CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5175 |
1.5131 |
-0.0044 |
-0.3% |
1.5514 |
| High |
1.5194 |
1.5202 |
0.0008 |
0.1% |
1.5552 |
| Low |
1.5121 |
1.5097 |
-0.0024 |
-0.2% |
1.5128 |
| Close |
1.5147 |
1.5109 |
-0.0038 |
-0.3% |
1.5183 |
| Range |
0.0073 |
0.0105 |
0.0032 |
43.8% |
0.0424 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
0.1% |
0.0000 |
| Volume |
14 |
6 |
-8 |
-57.1% |
136 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5451 |
1.5385 |
1.5167 |
|
| R3 |
1.5346 |
1.5280 |
1.5138 |
|
| R2 |
1.5241 |
1.5241 |
1.5128 |
|
| R1 |
1.5175 |
1.5175 |
1.5119 |
1.5156 |
| PP |
1.5136 |
1.5136 |
1.5136 |
1.5126 |
| S1 |
1.5070 |
1.5070 |
1.5099 |
1.5051 |
| S2 |
1.5031 |
1.5031 |
1.5090 |
|
| S3 |
1.4926 |
1.4965 |
1.5080 |
|
| S4 |
1.4821 |
1.4860 |
1.5051 |
|
|
| 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 |
1.5275 |
1.5097 |
0.0178 |
1.2% |
0.0092 |
0.6% |
7% |
False |
True |
14 |
| 10 |
1.5640 |
1.5097 |
0.0543 |
3.6% |
0.0110 |
0.7% |
2% |
False |
True |
30 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.6% |
0.0090 |
0.6% |
2% |
False |
True |
28 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.6% |
0.0086 |
0.6% |
2% |
False |
True |
14 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.6% |
0.0072 |
0.5% |
2% |
False |
True |
9 |
| 80 |
1.5855 |
1.5097 |
0.0758 |
5.0% |
0.0057 |
0.4% |
2% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5648 |
|
2.618 |
1.5477 |
|
1.618 |
1.5372 |
|
1.000 |
1.5307 |
|
0.618 |
1.5267 |
|
HIGH |
1.5202 |
|
0.618 |
1.5162 |
|
0.500 |
1.5150 |
|
0.382 |
1.5137 |
|
LOW |
1.5097 |
|
0.618 |
1.5032 |
|
1.000 |
1.4992 |
|
1.618 |
1.4927 |
|
2.618 |
1.4822 |
|
4.250 |
1.4651 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5150 |
1.5164 |
| PP |
1.5136 |
1.5145 |
| S1 |
1.5123 |
1.5127 |
|