CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5353 |
1.5336 |
-0.0017 |
-0.1% |
1.5195 |
| High |
1.5371 |
1.5360 |
-0.0011 |
-0.1% |
1.5371 |
| Low |
1.5292 |
1.5306 |
0.0014 |
0.1% |
1.5127 |
| Close |
1.5328 |
1.5349 |
0.0021 |
0.1% |
1.5328 |
| Range |
0.0079 |
0.0054 |
-0.0025 |
-31.6% |
0.0244 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
8 |
2 |
-6 |
-75.0% |
66 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5500 |
1.5479 |
1.5379 |
|
| R3 |
1.5446 |
1.5425 |
1.5364 |
|
| R2 |
1.5392 |
1.5392 |
1.5359 |
|
| R1 |
1.5371 |
1.5371 |
1.5354 |
1.5382 |
| PP |
1.5338 |
1.5338 |
1.5338 |
1.5344 |
| S1 |
1.5317 |
1.5317 |
1.5344 |
1.5328 |
| S2 |
1.5284 |
1.5284 |
1.5339 |
|
| S3 |
1.5230 |
1.5263 |
1.5334 |
|
| S4 |
1.5176 |
1.5209 |
1.5319 |
|
|
| 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 |
1.5130 |
0.0241 |
1.6% |
0.0090 |
0.6% |
91% |
False |
False |
13 |
| 10 |
1.5371 |
1.5097 |
0.0274 |
1.8% |
0.0090 |
0.6% |
92% |
False |
False |
18 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0107 |
0.7% |
46% |
False |
False |
26 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0090 |
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% |
0.0064 |
0.4% |
33% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5590 |
|
2.618 |
1.5501 |
|
1.618 |
1.5447 |
|
1.000 |
1.5414 |
|
0.618 |
1.5393 |
|
HIGH |
1.5360 |
|
0.618 |
1.5339 |
|
0.500 |
1.5333 |
|
0.382 |
1.5327 |
|
LOW |
1.5306 |
|
0.618 |
1.5273 |
|
1.000 |
1.5252 |
|
1.618 |
1.5219 |
|
2.618 |
1.5165 |
|
4.250 |
1.5077 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5344 |
1.5337 |
| PP |
1.5338 |
1.5324 |
| S1 |
1.5333 |
1.5312 |
|