CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5217 |
1.5208 |
-0.0009 |
-0.1% |
1.5059 |
| High |
1.5263 |
1.5225 |
-0.0038 |
-0.2% |
1.5263 |
| Low |
1.5189 |
1.5182 |
-0.0007 |
0.0% |
1.5059 |
| Close |
1.5230 |
1.5198 |
-0.0032 |
-0.2% |
1.5230 |
| Range |
0.0074 |
0.0043 |
-0.0031 |
-41.9% |
0.0204 |
| ATR |
0.0101 |
0.0097 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
277 |
220 |
-57 |
-20.6% |
3,421 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5331 |
1.5307 |
1.5222 |
|
| R3 |
1.5288 |
1.5264 |
1.5210 |
|
| R2 |
1.5245 |
1.5245 |
1.5206 |
|
| R1 |
1.5221 |
1.5221 |
1.5202 |
1.5212 |
| PP |
1.5202 |
1.5202 |
1.5202 |
1.5197 |
| S1 |
1.5178 |
1.5178 |
1.5194 |
1.5169 |
| S2 |
1.5159 |
1.5159 |
1.5190 |
|
| S3 |
1.5116 |
1.5135 |
1.5186 |
|
| S4 |
1.5073 |
1.5092 |
1.5174 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5796 |
1.5717 |
1.5342 |
|
| R3 |
1.5592 |
1.5513 |
1.5286 |
|
| R2 |
1.5388 |
1.5388 |
1.5267 |
|
| R1 |
1.5309 |
1.5309 |
1.5249 |
1.5349 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5204 |
| S1 |
1.5105 |
1.5105 |
1.5211 |
1.5145 |
| S2 |
1.4980 |
1.4980 |
1.5193 |
|
| S3 |
1.4776 |
1.4901 |
1.5174 |
|
| S4 |
1.4572 |
1.4697 |
1.5118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5263 |
1.5094 |
0.0169 |
1.1% |
0.0065 |
0.4% |
62% |
False |
False |
188 |
| 10 |
1.5436 |
1.5026 |
0.0410 |
2.7% |
0.0093 |
0.6% |
42% |
False |
False |
497 |
| 20 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0094 |
0.6% |
37% |
False |
False |
278 |
| 40 |
1.5512 |
1.5026 |
0.0486 |
3.2% |
0.0099 |
0.7% |
35% |
False |
False |
149 |
| 60 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0097 |
0.6% |
23% |
False |
False |
107 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0086 |
0.6% |
23% |
False |
False |
80 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0076 |
0.5% |
23% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5408 |
|
2.618 |
1.5338 |
|
1.618 |
1.5295 |
|
1.000 |
1.5268 |
|
0.618 |
1.5252 |
|
HIGH |
1.5225 |
|
0.618 |
1.5209 |
|
0.500 |
1.5204 |
|
0.382 |
1.5198 |
|
LOW |
1.5182 |
|
0.618 |
1.5155 |
|
1.000 |
1.5139 |
|
1.618 |
1.5112 |
|
2.618 |
1.5069 |
|
4.250 |
1.4999 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5204 |
1.5220 |
| PP |
1.5202 |
1.5212 |
| S1 |
1.5200 |
1.5205 |
|