CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5131 |
1.5113 |
-0.0018 |
-0.1% |
1.5514 |
| High |
1.5202 |
1.5169 |
-0.0033 |
-0.2% |
1.5552 |
| Low |
1.5097 |
1.5098 |
0.0001 |
0.0% |
1.5128 |
| Close |
1.5109 |
1.5122 |
0.0013 |
0.1% |
1.5183 |
| Range |
0.0105 |
0.0071 |
-0.0034 |
-32.4% |
0.0424 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
6 |
40 |
34 |
566.7% |
136 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5343 |
1.5303 |
1.5161 |
|
| R3 |
1.5272 |
1.5232 |
1.5142 |
|
| R2 |
1.5201 |
1.5201 |
1.5135 |
|
| R1 |
1.5161 |
1.5161 |
1.5129 |
1.5181 |
| PP |
1.5130 |
1.5130 |
1.5130 |
1.5140 |
| S1 |
1.5090 |
1.5090 |
1.5115 |
1.5110 |
| S2 |
1.5059 |
1.5059 |
1.5109 |
|
| S3 |
1.4988 |
1.5019 |
1.5102 |
|
| S4 |
1.4917 |
1.4948 |
1.5083 |
|
|
| 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 |
1.5248 |
1.5097 |
0.0151 |
1.0% |
0.0090 |
0.6% |
17% |
False |
False |
20 |
| 10 |
1.5640 |
1.5097 |
0.0543 |
3.6% |
0.0104 |
0.7% |
5% |
False |
False |
21 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.6% |
0.0090 |
0.6% |
5% |
False |
False |
23 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.6% |
0.0086 |
0.6% |
4% |
False |
False |
15 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.6% |
0.0073 |
0.5% |
4% |
False |
False |
10 |
| 80 |
1.5855 |
1.5097 |
0.0758 |
5.0% |
0.0057 |
0.4% |
3% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5471 |
|
2.618 |
1.5355 |
|
1.618 |
1.5284 |
|
1.000 |
1.5240 |
|
0.618 |
1.5213 |
|
HIGH |
1.5169 |
|
0.618 |
1.5142 |
|
0.500 |
1.5134 |
|
0.382 |
1.5125 |
|
LOW |
1.5098 |
|
0.618 |
1.5054 |
|
1.000 |
1.5027 |
|
1.618 |
1.4983 |
|
2.618 |
1.4912 |
|
4.250 |
1.4796 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5134 |
1.5150 |
| PP |
1.5130 |
1.5140 |
| S1 |
1.5126 |
1.5131 |
|