CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5076 |
1.4945 |
-0.0131 |
-0.9% |
1.5191 |
| High |
1.5080 |
1.5158 |
0.0078 |
0.5% |
1.5191 |
| Low |
1.4900 |
1.4907 |
0.0007 |
0.0% |
1.5032 |
| Close |
1.4940 |
1.5151 |
0.0211 |
1.4% |
1.5052 |
| Range |
0.0180 |
0.0251 |
0.0071 |
39.4% |
0.0159 |
| ATR |
0.0097 |
0.0108 |
0.0011 |
11.4% |
0.0000 |
| Volume |
2,861 |
8,425 |
5,564 |
194.5% |
3,030 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5825 |
1.5739 |
1.5289 |
|
| R3 |
1.5574 |
1.5488 |
1.5220 |
|
| R2 |
1.5323 |
1.5323 |
1.5197 |
|
| R1 |
1.5237 |
1.5237 |
1.5174 |
1.5280 |
| PP |
1.5072 |
1.5072 |
1.5072 |
1.5094 |
| S1 |
1.4986 |
1.4986 |
1.5128 |
1.5029 |
| S2 |
1.4821 |
1.4821 |
1.5105 |
|
| S3 |
1.4570 |
1.4735 |
1.5082 |
|
| S4 |
1.4319 |
1.4484 |
1.5013 |
|
|
| 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 |
1.5158 |
1.4900 |
0.0258 |
1.7% |
0.0134 |
0.9% |
97% |
True |
False |
3,535 |
| 10 |
1.5337 |
1.4900 |
0.0437 |
2.9% |
0.0112 |
0.7% |
57% |
False |
False |
1,967 |
| 20 |
1.5393 |
1.4900 |
0.0493 |
3.3% |
0.0102 |
0.7% |
51% |
False |
False |
1,271 |
| 40 |
1.5496 |
1.4900 |
0.0596 |
3.9% |
0.0100 |
0.7% |
42% |
False |
False |
659 |
| 60 |
1.5640 |
1.4900 |
0.0740 |
4.9% |
0.0101 |
0.7% |
34% |
False |
False |
448 |
| 80 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0094 |
0.6% |
28% |
False |
False |
338 |
| 100 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0086 |
0.6% |
28% |
False |
False |
270 |
| 120 |
1.5855 |
1.4900 |
0.0955 |
6.3% |
0.0074 |
0.5% |
26% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6225 |
|
2.618 |
1.5815 |
|
1.618 |
1.5564 |
|
1.000 |
1.5409 |
|
0.618 |
1.5313 |
|
HIGH |
1.5158 |
|
0.618 |
1.5062 |
|
0.500 |
1.5033 |
|
0.382 |
1.5003 |
|
LOW |
1.4907 |
|
0.618 |
1.4752 |
|
1.000 |
1.4656 |
|
1.618 |
1.4501 |
|
2.618 |
1.4250 |
|
4.250 |
1.3840 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5112 |
1.5110 |
| PP |
1.5072 |
1.5070 |
| S1 |
1.5033 |
1.5029 |
|