CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5286 |
1.5184 |
-0.0102 |
-0.7% |
1.5222 |
| High |
1.5307 |
1.5193 |
-0.0114 |
-0.7% |
1.5333 |
| Low |
1.5180 |
1.5106 |
-0.0074 |
-0.5% |
1.5152 |
| Close |
1.5190 |
1.5114 |
-0.0076 |
-0.5% |
1.5190 |
| Range |
0.0127 |
0.0087 |
-0.0040 |
-31.5% |
0.0181 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
74,901 |
67,430 |
-7,471 |
-10.0% |
328,592 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5399 |
1.5343 |
1.5162 |
|
| R3 |
1.5312 |
1.5256 |
1.5138 |
|
| R2 |
1.5225 |
1.5225 |
1.5130 |
|
| R1 |
1.5169 |
1.5169 |
1.5122 |
1.5154 |
| PP |
1.5138 |
1.5138 |
1.5138 |
1.5130 |
| S1 |
1.5082 |
1.5082 |
1.5106 |
1.5067 |
| S2 |
1.5051 |
1.5051 |
1.5098 |
|
| S3 |
1.4964 |
1.4995 |
1.5090 |
|
| S4 |
1.4877 |
1.4908 |
1.5066 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5768 |
1.5660 |
1.5290 |
|
| R3 |
1.5587 |
1.5479 |
1.5240 |
|
| R2 |
1.5406 |
1.5406 |
1.5223 |
|
| R1 |
1.5298 |
1.5298 |
1.5207 |
1.5262 |
| PP |
1.5225 |
1.5225 |
1.5225 |
1.5207 |
| S1 |
1.5117 |
1.5117 |
1.5173 |
1.5081 |
| S2 |
1.5044 |
1.5044 |
1.5157 |
|
| S3 |
1.4863 |
1.4936 |
1.5140 |
|
| S4 |
1.4682 |
1.4755 |
1.5090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5333 |
1.5106 |
0.0227 |
1.5% |
0.0093 |
0.6% |
4% |
False |
True |
69,617 |
| 10 |
1.5333 |
1.5088 |
0.0245 |
1.6% |
0.0083 |
0.5% |
11% |
False |
False |
66,185 |
| 20 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0099 |
0.7% |
19% |
False |
False |
76,985 |
| 40 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0102 |
0.7% |
19% |
False |
False |
75,592 |
| 60 |
1.5650 |
1.5023 |
0.0627 |
4.1% |
0.0108 |
0.7% |
15% |
False |
False |
69,784 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0108 |
0.7% |
12% |
False |
False |
52,426 |
| 100 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0105 |
0.7% |
12% |
False |
False |
41,950 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.7% |
0.0104 |
0.7% |
10% |
False |
False |
34,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5563 |
|
2.618 |
1.5421 |
|
1.618 |
1.5334 |
|
1.000 |
1.5280 |
|
0.618 |
1.5247 |
|
HIGH |
1.5193 |
|
0.618 |
1.5160 |
|
0.500 |
1.5150 |
|
0.382 |
1.5139 |
|
LOW |
1.5106 |
|
0.618 |
1.5052 |
|
1.000 |
1.5019 |
|
1.618 |
1.4965 |
|
2.618 |
1.4878 |
|
4.250 |
1.4736 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5150 |
1.5220 |
| PP |
1.5138 |
1.5184 |
| S1 |
1.5126 |
1.5149 |
|