CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5406 |
1.5410 |
0.0004 |
0.0% |
1.5327 |
| High |
1.5436 |
1.5436 |
0.0000 |
0.0% |
1.5460 |
| Low |
1.5355 |
1.5355 |
0.0000 |
0.0% |
1.5237 |
| Close |
1.5430 |
1.5373 |
-0.0057 |
-0.4% |
1.5419 |
| Range |
0.0081 |
0.0081 |
0.0000 |
0.0% |
0.0223 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
50 |
123 |
73 |
146.0% |
393 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5631 |
1.5583 |
1.5418 |
|
| R3 |
1.5550 |
1.5502 |
1.5395 |
|
| R2 |
1.5469 |
1.5469 |
1.5388 |
|
| R1 |
1.5421 |
1.5421 |
1.5380 |
1.5405 |
| PP |
1.5388 |
1.5388 |
1.5388 |
1.5380 |
| S1 |
1.5340 |
1.5340 |
1.5366 |
1.5324 |
| S2 |
1.5307 |
1.5307 |
1.5358 |
|
| S3 |
1.5226 |
1.5259 |
1.5351 |
|
| S4 |
1.5145 |
1.5178 |
1.5328 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6041 |
1.5953 |
1.5542 |
|
| R3 |
1.5818 |
1.5730 |
1.5480 |
|
| R2 |
1.5595 |
1.5595 |
1.5460 |
|
| R1 |
1.5507 |
1.5507 |
1.5439 |
1.5551 |
| PP |
1.5372 |
1.5372 |
1.5372 |
1.5394 |
| S1 |
1.5284 |
1.5284 |
1.5399 |
1.5328 |
| S2 |
1.5149 |
1.5149 |
1.5378 |
|
| S3 |
1.4926 |
1.5061 |
1.5358 |
|
| S4 |
1.4703 |
1.4838 |
1.5296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5488 |
1.5237 |
0.0251 |
1.6% |
0.0097 |
0.6% |
54% |
False |
False |
104 |
| 10 |
1.5496 |
1.5237 |
0.0259 |
1.7% |
0.0097 |
0.6% |
53% |
False |
False |
70 |
| 20 |
1.5496 |
1.5191 |
0.0305 |
2.0% |
0.0098 |
0.6% |
60% |
False |
False |
47 |
| 40 |
1.5640 |
1.5097 |
0.0543 |
3.5% |
0.0101 |
0.7% |
51% |
False |
False |
37 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0091 |
0.6% |
40% |
False |
False |
27 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.5% |
0.0082 |
0.5% |
40% |
False |
False |
20 |
| 100 |
1.5855 |
1.5097 |
0.0758 |
4.9% |
0.0068 |
0.4% |
36% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5780 |
|
2.618 |
1.5648 |
|
1.618 |
1.5567 |
|
1.000 |
1.5517 |
|
0.618 |
1.5486 |
|
HIGH |
1.5436 |
|
0.618 |
1.5405 |
|
0.500 |
1.5396 |
|
0.382 |
1.5386 |
|
LOW |
1.5355 |
|
0.618 |
1.5305 |
|
1.000 |
1.5274 |
|
1.618 |
1.5224 |
|
2.618 |
1.5143 |
|
4.250 |
1.5011 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5396 |
1.5422 |
| PP |
1.5388 |
1.5405 |
| S1 |
1.5381 |
1.5389 |
|