CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5225 |
1.5286 |
0.0061 |
0.4% |
1.5195 |
| High |
1.5376 |
1.5482 |
0.0106 |
0.7% |
1.5371 |
| Low |
1.5191 |
1.5239 |
0.0048 |
0.3% |
1.5127 |
| Close |
1.5242 |
1.5472 |
0.0230 |
1.5% |
1.5328 |
| Range |
0.0185 |
0.0243 |
0.0058 |
31.4% |
0.0244 |
| ATR |
0.0104 |
0.0114 |
0.0010 |
9.6% |
0.0000 |
| Volume |
2 |
43 |
41 |
2,050.0% |
66 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6127 |
1.6042 |
1.5606 |
|
| R3 |
1.5884 |
1.5799 |
1.5539 |
|
| R2 |
1.5641 |
1.5641 |
1.5517 |
|
| R1 |
1.5556 |
1.5556 |
1.5494 |
1.5599 |
| PP |
1.5398 |
1.5398 |
1.5398 |
1.5419 |
| S1 |
1.5313 |
1.5313 |
1.5450 |
1.5356 |
| S2 |
1.5155 |
1.5155 |
1.5427 |
|
| S3 |
1.4912 |
1.5070 |
1.5405 |
|
| S4 |
1.4669 |
1.4827 |
1.5338 |
|
|
| 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 |
1.5482 |
1.5191 |
0.0291 |
1.9% |
0.0133 |
0.9% |
97% |
True |
False |
18 |
| 10 |
1.5482 |
1.5098 |
0.0384 |
2.5% |
0.0115 |
0.7% |
97% |
True |
False |
20 |
| 20 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0112 |
0.7% |
69% |
False |
False |
25 |
| 40 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0097 |
0.6% |
54% |
False |
False |
19 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0084 |
0.5% |
54% |
False |
False |
13 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0069 |
0.4% |
54% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6515 |
|
2.618 |
1.6118 |
|
1.618 |
1.5875 |
|
1.000 |
1.5725 |
|
0.618 |
1.5632 |
|
HIGH |
1.5482 |
|
0.618 |
1.5389 |
|
0.500 |
1.5361 |
|
0.382 |
1.5332 |
|
LOW |
1.5239 |
|
0.618 |
1.5089 |
|
1.000 |
1.4996 |
|
1.618 |
1.4846 |
|
2.618 |
1.4603 |
|
4.250 |
1.4206 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5435 |
1.5427 |
| PP |
1.5398 |
1.5382 |
| S1 |
1.5361 |
1.5337 |
|