CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5035 |
1.5056 |
0.0021 |
0.1% |
1.5191 |
| High |
1.5065 |
1.5126 |
0.0061 |
0.4% |
1.5191 |
| Low |
1.5000 |
1.5053 |
0.0053 |
0.4% |
1.5032 |
| Close |
1.5062 |
1.5084 |
0.0022 |
0.1% |
1.5052 |
| Range |
0.0065 |
0.0073 |
0.0008 |
12.3% |
0.0159 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
2,259 |
2,311 |
52 |
2.3% |
3,030 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5307 |
1.5268 |
1.5124 |
|
| R3 |
1.5234 |
1.5195 |
1.5104 |
|
| R2 |
1.5161 |
1.5161 |
1.5097 |
|
| R1 |
1.5122 |
1.5122 |
1.5091 |
1.5142 |
| PP |
1.5088 |
1.5088 |
1.5088 |
1.5097 |
| S1 |
1.5049 |
1.5049 |
1.5077 |
1.5069 |
| S2 |
1.5015 |
1.5015 |
1.5071 |
|
| S3 |
1.4942 |
1.4976 |
1.5064 |
|
| S4 |
1.4869 |
1.4903 |
1.5044 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5569 |
1.5469 |
1.5139 |
|
| R3 |
1.5410 |
1.5310 |
1.5096 |
|
| R2 |
1.5251 |
1.5251 |
1.5081 |
|
| R1 |
1.5151 |
1.5151 |
1.5067 |
1.5122 |
| PP |
1.5092 |
1.5092 |
1.5092 |
1.5077 |
| S1 |
1.4992 |
1.4992 |
1.5037 |
1.4963 |
| S2 |
1.4933 |
1.4933 |
1.5023 |
|
| S3 |
1.4774 |
1.4833 |
1.5008 |
|
| S4 |
1.4615 |
1.4674 |
1.4965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5148 |
1.5000 |
0.0148 |
1.0% |
0.0081 |
0.5% |
57% |
False |
False |
1,442 |
| 10 |
1.5337 |
1.5000 |
0.0337 |
2.2% |
0.0083 |
0.6% |
25% |
False |
False |
934 |
| 20 |
1.5436 |
1.5000 |
0.0436 |
2.9% |
0.0088 |
0.6% |
19% |
False |
False |
716 |
| 40 |
1.5496 |
1.5000 |
0.0496 |
3.3% |
0.0094 |
0.6% |
17% |
False |
False |
377 |
| 60 |
1.5640 |
1.5000 |
0.0640 |
4.2% |
0.0094 |
0.6% |
13% |
False |
False |
260 |
| 80 |
1.5789 |
1.5000 |
0.0789 |
5.2% |
0.0090 |
0.6% |
11% |
False |
False |
197 |
| 100 |
1.5789 |
1.5000 |
0.0789 |
5.2% |
0.0084 |
0.6% |
11% |
False |
False |
157 |
| 120 |
1.5855 |
1.5000 |
0.0855 |
5.7% |
0.0070 |
0.5% |
10% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5436 |
|
2.618 |
1.5317 |
|
1.618 |
1.5244 |
|
1.000 |
1.5199 |
|
0.618 |
1.5171 |
|
HIGH |
1.5126 |
|
0.618 |
1.5098 |
|
0.500 |
1.5090 |
|
0.382 |
1.5081 |
|
LOW |
1.5053 |
|
0.618 |
1.5008 |
|
1.000 |
1.4980 |
|
1.618 |
1.4935 |
|
2.618 |
1.4862 |
|
4.250 |
1.4743 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5090 |
1.5078 |
| PP |
1.5088 |
1.5072 |
| S1 |
1.5086 |
1.5066 |
|