CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5207 |
1.5059 |
-0.0148 |
-1.0% |
1.5454 |
| High |
1.5213 |
1.5127 |
-0.0086 |
-0.6% |
1.5488 |
| Low |
1.5026 |
1.5059 |
0.0033 |
0.2% |
1.5026 |
| Close |
1.5038 |
1.5114 |
0.0076 |
0.5% |
1.5038 |
| Range |
0.0187 |
0.0068 |
-0.0119 |
-63.6% |
0.0462 |
| ATR |
0.0110 |
0.0109 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
906 |
2,701 |
1,795 |
198.1% |
1,374 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5304 |
1.5277 |
1.5151 |
|
| R3 |
1.5236 |
1.5209 |
1.5133 |
|
| R2 |
1.5168 |
1.5168 |
1.5126 |
|
| R1 |
1.5141 |
1.5141 |
1.5120 |
1.5155 |
| PP |
1.5100 |
1.5100 |
1.5100 |
1.5107 |
| S1 |
1.5073 |
1.5073 |
1.5108 |
1.5087 |
| S2 |
1.5032 |
1.5032 |
1.5102 |
|
| S3 |
1.4964 |
1.5005 |
1.5095 |
|
| S4 |
1.4896 |
1.4937 |
1.5077 |
|
|
| 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 |
1.5436 |
1.5026 |
0.0410 |
2.7% |
0.0122 |
0.8% |
21% |
False |
False |
807 |
| 10 |
1.5488 |
1.5026 |
0.0462 |
3.1% |
0.0110 |
0.7% |
19% |
False |
False |
443 |
| 20 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0108 |
0.7% |
19% |
False |
False |
238 |
| 40 |
1.5640 |
1.5026 |
0.0614 |
4.1% |
0.0107 |
0.7% |
14% |
False |
False |
132 |
| 60 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0096 |
0.6% |
12% |
False |
False |
91 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0085 |
0.6% |
12% |
False |
False |
68 |
| 100 |
1.5855 |
1.5026 |
0.0829 |
5.5% |
0.0073 |
0.5% |
11% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5416 |
|
2.618 |
1.5305 |
|
1.618 |
1.5237 |
|
1.000 |
1.5195 |
|
0.618 |
1.5169 |
|
HIGH |
1.5127 |
|
0.618 |
1.5101 |
|
0.500 |
1.5093 |
|
0.382 |
1.5085 |
|
LOW |
1.5059 |
|
0.618 |
1.5017 |
|
1.000 |
1.4991 |
|
1.618 |
1.4949 |
|
2.618 |
1.4881 |
|
4.250 |
1.4770 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5107 |
1.5210 |
| PP |
1.5100 |
1.5178 |
| S1 |
1.5093 |
1.5146 |
|