CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5381 |
1.5207 |
-0.0174 |
-1.1% |
1.5454 |
| High |
1.5393 |
1.5213 |
-0.0180 |
-1.2% |
1.5488 |
| Low |
1.5201 |
1.5026 |
-0.0175 |
-1.2% |
1.5026 |
| Close |
1.5204 |
1.5038 |
-0.0166 |
-1.1% |
1.5038 |
| Range |
0.0192 |
0.0187 |
-0.0005 |
-2.6% |
0.0462 |
| ATR |
0.0105 |
0.0110 |
0.0006 |
5.6% |
0.0000 |
| Volume |
255 |
906 |
651 |
255.3% |
1,374 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5653 |
1.5533 |
1.5141 |
|
| R3 |
1.5466 |
1.5346 |
1.5089 |
|
| R2 |
1.5279 |
1.5279 |
1.5072 |
|
| R1 |
1.5159 |
1.5159 |
1.5055 |
1.5126 |
| PP |
1.5092 |
1.5092 |
1.5092 |
1.5076 |
| S1 |
1.4972 |
1.4972 |
1.5021 |
1.4939 |
| S2 |
1.4905 |
1.4905 |
1.5004 |
|
| S3 |
1.4718 |
1.4785 |
1.4987 |
|
| S4 |
1.4531 |
1.4598 |
1.4935 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6570 |
1.6266 |
1.5292 |
|
| R3 |
1.6108 |
1.5804 |
1.5165 |
|
| R2 |
1.5646 |
1.5646 |
1.5123 |
|
| R1 |
1.5342 |
1.5342 |
1.5080 |
1.5263 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5145 |
| S1 |
1.4880 |
1.4880 |
1.4996 |
1.4801 |
| S2 |
1.4722 |
1.4722 |
1.4953 |
|
| S3 |
1.4260 |
1.4418 |
1.4911 |
|
| S4 |
1.3798 |
1.3956 |
1.4784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5488 |
1.5026 |
0.0462 |
3.1% |
0.0126 |
0.8% |
3% |
False |
True |
274 |
| 10 |
1.5488 |
1.5026 |
0.0462 |
3.1% |
0.0111 |
0.7% |
3% |
False |
True |
176 |
| 20 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0107 |
0.7% |
3% |
False |
True |
103 |
| 40 |
1.5640 |
1.5026 |
0.0614 |
4.1% |
0.0108 |
0.7% |
2% |
False |
True |
66 |
| 60 |
1.5789 |
1.5026 |
0.0763 |
5.1% |
0.0096 |
0.6% |
2% |
False |
True |
46 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.1% |
0.0085 |
0.6% |
2% |
False |
True |
35 |
| 100 |
1.5855 |
1.5026 |
0.0829 |
5.5% |
0.0072 |
0.5% |
1% |
False |
True |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6008 |
|
2.618 |
1.5703 |
|
1.618 |
1.5516 |
|
1.000 |
1.5400 |
|
0.618 |
1.5329 |
|
HIGH |
1.5213 |
|
0.618 |
1.5142 |
|
0.500 |
1.5120 |
|
0.382 |
1.5097 |
|
LOW |
1.5026 |
|
0.618 |
1.4910 |
|
1.000 |
1.4839 |
|
1.618 |
1.4723 |
|
2.618 |
1.4536 |
|
4.250 |
1.4231 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5120 |
1.5231 |
| PP |
1.5092 |
1.5167 |
| S1 |
1.5065 |
1.5102 |
|