CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5158 |
1.5196 |
0.0038 |
0.3% |
1.5092 |
| High |
1.5242 |
1.5206 |
-0.0036 |
-0.2% |
1.5242 |
| Low |
1.5126 |
1.5108 |
-0.0018 |
-0.1% |
1.4957 |
| Close |
1.5231 |
1.5142 |
-0.0089 |
-0.6% |
1.5231 |
| Range |
0.0116 |
0.0098 |
-0.0018 |
-15.5% |
0.0285 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
0.9% |
0.0000 |
| Volume |
80,269 |
71,865 |
-8,404 |
-10.5% |
298,776 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5446 |
1.5392 |
1.5196 |
|
| R3 |
1.5348 |
1.5294 |
1.5169 |
|
| R2 |
1.5250 |
1.5250 |
1.5160 |
|
| R1 |
1.5196 |
1.5196 |
1.5151 |
1.5174 |
| PP |
1.5152 |
1.5152 |
1.5152 |
1.5141 |
| S1 |
1.5098 |
1.5098 |
1.5133 |
1.5076 |
| S2 |
1.5054 |
1.5054 |
1.5124 |
|
| S3 |
1.4956 |
1.5000 |
1.5115 |
|
| S4 |
1.4858 |
1.4902 |
1.5088 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5998 |
1.5900 |
1.5388 |
|
| R3 |
1.5713 |
1.5615 |
1.5309 |
|
| R2 |
1.5428 |
1.5428 |
1.5283 |
|
| R1 |
1.5330 |
1.5330 |
1.5257 |
1.5379 |
| PP |
1.5143 |
1.5143 |
1.5143 |
1.5168 |
| S1 |
1.5045 |
1.5045 |
1.5205 |
1.5094 |
| S2 |
1.4858 |
1.4858 |
1.5179 |
|
| S3 |
1.4573 |
1.4760 |
1.5153 |
|
| S4 |
1.4288 |
1.4475 |
1.5074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5242 |
1.4957 |
0.0285 |
1.9% |
0.0119 |
0.8% |
65% |
False |
False |
70,268 |
| 10 |
1.5242 |
1.4900 |
0.0342 |
2.3% |
0.0125 |
0.8% |
71% |
False |
False |
39,250 |
| 20 |
1.5337 |
1.4900 |
0.0437 |
2.9% |
0.0102 |
0.7% |
55% |
False |
False |
19,988 |
| 40 |
1.5496 |
1.4900 |
0.0596 |
3.9% |
0.0099 |
0.7% |
41% |
False |
False |
10,128 |
| 60 |
1.5552 |
1.4900 |
0.0652 |
4.3% |
0.0101 |
0.7% |
37% |
False |
False |
6,759 |
| 80 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0098 |
0.6% |
27% |
False |
False |
5,074 |
| 100 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0089 |
0.6% |
27% |
False |
False |
4,059 |
| 120 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0080 |
0.5% |
27% |
False |
False |
3,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5623 |
|
2.618 |
1.5463 |
|
1.618 |
1.5365 |
|
1.000 |
1.5304 |
|
0.618 |
1.5267 |
|
HIGH |
1.5206 |
|
0.618 |
1.5169 |
|
0.500 |
1.5157 |
|
0.382 |
1.5145 |
|
LOW |
1.5108 |
|
0.618 |
1.5047 |
|
1.000 |
1.5010 |
|
1.618 |
1.4949 |
|
2.618 |
1.4851 |
|
4.250 |
1.4692 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5157 |
1.5175 |
| PP |
1.5152 |
1.5164 |
| S1 |
1.5147 |
1.5153 |
|