CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5180 |
1.5157 |
-0.0023 |
-0.2% |
1.5106 |
| High |
1.5206 |
1.5241 |
0.0035 |
0.2% |
1.5241 |
| Low |
1.5110 |
1.5127 |
0.0017 |
0.1% |
1.4956 |
| Close |
1.5154 |
1.5231 |
0.0077 |
0.5% |
1.5231 |
| Range |
0.0096 |
0.0114 |
0.0018 |
18.8% |
0.0285 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
0.1% |
0.0000 |
| Volume |
113,814 |
30,924 |
-82,890 |
-72.8% |
457,712 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5542 |
1.5500 |
1.5294 |
|
| R3 |
1.5428 |
1.5386 |
1.5262 |
|
| R2 |
1.5314 |
1.5314 |
1.5252 |
|
| R1 |
1.5272 |
1.5272 |
1.5241 |
1.5293 |
| PP |
1.5200 |
1.5200 |
1.5200 |
1.5210 |
| S1 |
1.5158 |
1.5158 |
1.5221 |
1.5179 |
| S2 |
1.5086 |
1.5086 |
1.5210 |
|
| S3 |
1.4972 |
1.5044 |
1.5200 |
|
| S4 |
1.4858 |
1.4930 |
1.5168 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5998 |
1.5899 |
1.5388 |
|
| R3 |
1.5713 |
1.5614 |
1.5309 |
|
| R2 |
1.5428 |
1.5428 |
1.5283 |
|
| R1 |
1.5329 |
1.5329 |
1.5257 |
1.5379 |
| PP |
1.5143 |
1.5143 |
1.5143 |
1.5167 |
| S1 |
1.5044 |
1.5044 |
1.5205 |
1.5094 |
| S2 |
1.4858 |
1.4858 |
1.5179 |
|
| S3 |
1.4573 |
1.4759 |
1.5153 |
|
| S4 |
1.4288 |
1.4474 |
1.5074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5241 |
1.4956 |
0.0285 |
1.9% |
0.0115 |
0.8% |
96% |
True |
False |
91,542 |
| 10 |
1.5241 |
1.4893 |
0.0348 |
2.3% |
0.0125 |
0.8% |
97% |
True |
False |
93,038 |
| 20 |
1.5333 |
1.4893 |
0.0440 |
2.9% |
0.0106 |
0.7% |
77% |
False |
False |
80,016 |
| 40 |
1.5514 |
1.4893 |
0.0621 |
4.1% |
0.0103 |
0.7% |
54% |
False |
False |
77,801 |
| 60 |
1.5650 |
1.4893 |
0.0757 |
5.0% |
0.0108 |
0.7% |
45% |
False |
False |
78,821 |
| 80 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0112 |
0.7% |
37% |
False |
False |
66,635 |
| 100 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0107 |
0.7% |
37% |
False |
False |
53,333 |
| 120 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0105 |
0.7% |
37% |
False |
False |
44,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5726 |
|
2.618 |
1.5539 |
|
1.618 |
1.5425 |
|
1.000 |
1.5355 |
|
0.618 |
1.5311 |
|
HIGH |
1.5241 |
|
0.618 |
1.5197 |
|
0.500 |
1.5184 |
|
0.382 |
1.5171 |
|
LOW |
1.5127 |
|
0.618 |
1.5057 |
|
1.000 |
1.5013 |
|
1.618 |
1.4943 |
|
2.618 |
1.4829 |
|
4.250 |
1.4643 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5215 |
1.5195 |
| PP |
1.5200 |
1.5159 |
| S1 |
1.5184 |
1.5123 |
|