CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5092 |
1.5048 |
-0.0044 |
-0.3% |
1.5035 |
| High |
1.5113 |
1.5056 |
-0.0057 |
-0.4% |
1.5159 |
| Low |
1.5045 |
1.4957 |
-0.0088 |
-0.6% |
1.4900 |
| Close |
1.5062 |
1.4996 |
-0.0066 |
-0.4% |
1.5102 |
| Range |
0.0068 |
0.0099 |
0.0031 |
45.6% |
0.0259 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
0.1% |
0.0000 |
| Volume |
19,299 |
35,400 |
16,101 |
83.4% |
24,125 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5300 |
1.5247 |
1.5050 |
|
| R3 |
1.5201 |
1.5148 |
1.5023 |
|
| R2 |
1.5102 |
1.5102 |
1.5014 |
|
| R1 |
1.5049 |
1.5049 |
1.5005 |
1.5026 |
| PP |
1.5003 |
1.5003 |
1.5003 |
1.4992 |
| S1 |
1.4950 |
1.4950 |
1.4987 |
1.4927 |
| S2 |
1.4904 |
1.4904 |
1.4978 |
|
| S3 |
1.4805 |
1.4851 |
1.4969 |
|
| S4 |
1.4706 |
1.4752 |
1.4942 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5831 |
1.5725 |
1.5244 |
|
| R3 |
1.5572 |
1.5466 |
1.5173 |
|
| R2 |
1.5313 |
1.5313 |
1.5149 |
|
| R1 |
1.5207 |
1.5207 |
1.5126 |
1.5260 |
| PP |
1.5054 |
1.5054 |
1.5054 |
1.5080 |
| S1 |
1.4948 |
1.4948 |
1.5078 |
1.5001 |
| S2 |
1.4795 |
1.4795 |
1.5055 |
|
| S3 |
1.4536 |
1.4689 |
1.5031 |
|
| S4 |
1.4277 |
1.4430 |
1.4960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5159 |
1.4900 |
0.0259 |
1.7% |
0.0135 |
0.9% |
37% |
False |
False |
14,850 |
| 10 |
1.5159 |
1.4900 |
0.0259 |
1.7% |
0.0108 |
0.7% |
37% |
False |
False |
8,146 |
| 20 |
1.5337 |
1.4900 |
0.0437 |
2.9% |
0.0092 |
0.6% |
22% |
False |
False |
4,227 |
| 40 |
1.5496 |
1.4900 |
0.0596 |
4.0% |
0.0100 |
0.7% |
16% |
False |
False |
2,232 |
| 60 |
1.5640 |
1.4900 |
0.0740 |
4.9% |
0.0102 |
0.7% |
13% |
False |
False |
1,497 |
| 80 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0095 |
0.6% |
11% |
False |
False |
1,125 |
| 100 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0086 |
0.6% |
11% |
False |
False |
900 |
| 120 |
1.5855 |
1.4900 |
0.0955 |
6.4% |
0.0076 |
0.5% |
10% |
False |
False |
750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5477 |
|
2.618 |
1.5315 |
|
1.618 |
1.5216 |
|
1.000 |
1.5155 |
|
0.618 |
1.5117 |
|
HIGH |
1.5056 |
|
0.618 |
1.5018 |
|
0.500 |
1.5007 |
|
0.382 |
1.4995 |
|
LOW |
1.4957 |
|
0.618 |
1.4896 |
|
1.000 |
1.4858 |
|
1.618 |
1.4797 |
|
2.618 |
1.4698 |
|
4.250 |
1.4536 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5007 |
1.5058 |
| PP |
1.5003 |
1.5037 |
| S1 |
1.5000 |
1.5017 |
|