CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5200 |
1.5253 |
0.0053 |
0.3% |
1.5059 |
| High |
1.5249 |
1.5337 |
0.0088 |
0.6% |
1.5263 |
| Low |
1.5190 |
1.5242 |
0.0052 |
0.3% |
1.5059 |
| Close |
1.5233 |
1.5295 |
0.0062 |
0.4% |
1.5230 |
| Range |
0.0059 |
0.0095 |
0.0036 |
61.0% |
0.0204 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
0.8% |
0.0000 |
| Volume |
539 |
619 |
80 |
14.8% |
3,421 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5576 |
1.5531 |
1.5347 |
|
| R3 |
1.5481 |
1.5436 |
1.5321 |
|
| R2 |
1.5386 |
1.5386 |
1.5312 |
|
| R1 |
1.5341 |
1.5341 |
1.5304 |
1.5364 |
| PP |
1.5291 |
1.5291 |
1.5291 |
1.5303 |
| S1 |
1.5246 |
1.5246 |
1.5286 |
1.5269 |
| S2 |
1.5196 |
1.5196 |
1.5278 |
|
| S3 |
1.5101 |
1.5151 |
1.5269 |
|
| S4 |
1.5006 |
1.5056 |
1.5243 |
|
|
| 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 |
1.5337 |
1.5156 |
0.0181 |
1.2% |
0.0071 |
0.5% |
77% |
True |
False |
414 |
| 10 |
1.5337 |
1.5026 |
0.0311 |
2.0% |
0.0081 |
0.5% |
86% |
True |
False |
612 |
| 20 |
1.5488 |
1.5026 |
0.0462 |
3.0% |
0.0092 |
0.6% |
58% |
False |
False |
351 |
| 40 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0095 |
0.6% |
57% |
False |
False |
187 |
| 60 |
1.5640 |
1.5026 |
0.0614 |
4.0% |
0.0093 |
0.6% |
44% |
False |
False |
133 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0088 |
0.6% |
35% |
False |
False |
100 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0079 |
0.5% |
35% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5741 |
|
2.618 |
1.5586 |
|
1.618 |
1.5491 |
|
1.000 |
1.5432 |
|
0.618 |
1.5396 |
|
HIGH |
1.5337 |
|
0.618 |
1.5301 |
|
0.500 |
1.5290 |
|
0.382 |
1.5278 |
|
LOW |
1.5242 |
|
0.618 |
1.5183 |
|
1.000 |
1.5147 |
|
1.618 |
1.5088 |
|
2.618 |
1.4993 |
|
4.250 |
1.4838 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5293 |
1.5279 |
| PP |
1.5291 |
1.5263 |
| S1 |
1.5290 |
1.5247 |
|