CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5393 |
1.5327 |
-0.0066 |
-0.4% |
1.5427 |
| High |
1.5408 |
1.5372 |
-0.0036 |
-0.2% |
1.5496 |
| Low |
1.5298 |
1.5297 |
-0.0001 |
0.0% |
1.5298 |
| Close |
1.5311 |
1.5342 |
0.0031 |
0.2% |
1.5311 |
| Range |
0.0110 |
0.0075 |
-0.0035 |
-31.8% |
0.0198 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
49 |
35 |
-14 |
-28.6% |
189 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5562 |
1.5527 |
1.5383 |
|
| R3 |
1.5487 |
1.5452 |
1.5363 |
|
| R2 |
1.5412 |
1.5412 |
1.5356 |
|
| R1 |
1.5377 |
1.5377 |
1.5349 |
1.5395 |
| PP |
1.5337 |
1.5337 |
1.5337 |
1.5346 |
| S1 |
1.5302 |
1.5302 |
1.5335 |
1.5320 |
| S2 |
1.5262 |
1.5262 |
1.5328 |
|
| S3 |
1.5187 |
1.5227 |
1.5321 |
|
| S4 |
1.5112 |
1.5152 |
1.5301 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5962 |
1.5835 |
1.5420 |
|
| R3 |
1.5764 |
1.5637 |
1.5365 |
|
| R2 |
1.5566 |
1.5566 |
1.5347 |
|
| R1 |
1.5439 |
1.5439 |
1.5329 |
1.5404 |
| PP |
1.5368 |
1.5368 |
1.5368 |
1.5351 |
| S1 |
1.5241 |
1.5241 |
1.5293 |
1.5206 |
| S2 |
1.5170 |
1.5170 |
1.5275 |
|
| S3 |
1.4972 |
1.5043 |
1.5257 |
|
| S4 |
1.4774 |
1.4845 |
1.5202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5496 |
1.5297 |
0.0199 |
1.3% |
0.0090 |
0.6% |
23% |
False |
True |
39 |
| 10 |
1.5496 |
1.5191 |
0.0305 |
2.0% |
0.0106 |
0.7% |
50% |
False |
False |
32 |
| 20 |
1.5496 |
1.5097 |
0.0399 |
2.6% |
0.0098 |
0.6% |
61% |
False |
False |
25 |
| 40 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0093 |
0.6% |
45% |
False |
False |
26 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0088 |
0.6% |
35% |
False |
False |
17 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0077 |
0.5% |
35% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5691 |
|
2.618 |
1.5568 |
|
1.618 |
1.5493 |
|
1.000 |
1.5447 |
|
0.618 |
1.5418 |
|
HIGH |
1.5372 |
|
0.618 |
1.5343 |
|
0.500 |
1.5335 |
|
0.382 |
1.5326 |
|
LOW |
1.5297 |
|
0.618 |
1.5251 |
|
1.000 |
1.5222 |
|
1.618 |
1.5176 |
|
2.618 |
1.5101 |
|
4.250 |
1.4978 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5340 |
1.5397 |
| PP |
1.5337 |
1.5378 |
| S1 |
1.5335 |
1.5360 |
|