CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5195 |
1.5151 |
-0.0044 |
-0.3% |
1.5183 |
| High |
1.5232 |
1.5229 |
-0.0003 |
0.0% |
1.5230 |
| Low |
1.5127 |
1.5130 |
0.0003 |
0.0% |
1.5097 |
| Close |
1.5143 |
1.5219 |
0.0076 |
0.5% |
1.5179 |
| Range |
0.0105 |
0.0099 |
-0.0006 |
-5.7% |
0.0133 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2 |
10 |
8 |
400.0% |
128 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5490 |
1.5453 |
1.5273 |
|
| R3 |
1.5391 |
1.5354 |
1.5246 |
|
| R2 |
1.5292 |
1.5292 |
1.5237 |
|
| R1 |
1.5255 |
1.5255 |
1.5228 |
1.5274 |
| PP |
1.5193 |
1.5193 |
1.5193 |
1.5202 |
| S1 |
1.5156 |
1.5156 |
1.5210 |
1.5175 |
| S2 |
1.5094 |
1.5094 |
1.5201 |
|
| S3 |
1.4995 |
1.5057 |
1.5192 |
|
| S4 |
1.4896 |
1.4958 |
1.5165 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5568 |
1.5506 |
1.5252 |
|
| R3 |
1.5435 |
1.5373 |
1.5216 |
|
| R2 |
1.5302 |
1.5302 |
1.5203 |
|
| R1 |
1.5240 |
1.5240 |
1.5191 |
1.5205 |
| PP |
1.5169 |
1.5169 |
1.5169 |
1.5151 |
| S1 |
1.5107 |
1.5107 |
1.5167 |
1.5072 |
| S2 |
1.5036 |
1.5036 |
1.5155 |
|
| S3 |
1.4903 |
1.4974 |
1.5142 |
|
| S4 |
1.4770 |
1.4841 |
1.5106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5232 |
1.5097 |
0.0135 |
0.9% |
0.0095 |
0.6% |
90% |
False |
False |
22 |
| 10 |
1.5319 |
1.5097 |
0.0222 |
1.5% |
0.0094 |
0.6% |
55% |
False |
False |
19 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.6% |
0.0100 |
0.7% |
22% |
False |
False |
26 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0085 |
0.6% |
18% |
False |
False |
17 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0077 |
0.5% |
18% |
False |
False |
11 |
| 80 |
1.5855 |
1.5097 |
0.0758 |
5.0% |
0.0060 |
0.4% |
16% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5650 |
|
2.618 |
1.5488 |
|
1.618 |
1.5389 |
|
1.000 |
1.5328 |
|
0.618 |
1.5290 |
|
HIGH |
1.5229 |
|
0.618 |
1.5191 |
|
0.500 |
1.5180 |
|
0.382 |
1.5168 |
|
LOW |
1.5130 |
|
0.618 |
1.5069 |
|
1.000 |
1.5031 |
|
1.618 |
1.4970 |
|
2.618 |
1.4871 |
|
4.250 |
1.4709 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5206 |
1.5206 |
| PP |
1.5193 |
1.5193 |
| S1 |
1.5180 |
1.5180 |
|