CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5013 |
1.5178 |
0.0165 |
1.1% |
1.5035 |
| High |
1.5194 |
1.5202 |
0.0008 |
0.1% |
1.5159 |
| Low |
1.5005 |
1.5109 |
0.0104 |
0.7% |
1.4900 |
| Close |
1.5165 |
1.5154 |
-0.0011 |
-0.1% |
1.5102 |
| Range |
0.0189 |
0.0093 |
-0.0096 |
-50.8% |
0.0259 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
83,515 |
80,293 |
-3,222 |
-3.9% |
24,125 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5434 |
1.5387 |
1.5205 |
|
| R3 |
1.5341 |
1.5294 |
1.5180 |
|
| R2 |
1.5248 |
1.5248 |
1.5171 |
|
| R1 |
1.5201 |
1.5201 |
1.5163 |
1.5178 |
| PP |
1.5155 |
1.5155 |
1.5155 |
1.5144 |
| S1 |
1.5108 |
1.5108 |
1.5145 |
1.5085 |
| S2 |
1.5062 |
1.5062 |
1.5137 |
|
| S3 |
1.4969 |
1.5015 |
1.5128 |
|
| S4 |
1.4876 |
1.4922 |
1.5103 |
|
|
| 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 |
1.5202 |
1.4957 |
0.0245 |
1.6% |
0.0105 |
0.7% |
80% |
True |
False |
45,355 |
| 10 |
1.5202 |
1.4900 |
0.0302 |
2.0% |
0.0120 |
0.8% |
84% |
True |
False |
24,445 |
| 20 |
1.5337 |
1.4900 |
0.0437 |
2.9% |
0.0099 |
0.7% |
58% |
False |
False |
12,406 |
| 40 |
1.5496 |
1.4900 |
0.0596 |
3.9% |
0.0096 |
0.6% |
43% |
False |
False |
6,326 |
| 60 |
1.5640 |
1.4900 |
0.0740 |
4.9% |
0.0102 |
0.7% |
34% |
False |
False |
4,226 |
| 80 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0097 |
0.6% |
29% |
False |
False |
3,173 |
| 100 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0089 |
0.6% |
29% |
False |
False |
2,538 |
| 120 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0078 |
0.5% |
29% |
False |
False |
2,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5597 |
|
2.618 |
1.5445 |
|
1.618 |
1.5352 |
|
1.000 |
1.5295 |
|
0.618 |
1.5259 |
|
HIGH |
1.5202 |
|
0.618 |
1.5166 |
|
0.500 |
1.5156 |
|
0.382 |
1.5145 |
|
LOW |
1.5109 |
|
0.618 |
1.5052 |
|
1.000 |
1.5016 |
|
1.618 |
1.4959 |
|
2.618 |
1.4866 |
|
4.250 |
1.4714 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5156 |
1.5129 |
| PP |
1.5155 |
1.5104 |
| S1 |
1.5155 |
1.5080 |
|