CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5320 |
1.5353 |
0.0033 |
0.2% |
1.5195 |
| High |
1.5359 |
1.5371 |
0.0012 |
0.1% |
1.5371 |
| Low |
1.5253 |
1.5292 |
0.0039 |
0.3% |
1.5127 |
| Close |
1.5344 |
1.5328 |
-0.0016 |
-0.1% |
1.5328 |
| Range |
0.0106 |
0.0079 |
-0.0027 |
-25.5% |
0.0244 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
39 |
8 |
-31 |
-79.5% |
66 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5567 |
1.5527 |
1.5371 |
|
| R3 |
1.5488 |
1.5448 |
1.5350 |
|
| R2 |
1.5409 |
1.5409 |
1.5342 |
|
| R1 |
1.5369 |
1.5369 |
1.5335 |
1.5350 |
| PP |
1.5330 |
1.5330 |
1.5330 |
1.5321 |
| S1 |
1.5290 |
1.5290 |
1.5321 |
1.5271 |
| S2 |
1.5251 |
1.5251 |
1.5314 |
|
| S3 |
1.5172 |
1.5211 |
1.5306 |
|
| S4 |
1.5093 |
1.5132 |
1.5285 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6007 |
1.5912 |
1.5462 |
|
| R3 |
1.5763 |
1.5668 |
1.5395 |
|
| R2 |
1.5519 |
1.5519 |
1.5373 |
|
| R1 |
1.5424 |
1.5424 |
1.5350 |
1.5472 |
| PP |
1.5275 |
1.5275 |
1.5275 |
1.5299 |
| S1 |
1.5180 |
1.5180 |
1.5306 |
1.5228 |
| S2 |
1.5031 |
1.5031 |
1.5283 |
|
| S3 |
1.4787 |
1.4936 |
1.5261 |
|
| S4 |
1.4543 |
1.4692 |
1.5194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5371 |
1.5127 |
0.0244 |
1.6% |
0.0100 |
0.7% |
82% |
True |
False |
13 |
| 10 |
1.5371 |
1.5097 |
0.0274 |
1.8% |
0.0092 |
0.6% |
84% |
True |
False |
19 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0108 |
0.7% |
43% |
False |
False |
29 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0090 |
0.6% |
33% |
False |
False |
18 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0077 |
0.5% |
33% |
False |
False |
12 |
| 80 |
1.5855 |
1.5097 |
0.0758 |
4.9% |
0.0063 |
0.4% |
30% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5707 |
|
2.618 |
1.5578 |
|
1.618 |
1.5499 |
|
1.000 |
1.5450 |
|
0.618 |
1.5420 |
|
HIGH |
1.5371 |
|
0.618 |
1.5341 |
|
0.500 |
1.5332 |
|
0.382 |
1.5322 |
|
LOW |
1.5292 |
|
0.618 |
1.5243 |
|
1.000 |
1.5213 |
|
1.618 |
1.5164 |
|
2.618 |
1.5085 |
|
4.250 |
1.4956 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5332 |
1.5316 |
| PP |
1.5330 |
1.5305 |
| S1 |
1.5329 |
1.5293 |
|