CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5135 |
1.5225 |
0.0090 |
0.6% |
1.5454 |
| High |
1.5220 |
1.5246 |
0.0026 |
0.2% |
1.5488 |
| Low |
1.5135 |
1.5176 |
0.0041 |
0.3% |
1.5026 |
| Close |
1.5199 |
1.5220 |
0.0021 |
0.1% |
1.5038 |
| Range |
0.0085 |
0.0070 |
-0.0015 |
-17.6% |
0.0462 |
| ATR |
0.0105 |
0.0103 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
111 |
226 |
115 |
103.6% |
1,374 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5424 |
1.5392 |
1.5259 |
|
| R3 |
1.5354 |
1.5322 |
1.5239 |
|
| R2 |
1.5284 |
1.5284 |
1.5233 |
|
| R1 |
1.5252 |
1.5252 |
1.5226 |
1.5233 |
| PP |
1.5214 |
1.5214 |
1.5214 |
1.5205 |
| S1 |
1.5182 |
1.5182 |
1.5214 |
1.5163 |
| S2 |
1.5144 |
1.5144 |
1.5207 |
|
| S3 |
1.5074 |
1.5112 |
1.5201 |
|
| S4 |
1.5004 |
1.5042 |
1.5182 |
|
|
| 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 |
1.5246 |
1.5026 |
0.0220 |
1.4% |
0.0092 |
0.6% |
88% |
True |
False |
810 |
| 10 |
1.5488 |
1.5026 |
0.0462 |
3.0% |
0.0106 |
0.7% |
42% |
False |
False |
456 |
| 20 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0092 |
0.6% |
41% |
False |
False |
255 |
| 40 |
1.5640 |
1.5026 |
0.0614 |
4.0% |
0.0101 |
0.7% |
32% |
False |
False |
138 |
| 60 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0097 |
0.6% |
25% |
False |
False |
99 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0087 |
0.6% |
25% |
False |
False |
74 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0075 |
0.5% |
25% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5544 |
|
2.618 |
1.5429 |
|
1.618 |
1.5359 |
|
1.000 |
1.5316 |
|
0.618 |
1.5289 |
|
HIGH |
1.5246 |
|
0.618 |
1.5219 |
|
0.500 |
1.5211 |
|
0.382 |
1.5203 |
|
LOW |
1.5176 |
|
0.618 |
1.5133 |
|
1.000 |
1.5106 |
|
1.618 |
1.5063 |
|
2.618 |
1.4993 |
|
4.250 |
1.4879 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5217 |
1.5203 |
| PP |
1.5214 |
1.5187 |
| S1 |
1.5211 |
1.5170 |
|