CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5184 |
1.5121 |
-0.0063 |
-0.4% |
1.5222 |
| High |
1.5193 |
1.5153 |
-0.0040 |
-0.3% |
1.5333 |
| Low |
1.5106 |
1.5052 |
-0.0054 |
-0.4% |
1.5152 |
| Close |
1.5114 |
1.5088 |
-0.0026 |
-0.2% |
1.5190 |
| Range |
0.0087 |
0.0101 |
0.0014 |
16.1% |
0.0181 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.1% |
0.0000 |
| Volume |
67,430 |
72,326 |
4,896 |
7.3% |
328,592 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5401 |
1.5345 |
1.5144 |
|
| R3 |
1.5300 |
1.5244 |
1.5116 |
|
| R2 |
1.5199 |
1.5199 |
1.5107 |
|
| R1 |
1.5143 |
1.5143 |
1.5097 |
1.5121 |
| PP |
1.5098 |
1.5098 |
1.5098 |
1.5086 |
| S1 |
1.5042 |
1.5042 |
1.5079 |
1.5020 |
| S2 |
1.4997 |
1.4997 |
1.5069 |
|
| S3 |
1.4896 |
1.4941 |
1.5060 |
|
| S4 |
1.4795 |
1.4840 |
1.5032 |
|
|
| 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 |
1.5052 |
0.0281 |
1.9% |
0.0097 |
0.6% |
13% |
False |
True |
71,721 |
| 10 |
1.5333 |
1.5052 |
0.0281 |
1.9% |
0.0088 |
0.6% |
13% |
False |
True |
68,438 |
| 20 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0100 |
0.7% |
14% |
False |
False |
77,316 |
| 40 |
1.5514 |
1.5023 |
0.0491 |
3.3% |
0.0102 |
0.7% |
13% |
False |
False |
75,518 |
| 60 |
1.5650 |
1.5023 |
0.0627 |
4.2% |
0.0108 |
0.7% |
10% |
False |
False |
70,970 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0108 |
0.7% |
8% |
False |
False |
53,330 |
| 100 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0105 |
0.7% |
8% |
False |
False |
42,673 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.8% |
0.0104 |
0.7% |
7% |
False |
False |
35,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5582 |
|
2.618 |
1.5417 |
|
1.618 |
1.5316 |
|
1.000 |
1.5254 |
|
0.618 |
1.5215 |
|
HIGH |
1.5153 |
|
0.618 |
1.5114 |
|
0.500 |
1.5103 |
|
0.382 |
1.5091 |
|
LOW |
1.5052 |
|
0.618 |
1.4990 |
|
1.000 |
1.4951 |
|
1.618 |
1.4889 |
|
2.618 |
1.4788 |
|
4.250 |
1.4623 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5103 |
1.5180 |
| PP |
1.5098 |
1.5149 |
| S1 |
1.5093 |
1.5119 |
|