CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5222 |
1.5197 |
-0.0025 |
-0.2% |
1.5050 |
| High |
1.5226 |
1.5236 |
0.0010 |
0.1% |
1.5268 |
| Low |
1.5179 |
1.5152 |
-0.0027 |
-0.2% |
1.5038 |
| Close |
1.5195 |
1.5208 |
0.0013 |
0.1% |
1.5227 |
| Range |
0.0047 |
0.0084 |
0.0037 |
78.7% |
0.0230 |
| ATR |
0.0102 |
0.0100 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
47,935 |
61,807 |
13,872 |
28.9% |
348,060 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5451 |
1.5413 |
1.5254 |
|
| R3 |
1.5367 |
1.5329 |
1.5231 |
|
| R2 |
1.5283 |
1.5283 |
1.5223 |
|
| R1 |
1.5245 |
1.5245 |
1.5216 |
1.5264 |
| PP |
1.5199 |
1.5199 |
1.5199 |
1.5208 |
| S1 |
1.5161 |
1.5161 |
1.5200 |
1.5180 |
| S2 |
1.5115 |
1.5115 |
1.5193 |
|
| S3 |
1.5031 |
1.5077 |
1.5185 |
|
| S4 |
1.4947 |
1.4993 |
1.5162 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5868 |
1.5777 |
1.5354 |
|
| R3 |
1.5638 |
1.5547 |
1.5290 |
|
| R2 |
1.5408 |
1.5408 |
1.5269 |
|
| R1 |
1.5317 |
1.5317 |
1.5248 |
1.5363 |
| PP |
1.5178 |
1.5178 |
1.5178 |
1.5200 |
| S1 |
1.5087 |
1.5087 |
1.5206 |
1.5133 |
| S2 |
1.4948 |
1.4948 |
1.5185 |
|
| S3 |
1.4718 |
1.4857 |
1.5164 |
|
| S4 |
1.4488 |
1.4627 |
1.5101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5268 |
1.5116 |
0.0152 |
1.0% |
0.0078 |
0.5% |
61% |
False |
False |
65,154 |
| 10 |
1.5441 |
1.5023 |
0.0418 |
2.7% |
0.0100 |
0.7% |
44% |
False |
False |
80,365 |
| 20 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0100 |
0.7% |
38% |
False |
False |
76,991 |
| 40 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0103 |
0.7% |
38% |
False |
False |
76,559 |
| 60 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0112 |
0.7% |
24% |
False |
False |
65,078 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0107 |
0.7% |
24% |
False |
False |
48,849 |
| 100 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0105 |
0.7% |
24% |
False |
False |
39,089 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.7% |
0.0104 |
0.7% |
21% |
False |
False |
32,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5593 |
|
2.618 |
1.5456 |
|
1.618 |
1.5372 |
|
1.000 |
1.5320 |
|
0.618 |
1.5288 |
|
HIGH |
1.5236 |
|
0.618 |
1.5204 |
|
0.500 |
1.5194 |
|
0.382 |
1.5184 |
|
LOW |
1.5152 |
|
0.618 |
1.5100 |
|
1.000 |
1.5068 |
|
1.618 |
1.5016 |
|
2.618 |
1.4932 |
|
4.250 |
1.4795 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5203 |
1.5210 |
| PP |
1.5199 |
1.5209 |
| S1 |
1.5194 |
1.5209 |
|