CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5081 |
1.5123 |
0.0042 |
0.3% |
1.5184 |
| High |
1.5135 |
1.5128 |
-0.0007 |
0.0% |
1.5193 |
| Low |
1.5055 |
1.5028 |
-0.0027 |
-0.2% |
1.5028 |
| Close |
1.5125 |
1.5049 |
-0.0076 |
-0.5% |
1.5049 |
| Range |
0.0080 |
0.0100 |
0.0020 |
25.0% |
0.0165 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.1% |
0.0000 |
| Volume |
59,660 |
76,602 |
16,942 |
28.4% |
276,018 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5368 |
1.5309 |
1.5104 |
|
| R3 |
1.5268 |
1.5209 |
1.5077 |
|
| R2 |
1.5168 |
1.5168 |
1.5067 |
|
| R1 |
1.5109 |
1.5109 |
1.5058 |
1.5089 |
| PP |
1.5068 |
1.5068 |
1.5068 |
1.5058 |
| S1 |
1.5009 |
1.5009 |
1.5040 |
1.4989 |
| S2 |
1.4968 |
1.4968 |
1.5031 |
|
| S3 |
1.4868 |
1.4909 |
1.5022 |
|
| S4 |
1.4768 |
1.4809 |
1.4994 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5585 |
1.5482 |
1.5140 |
|
| R3 |
1.5420 |
1.5317 |
1.5094 |
|
| R2 |
1.5255 |
1.5255 |
1.5079 |
|
| R1 |
1.5152 |
1.5152 |
1.5064 |
1.5121 |
| PP |
1.5090 |
1.5090 |
1.5090 |
1.5075 |
| S1 |
1.4987 |
1.4987 |
1.5034 |
1.4956 |
| S2 |
1.4925 |
1.4925 |
1.5019 |
|
| S3 |
1.4760 |
1.4822 |
1.5004 |
|
| S4 |
1.4595 |
1.4657 |
1.4958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5307 |
1.5028 |
0.0279 |
1.9% |
0.0099 |
0.7% |
8% |
False |
True |
70,183 |
| 10 |
1.5333 |
1.5028 |
0.0305 |
2.0% |
0.0088 |
0.6% |
7% |
False |
True |
66,993 |
| 20 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0100 |
0.7% |
6% |
False |
False |
76,974 |
| 40 |
1.5514 |
1.5023 |
0.0491 |
3.3% |
0.0102 |
0.7% |
5% |
False |
False |
75,050 |
| 60 |
1.5650 |
1.5023 |
0.0627 |
4.2% |
0.0108 |
0.7% |
4% |
False |
False |
73,189 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0109 |
0.7% |
3% |
False |
False |
55,026 |
| 100 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0104 |
0.7% |
3% |
False |
False |
44,034 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.8% |
0.0104 |
0.7% |
3% |
False |
False |
36,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5553 |
|
2.618 |
1.5390 |
|
1.618 |
1.5290 |
|
1.000 |
1.5228 |
|
0.618 |
1.5190 |
|
HIGH |
1.5128 |
|
0.618 |
1.5090 |
|
0.500 |
1.5078 |
|
0.382 |
1.5066 |
|
LOW |
1.5028 |
|
0.618 |
1.4966 |
|
1.000 |
1.4928 |
|
1.618 |
1.4866 |
|
2.618 |
1.4766 |
|
4.250 |
1.4603 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5078 |
1.5091 |
| PP |
1.5068 |
1.5077 |
| S1 |
1.5059 |
1.5063 |
|