CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5151 |
1.5255 |
0.0104 |
0.7% |
1.5183 |
| High |
1.5229 |
1.5326 |
0.0097 |
0.6% |
1.5230 |
| Low |
1.5130 |
1.5215 |
0.0085 |
0.6% |
1.5097 |
| Close |
1.5219 |
1.5308 |
0.0089 |
0.6% |
1.5179 |
| Range |
0.0099 |
0.0111 |
0.0012 |
12.1% |
0.0133 |
| ATR |
0.0102 |
0.0102 |
0.0001 |
0.7% |
0.0000 |
| Volume |
10 |
7 |
-3 |
-30.0% |
128 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5616 |
1.5573 |
1.5369 |
|
| R3 |
1.5505 |
1.5462 |
1.5339 |
|
| R2 |
1.5394 |
1.5394 |
1.5328 |
|
| R1 |
1.5351 |
1.5351 |
1.5318 |
1.5373 |
| PP |
1.5283 |
1.5283 |
1.5283 |
1.5294 |
| S1 |
1.5240 |
1.5240 |
1.5298 |
1.5262 |
| S2 |
1.5172 |
1.5172 |
1.5288 |
|
| S3 |
1.5061 |
1.5129 |
1.5277 |
|
| S4 |
1.4950 |
1.5018 |
1.5247 |
|
|
| 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 |
1.5326 |
1.5098 |
0.0228 |
1.5% |
0.0096 |
0.6% |
92% |
True |
False |
23 |
| 10 |
1.5326 |
1.5097 |
0.0229 |
1.5% |
0.0094 |
0.6% |
92% |
True |
False |
18 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0105 |
0.7% |
39% |
False |
False |
26 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0088 |
0.6% |
30% |
False |
False |
17 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0076 |
0.5% |
30% |
False |
False |
11 |
| 80 |
1.5855 |
1.5097 |
0.0758 |
5.0% |
0.0061 |
0.4% |
28% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5798 |
|
2.618 |
1.5617 |
|
1.618 |
1.5506 |
|
1.000 |
1.5437 |
|
0.618 |
1.5395 |
|
HIGH |
1.5326 |
|
0.618 |
1.5284 |
|
0.500 |
1.5271 |
|
0.382 |
1.5257 |
|
LOW |
1.5215 |
|
0.618 |
1.5146 |
|
1.000 |
1.5104 |
|
1.618 |
1.5035 |
|
2.618 |
1.4924 |
|
4.250 |
1.4743 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5296 |
1.5281 |
| PP |
1.5283 |
1.5254 |
| S1 |
1.5271 |
1.5227 |
|