CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5117 |
1.5213 |
0.0096 |
0.6% |
1.5448 |
| High |
1.5218 |
1.5244 |
0.0026 |
0.2% |
1.5494 |
| Low |
1.5116 |
1.5170 |
0.0054 |
0.4% |
1.5023 |
| Close |
1.5194 |
1.5216 |
0.0022 |
0.1% |
1.5036 |
| Range |
0.0102 |
0.0074 |
-0.0028 |
-27.5% |
0.0471 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
73,323 |
77,383 |
4,060 |
5.5% |
478,470 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5432 |
1.5398 |
1.5257 |
|
| R3 |
1.5358 |
1.5324 |
1.5236 |
|
| R2 |
1.5284 |
1.5284 |
1.5230 |
|
| R1 |
1.5250 |
1.5250 |
1.5223 |
1.5267 |
| PP |
1.5210 |
1.5210 |
1.5210 |
1.5219 |
| S1 |
1.5176 |
1.5176 |
1.5209 |
1.5193 |
| S2 |
1.5136 |
1.5136 |
1.5202 |
|
| S3 |
1.5062 |
1.5102 |
1.5196 |
|
| S4 |
1.4988 |
1.5028 |
1.5175 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6597 |
1.6288 |
1.5295 |
|
| R3 |
1.6126 |
1.5817 |
1.5166 |
|
| R2 |
1.5655 |
1.5655 |
1.5122 |
|
| R1 |
1.5346 |
1.5346 |
1.5079 |
1.5265 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5144 |
| S1 |
1.4875 |
1.4875 |
1.4993 |
1.4794 |
| S2 |
1.4713 |
1.4713 |
1.4950 |
|
| S3 |
1.4242 |
1.4404 |
1.4906 |
|
| S4 |
1.3771 |
1.3933 |
1.4777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5244 |
1.5023 |
0.0221 |
1.5% |
0.0101 |
0.7% |
87% |
True |
False |
81,360 |
| 10 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0113 |
0.7% |
41% |
False |
False |
86,954 |
| 20 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0099 |
0.7% |
39% |
False |
False |
75,587 |
| 40 |
1.5650 |
1.5023 |
0.0627 |
4.1% |
0.0108 |
0.7% |
31% |
False |
False |
78,224 |
| 60 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0114 |
0.7% |
25% |
False |
False |
62,174 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0108 |
0.7% |
25% |
False |
False |
46,663 |
| 100 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0105 |
0.7% |
25% |
False |
False |
37,339 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.7% |
0.0103 |
0.7% |
22% |
False |
False |
31,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5559 |
|
2.618 |
1.5438 |
|
1.618 |
1.5364 |
|
1.000 |
1.5318 |
|
0.618 |
1.5290 |
|
HIGH |
1.5244 |
|
0.618 |
1.5216 |
|
0.500 |
1.5207 |
|
0.382 |
1.5198 |
|
LOW |
1.5170 |
|
0.618 |
1.5124 |
|
1.000 |
1.5096 |
|
1.618 |
1.5050 |
|
2.618 |
1.4976 |
|
4.250 |
1.4856 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5213 |
1.5199 |
| PP |
1.5210 |
1.5183 |
| S1 |
1.5207 |
1.5166 |
|