CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5059 |
1.5120 |
0.0061 |
0.4% |
1.5454 |
| High |
1.5127 |
1.5145 |
0.0018 |
0.1% |
1.5488 |
| Low |
1.5059 |
1.5094 |
0.0035 |
0.2% |
1.5026 |
| Close |
1.5114 |
1.5108 |
-0.0006 |
0.0% |
1.5038 |
| Range |
0.0068 |
0.0051 |
-0.0017 |
-25.0% |
0.0462 |
| ATR |
0.0109 |
0.0105 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
2,701 |
106 |
-2,595 |
-96.1% |
1,374 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5269 |
1.5239 |
1.5136 |
|
| R3 |
1.5218 |
1.5188 |
1.5122 |
|
| R2 |
1.5167 |
1.5167 |
1.5117 |
|
| R1 |
1.5137 |
1.5137 |
1.5113 |
1.5127 |
| PP |
1.5116 |
1.5116 |
1.5116 |
1.5110 |
| S1 |
1.5086 |
1.5086 |
1.5103 |
1.5076 |
| S2 |
1.5065 |
1.5065 |
1.5099 |
|
| S3 |
1.5014 |
1.5035 |
1.5094 |
|
| S4 |
1.4963 |
1.4984 |
1.5080 |
|
|
| 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% |
0.0116 |
0.8% |
20% |
False |
False |
818 |
| 10 |
1.5488 |
1.5026 |
0.0462 |
3.1% |
0.0108 |
0.7% |
18% |
False |
False |
453 |
| 20 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0101 |
0.7% |
17% |
False |
False |
243 |
| 40 |
1.5640 |
1.5026 |
0.0614 |
4.1% |
0.0106 |
0.7% |
13% |
False |
False |
134 |
| 60 |
1.5789 |
1.5026 |
0.0763 |
5.1% |
0.0095 |
0.6% |
11% |
False |
False |
93 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.1% |
0.0085 |
0.6% |
11% |
False |
False |
70 |
| 100 |
1.5805 |
1.5026 |
0.0779 |
5.2% |
0.0073 |
0.5% |
11% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5362 |
|
2.618 |
1.5279 |
|
1.618 |
1.5228 |
|
1.000 |
1.5196 |
|
0.618 |
1.5177 |
|
HIGH |
1.5145 |
|
0.618 |
1.5126 |
|
0.500 |
1.5120 |
|
0.382 |
1.5113 |
|
LOW |
1.5094 |
|
0.618 |
1.5062 |
|
1.000 |
1.5043 |
|
1.618 |
1.5011 |
|
2.618 |
1.4960 |
|
4.250 |
1.4877 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5120 |
1.5120 |
| PP |
1.5116 |
1.5116 |
| S1 |
1.5112 |
1.5112 |
|