CME British Pound Future March 2016
Trading Metrics calculated at close of trading on 29-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1.5183 |
1.5175 |
-0.0008 |
-0.1% |
1.5514 |
High |
1.5230 |
1.5194 |
-0.0036 |
-0.2% |
1.5552 |
Low |
1.5150 |
1.5121 |
-0.0029 |
-0.2% |
1.5128 |
Close |
1.5161 |
1.5147 |
-0.0014 |
-0.1% |
1.5183 |
Range |
0.0080 |
0.0073 |
-0.0007 |
-8.8% |
0.0424 |
ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.2% |
0.0000 |
Volume |
12 |
14 |
2 |
16.7% |
136 |
|
Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5373 |
1.5333 |
1.5187 |
|
R3 |
1.5300 |
1.5260 |
1.5167 |
|
R2 |
1.5227 |
1.5227 |
1.5160 |
|
R1 |
1.5187 |
1.5187 |
1.5154 |
1.5171 |
PP |
1.5154 |
1.5154 |
1.5154 |
1.5146 |
S1 |
1.5114 |
1.5114 |
1.5140 |
1.5098 |
S2 |
1.5081 |
1.5081 |
1.5134 |
|
S3 |
1.5008 |
1.5041 |
1.5127 |
|
S4 |
1.4935 |
1.4968 |
1.5107 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6560 |
1.6295 |
1.5416 |
|
R3 |
1.6136 |
1.5871 |
1.5300 |
|
R2 |
1.5712 |
1.5712 |
1.5261 |
|
R1 |
1.5447 |
1.5447 |
1.5222 |
1.5368 |
PP |
1.5288 |
1.5288 |
1.5288 |
1.5248 |
S1 |
1.5023 |
1.5023 |
1.5144 |
1.4944 |
S2 |
1.4864 |
1.4864 |
1.5105 |
|
S3 |
1.4440 |
1.4599 |
1.5066 |
|
S4 |
1.4016 |
1.4175 |
1.4950 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5319 |
1.5121 |
0.0198 |
1.3% |
0.0093 |
0.6% |
13% |
False |
True |
16 |
10 |
1.5640 |
1.5121 |
0.0519 |
3.4% |
0.0119 |
0.8% |
5% |
False |
True |
33 |
20 |
1.5640 |
1.5121 |
0.0519 |
3.4% |
0.0089 |
0.6% |
5% |
False |
True |
27 |
40 |
1.5789 |
1.5121 |
0.0668 |
4.4% |
0.0084 |
0.6% |
4% |
False |
True |
14 |
60 |
1.5789 |
1.5121 |
0.0668 |
4.4% |
0.0071 |
0.5% |
4% |
False |
True |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5504 |
2.618 |
1.5385 |
1.618 |
1.5312 |
1.000 |
1.5267 |
0.618 |
1.5239 |
HIGH |
1.5194 |
0.618 |
1.5166 |
0.500 |
1.5158 |
0.382 |
1.5149 |
LOW |
1.5121 |
0.618 |
1.5076 |
1.000 |
1.5048 |
1.618 |
1.5003 |
2.618 |
1.4930 |
4.250 |
1.4811 |
|
|
Fisher Pivots for day following 29-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5158 |
1.5185 |
PP |
1.5154 |
1.5172 |
S1 |
1.5151 |
1.5160 |
|