CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5061 |
1.5075 |
0.0014 |
0.1% |
1.5184 |
| High |
1.5124 |
1.5079 |
-0.0045 |
-0.3% |
1.5193 |
| Low |
1.5049 |
1.4893 |
-0.0156 |
-1.0% |
1.5028 |
| Close |
1.5081 |
1.4937 |
-0.0144 |
-1.0% |
1.5049 |
| Range |
0.0075 |
0.0186 |
0.0111 |
148.0% |
0.0165 |
| ATR |
0.0095 |
0.0102 |
0.0007 |
7.0% |
0.0000 |
| Volume |
59,926 |
96,596 |
36,670 |
61.2% |
276,018 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5528 |
1.5418 |
1.5039 |
|
| R3 |
1.5342 |
1.5232 |
1.4988 |
|
| R2 |
1.5156 |
1.5156 |
1.4971 |
|
| R1 |
1.5046 |
1.5046 |
1.4954 |
1.5008 |
| PP |
1.4970 |
1.4970 |
1.4970 |
1.4951 |
| S1 |
1.4860 |
1.4860 |
1.4920 |
1.4822 |
| S2 |
1.4784 |
1.4784 |
1.4903 |
|
| S3 |
1.4598 |
1.4674 |
1.4886 |
|
| S4 |
1.4412 |
1.4488 |
1.4835 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5585 |
1.5482 |
1.5140 |
|
| R3 |
1.5420 |
1.5317 |
1.5094 |
|
| R2 |
1.5255 |
1.5255 |
1.5079 |
|
| R1 |
1.5152 |
1.5152 |
1.5064 |
1.5121 |
| PP |
1.5090 |
1.5090 |
1.5090 |
1.5075 |
| S1 |
1.4987 |
1.4987 |
1.5034 |
1.4956 |
| S2 |
1.4925 |
1.4925 |
1.5019 |
|
| S3 |
1.4760 |
1.4822 |
1.5004 |
|
| S4 |
1.4595 |
1.4657 |
1.4958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5135 |
1.4893 |
0.0242 |
1.6% |
0.0103 |
0.7% |
18% |
False |
True |
71,127 |
| 10 |
1.5333 |
1.4893 |
0.0440 |
2.9% |
0.0100 |
0.7% |
10% |
False |
True |
71,424 |
| 20 |
1.5441 |
1.4893 |
0.0548 |
3.7% |
0.0100 |
0.7% |
8% |
False |
True |
75,894 |
| 40 |
1.5514 |
1.4893 |
0.0621 |
4.2% |
0.0103 |
0.7% |
7% |
False |
True |
75,062 |
| 60 |
1.5650 |
1.4893 |
0.0757 |
5.1% |
0.0106 |
0.7% |
6% |
False |
True |
75,978 |
| 80 |
1.5805 |
1.4893 |
0.0912 |
6.1% |
0.0108 |
0.7% |
5% |
False |
True |
57,763 |
| 100 |
1.5805 |
1.4893 |
0.0912 |
6.1% |
0.0104 |
0.7% |
5% |
False |
True |
46,227 |
| 120 |
1.5892 |
1.4893 |
0.0999 |
6.7% |
0.0103 |
0.7% |
4% |
False |
True |
38,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5870 |
|
2.618 |
1.5566 |
|
1.618 |
1.5380 |
|
1.000 |
1.5265 |
|
0.618 |
1.5194 |
|
HIGH |
1.5079 |
|
0.618 |
1.5008 |
|
0.500 |
1.4986 |
|
0.382 |
1.4964 |
|
LOW |
1.4893 |
|
0.618 |
1.4778 |
|
1.000 |
1.4707 |
|
1.618 |
1.4592 |
|
2.618 |
1.4406 |
|
4.250 |
1.4103 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4986 |
1.5009 |
| PP |
1.4970 |
1.4985 |
| S1 |
1.4953 |
1.4961 |
|