CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5307 |
1.5448 |
0.0141 |
0.9% |
1.5304 |
| High |
1.5465 |
1.5494 |
0.0029 |
0.2% |
1.5465 |
| Low |
1.5305 |
1.5400 |
0.0095 |
0.6% |
1.5238 |
| Close |
1.5422 |
1.5408 |
-0.0014 |
-0.1% |
1.5422 |
| Range |
0.0160 |
0.0094 |
-0.0066 |
-41.3% |
0.0227 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
108,341 |
72,084 |
-36,257 |
-33.5% |
368,785 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5716 |
1.5656 |
1.5460 |
|
| R3 |
1.5622 |
1.5562 |
1.5434 |
|
| R2 |
1.5528 |
1.5528 |
1.5425 |
|
| R1 |
1.5468 |
1.5468 |
1.5417 |
1.5451 |
| PP |
1.5434 |
1.5434 |
1.5434 |
1.5426 |
| S1 |
1.5374 |
1.5374 |
1.5399 |
1.5357 |
| S2 |
1.5340 |
1.5340 |
1.5391 |
|
| S3 |
1.5246 |
1.5280 |
1.5382 |
|
| S4 |
1.5152 |
1.5186 |
1.5356 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6056 |
1.5966 |
1.5547 |
|
| R3 |
1.5829 |
1.5739 |
1.5484 |
|
| R2 |
1.5602 |
1.5602 |
1.5464 |
|
| R1 |
1.5512 |
1.5512 |
1.5443 |
1.5557 |
| PP |
1.5375 |
1.5375 |
1.5375 |
1.5398 |
| S1 |
1.5285 |
1.5285 |
1.5401 |
1.5330 |
| S2 |
1.5148 |
1.5148 |
1.5380 |
|
| S3 |
1.4921 |
1.5058 |
1.5360 |
|
| S4 |
1.4694 |
1.4831 |
1.5297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5494 |
1.5238 |
0.0256 |
1.7% |
0.0102 |
0.7% |
66% |
True |
False |
77,846 |
| 10 |
1.5514 |
1.5238 |
0.0276 |
1.8% |
0.0099 |
0.6% |
62% |
False |
False |
72,428 |
| 20 |
1.5514 |
1.5133 |
0.0381 |
2.5% |
0.0106 |
0.7% |
72% |
False |
False |
74,186 |
| 40 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0114 |
0.7% |
56% |
False |
False |
75,503 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0111 |
0.7% |
44% |
False |
False |
50,715 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0105 |
0.7% |
44% |
False |
False |
38,054 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0104 |
0.7% |
39% |
False |
False |
30,450 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0096 |
0.6% |
39% |
False |
False |
25,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5894 |
|
2.618 |
1.5740 |
|
1.618 |
1.5646 |
|
1.000 |
1.5588 |
|
0.618 |
1.5552 |
|
HIGH |
1.5494 |
|
0.618 |
1.5458 |
|
0.500 |
1.5447 |
|
0.382 |
1.5436 |
|
LOW |
1.5400 |
|
0.618 |
1.5342 |
|
1.000 |
1.5306 |
|
1.618 |
1.5248 |
|
2.618 |
1.5154 |
|
4.250 |
1.5001 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5447 |
1.5394 |
| PP |
1.5434 |
1.5380 |
| S1 |
1.5421 |
1.5366 |
|