CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5250 |
1.5312 |
0.0062 |
0.4% |
1.5327 |
| High |
1.5313 |
1.5460 |
0.0147 |
1.0% |
1.5460 |
| Low |
1.5237 |
1.5304 |
0.0067 |
0.4% |
1.5237 |
| Close |
1.5309 |
1.5419 |
0.0110 |
0.7% |
1.5419 |
| Range |
0.0076 |
0.0156 |
0.0080 |
105.3% |
0.0223 |
| ATR |
0.0097 |
0.0101 |
0.0004 |
4.3% |
0.0000 |
| Volume |
257 |
51 |
-206 |
-80.2% |
393 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5862 |
1.5797 |
1.5505 |
|
| R3 |
1.5706 |
1.5641 |
1.5462 |
|
| R2 |
1.5550 |
1.5550 |
1.5448 |
|
| R1 |
1.5485 |
1.5485 |
1.5433 |
1.5518 |
| PP |
1.5394 |
1.5394 |
1.5394 |
1.5411 |
| S1 |
1.5329 |
1.5329 |
1.5405 |
1.5362 |
| S2 |
1.5238 |
1.5238 |
1.5390 |
|
| S3 |
1.5082 |
1.5173 |
1.5376 |
|
| S4 |
1.4926 |
1.5017 |
1.5333 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6041 |
1.5953 |
1.5542 |
|
| R3 |
1.5818 |
1.5730 |
1.5480 |
|
| R2 |
1.5595 |
1.5595 |
1.5460 |
|
| R1 |
1.5507 |
1.5507 |
1.5439 |
1.5551 |
| PP |
1.5372 |
1.5372 |
1.5372 |
1.5394 |
| S1 |
1.5284 |
1.5284 |
1.5399 |
1.5328 |
| S2 |
1.5149 |
1.5149 |
1.5378 |
|
| S3 |
1.4926 |
1.5061 |
1.5358 |
|
| S4 |
1.4703 |
1.4838 |
1.5296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5460 |
1.5237 |
0.0223 |
1.4% |
0.0095 |
0.6% |
82% |
True |
False |
78 |
| 10 |
1.5496 |
1.5237 |
0.0259 |
1.7% |
0.0092 |
0.6% |
70% |
False |
False |
58 |
| 20 |
1.5496 |
1.5127 |
0.0369 |
2.4% |
0.0101 |
0.7% |
79% |
False |
False |
37 |
| 40 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0097 |
0.6% |
59% |
False |
False |
31 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0090 |
0.6% |
47% |
False |
False |
23 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0081 |
0.5% |
47% |
False |
False |
17 |
| 100 |
1.5855 |
1.5097 |
0.0758 |
4.9% |
0.0067 |
0.4% |
42% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6123 |
|
2.618 |
1.5868 |
|
1.618 |
1.5712 |
|
1.000 |
1.5616 |
|
0.618 |
1.5556 |
|
HIGH |
1.5460 |
|
0.618 |
1.5400 |
|
0.500 |
1.5382 |
|
0.382 |
1.5364 |
|
LOW |
1.5304 |
|
0.618 |
1.5208 |
|
1.000 |
1.5148 |
|
1.618 |
1.5052 |
|
2.618 |
1.4896 |
|
4.250 |
1.4641 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5407 |
1.5396 |
| PP |
1.5394 |
1.5372 |
| S1 |
1.5382 |
1.5349 |
|