CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5334 |
1.5290 |
-0.0044 |
-0.3% |
1.5427 |
| High |
1.5347 |
1.5336 |
-0.0011 |
-0.1% |
1.5496 |
| Low |
1.5274 |
1.5241 |
-0.0033 |
-0.2% |
1.5298 |
| Close |
1.5291 |
1.5242 |
-0.0049 |
-0.3% |
1.5311 |
| Range |
0.0073 |
0.0095 |
0.0022 |
30.1% |
0.0198 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
7 |
43 |
36 |
514.3% |
189 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5558 |
1.5495 |
1.5294 |
|
| R3 |
1.5463 |
1.5400 |
1.5268 |
|
| R2 |
1.5368 |
1.5368 |
1.5259 |
|
| R1 |
1.5305 |
1.5305 |
1.5251 |
1.5289 |
| PP |
1.5273 |
1.5273 |
1.5273 |
1.5265 |
| S1 |
1.5210 |
1.5210 |
1.5233 |
1.5194 |
| S2 |
1.5178 |
1.5178 |
1.5225 |
|
| S3 |
1.5083 |
1.5115 |
1.5216 |
|
| S4 |
1.4988 |
1.5020 |
1.5190 |
|
|
| 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 |
1.5241 |
0.0255 |
1.7% |
0.0098 |
0.6% |
0% |
False |
True |
37 |
| 10 |
1.5496 |
1.5241 |
0.0255 |
1.7% |
0.0080 |
0.5% |
0% |
False |
True |
33 |
| 20 |
1.5496 |
1.5098 |
0.0398 |
2.6% |
0.0098 |
0.6% |
36% |
False |
False |
27 |
| 40 |
1.5640 |
1.5097 |
0.0543 |
3.6% |
0.0094 |
0.6% |
27% |
False |
False |
27 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0090 |
0.6% |
21% |
False |
False |
18 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0078 |
0.5% |
21% |
False |
False |
14 |
| 100 |
1.5855 |
1.5097 |
0.0758 |
5.0% |
0.0065 |
0.4% |
19% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5740 |
|
2.618 |
1.5585 |
|
1.618 |
1.5490 |
|
1.000 |
1.5431 |
|
0.618 |
1.5395 |
|
HIGH |
1.5336 |
|
0.618 |
1.5300 |
|
0.500 |
1.5289 |
|
0.382 |
1.5277 |
|
LOW |
1.5241 |
|
0.618 |
1.5182 |
|
1.000 |
1.5146 |
|
1.618 |
1.5087 |
|
2.618 |
1.4992 |
|
4.250 |
1.4837 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5289 |
1.5307 |
| PP |
1.5273 |
1.5285 |
| S1 |
1.5258 |
1.5264 |
|