CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5125 |
1.5095 |
-0.0030 |
-0.2% |
1.5208 |
| High |
1.5148 |
1.5137 |
-0.0011 |
-0.1% |
1.5337 |
| Low |
1.5059 |
1.5059 |
0.0000 |
0.0% |
1.5156 |
| Close |
1.5093 |
1.5129 |
0.0036 |
0.2% |
1.5194 |
| Range |
0.0089 |
0.0078 |
-0.0011 |
-12.4% |
0.0181 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
394 |
430 |
36 |
9.1% |
1,967 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5342 |
1.5314 |
1.5172 |
|
| R3 |
1.5264 |
1.5236 |
1.5150 |
|
| R2 |
1.5186 |
1.5186 |
1.5143 |
|
| R1 |
1.5158 |
1.5158 |
1.5136 |
1.5172 |
| PP |
1.5108 |
1.5108 |
1.5108 |
1.5116 |
| S1 |
1.5080 |
1.5080 |
1.5122 |
1.5094 |
| S2 |
1.5030 |
1.5030 |
1.5115 |
|
| S3 |
1.4952 |
1.5002 |
1.5108 |
|
| S4 |
1.4874 |
1.4924 |
1.5086 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5772 |
1.5664 |
1.5294 |
|
| R3 |
1.5591 |
1.5483 |
1.5244 |
|
| R2 |
1.5410 |
1.5410 |
1.5227 |
|
| R1 |
1.5302 |
1.5302 |
1.5211 |
1.5266 |
| PP |
1.5229 |
1.5229 |
1.5229 |
1.5211 |
| S1 |
1.5121 |
1.5121 |
1.5177 |
1.5085 |
| S2 |
1.5048 |
1.5048 |
1.5161 |
|
| S3 |
1.4867 |
1.4940 |
1.5144 |
|
| S4 |
1.4686 |
1.4759 |
1.5094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5337 |
1.5059 |
0.0278 |
1.8% |
0.0091 |
0.6% |
25% |
False |
True |
400 |
| 10 |
1.5337 |
1.5059 |
0.0278 |
1.8% |
0.0078 |
0.5% |
25% |
False |
True |
368 |
| 20 |
1.5488 |
1.5026 |
0.0462 |
3.1% |
0.0092 |
0.6% |
22% |
False |
False |
414 |
| 40 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0095 |
0.6% |
22% |
False |
False |
220 |
| 60 |
1.5640 |
1.5026 |
0.0614 |
4.1% |
0.0093 |
0.6% |
17% |
False |
False |
156 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0090 |
0.6% |
13% |
False |
False |
117 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0081 |
0.5% |
13% |
False |
False |
94 |
| 120 |
1.5855 |
1.5026 |
0.0829 |
5.5% |
0.0069 |
0.5% |
12% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5469 |
|
2.618 |
1.5341 |
|
1.618 |
1.5263 |
|
1.000 |
1.5215 |
|
0.618 |
1.5185 |
|
HIGH |
1.5137 |
|
0.618 |
1.5107 |
|
0.500 |
1.5098 |
|
0.382 |
1.5089 |
|
LOW |
1.5059 |
|
0.618 |
1.5011 |
|
1.000 |
1.4981 |
|
1.618 |
1.4933 |
|
2.618 |
1.4855 |
|
4.250 |
1.4728 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5119 |
1.5128 |
| PP |
1.5108 |
1.5126 |
| S1 |
1.5098 |
1.5125 |
|