
1.5568 |
1.5750 |
PP |
1.5499 |
1.5499 |
1.5499 |
1.5535 |
S1 |
1.5359 |
1.5359 |
1.5510 |
1.5429 |
S2 |
1.5178 |
1.5178 |
1.5480 |
|
S3 |
1.4857 |
1.5038 |
1.5451 |
|
S4 |
1.4536 |
1.4717 |
1.5362 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5640 |
1.5319 |
0.0321 |
2.1% |
0.0133 |
0.9% |
69% |
True |
False |
50 |
10 |
1.5640 |
1.5165 |
0.0475 |
3.1% |
0.0086 |
0.6% |
79% |
True |
False |
25 |
20 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0091 |
0.6% |
60% |
False |
False |
20 |
40 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0072 |
0.5% |
60% |
False |
False |
10 |
60 |
1.5789 |
1.5165 |
0.0624 |
4.0% |
0.0060 |
0.4% |
60% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6222 |
2.618 |
1.5999 |
1.618 |
1.5862 |
1.000 |
1.5777 |
0.618 |
1.5725 |
HIGH |
1.5640 |
0.618 |
1.5588 |
0.500 |
1.5572 |
0.382 |
1.5555 |
LOW |
1.5503 |
0.618 |
1.5418 |
1.000 |
1.5366 |
1.618 |
1.5281 |
2.618 |
1.5144 |
4.250 |
1.4921 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5572 |
1.5519 |
PP |
1.5561 |
1.5499 |
S1 |
1.5550 |
1.5480 |
|