CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5255 |
1.5320 |
0.0065 |
0.4% |
1.5183 |
| High |
1.5326 |
1.5359 |
0.0033 |
0.2% |
1.5230 |
| Low |
1.5215 |
1.5253 |
0.0038 |
0.2% |
1.5097 |
| Close |
1.5308 |
1.5344 |
0.0036 |
0.2% |
1.5179 |
| Range |
0.0111 |
0.0106 |
-0.0005 |
-4.5% |
0.0133 |
| ATR |
0.0102 |
0.0103 |
0.0000 |
0.3% |
0.0000 |
| Volume |
7 |
39 |
32 |
457.1% |
128 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5637 |
1.5596 |
1.5402 |
|
| R3 |
1.5531 |
1.5490 |
1.5373 |
|
| R2 |
1.5425 |
1.5425 |
1.5363 |
|
| R1 |
1.5384 |
1.5384 |
1.5354 |
1.5405 |
| PP |
1.5319 |
1.5319 |
1.5319 |
1.5329 |
| S1 |
1.5278 |
1.5278 |
1.5334 |
1.5299 |
| S2 |
1.5213 |
1.5213 |
1.5325 |
|
| S3 |
1.5107 |
1.5172 |
1.5315 |
|
| S4 |
1.5001 |
1.5066 |
1.5286 |
|
|
| 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 |
1.5359 |
1.5127 |
0.0232 |
1.5% |
0.0103 |
0.7% |
94% |
True |
False |
22 |
| 10 |
1.5359 |
1.5097 |
0.0262 |
1.7% |
0.0096 |
0.6% |
94% |
True |
False |
21 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0105 |
0.7% |
45% |
False |
False |
28 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0088 |
0.6% |
36% |
False |
False |
18 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0077 |
0.5% |
36% |
False |
False |
12 |
| 80 |
1.5855 |
1.5097 |
0.0758 |
4.9% |
0.0062 |
0.4% |
33% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5810 |
|
2.618 |
1.5637 |
|
1.618 |
1.5531 |
|
1.000 |
1.5465 |
|
0.618 |
1.5425 |
|
HIGH |
1.5359 |
|
0.618 |
1.5319 |
|
0.500 |
1.5306 |
|
0.382 |
1.5293 |
|
LOW |
1.5253 |
|
0.618 |
1.5187 |
|
1.000 |
1.5147 |
|
1.618 |
1.5081 |
|
2.618 |
1.4975 |
|
4.250 |
1.4803 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5331 |
1.5311 |
| PP |
1.5319 |
1.5278 |
| S1 |
1.5306 |
1.5245 |
|