CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5178 |
1.5041 |
-0.0137 |
-0.9% |
1.5092 |
| High |
1.5187 |
1.5104 |
-0.0083 |
-0.5% |
1.5242 |
| Low |
1.5030 |
1.4960 |
-0.0070 |
-0.5% |
1.4957 |
| Close |
1.5044 |
1.5067 |
0.0023 |
0.2% |
1.5231 |
| Range |
0.0157 |
0.0144 |
-0.0013 |
-8.3% |
0.0285 |
| ATR |
0.0113 |
0.0116 |
0.0002 |
1.9% |
0.0000 |
| Volume |
83,727 |
101,285 |
17,558 |
21.0% |
298,776 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5476 |
1.5415 |
1.5146 |
|
| R3 |
1.5332 |
1.5271 |
1.5107 |
|
| R2 |
1.5188 |
1.5188 |
1.5093 |
|
| R1 |
1.5127 |
1.5127 |
1.5080 |
1.5158 |
| PP |
1.5044 |
1.5044 |
1.5044 |
1.5059 |
| S1 |
1.4983 |
1.4983 |
1.5054 |
1.5014 |
| S2 |
1.4900 |
1.4900 |
1.5041 |
|
| S3 |
1.4756 |
1.4839 |
1.5027 |
|
| S4 |
1.4612 |
1.4695 |
1.4988 |
|
|
| 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 |
1.4960 |
0.0282 |
1.9% |
0.0122 |
0.8% |
38% |
False |
True |
83,487 |
| 10 |
1.5242 |
1.4907 |
0.0335 |
2.2% |
0.0129 |
0.9% |
48% |
False |
False |
57,234 |
| 20 |
1.5337 |
1.4900 |
0.0437 |
2.9% |
0.0111 |
0.7% |
38% |
False |
False |
29,206 |
| 40 |
1.5496 |
1.4900 |
0.0596 |
4.0% |
0.0103 |
0.7% |
28% |
False |
False |
14,752 |
| 60 |
1.5496 |
1.4900 |
0.0596 |
4.0% |
0.0101 |
0.7% |
28% |
False |
False |
9,841 |
| 80 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0100 |
0.7% |
19% |
False |
False |
7,387 |
| 100 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0092 |
0.6% |
19% |
False |
False |
5,910 |
| 120 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0083 |
0.5% |
19% |
False |
False |
4,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5716 |
|
2.618 |
1.5481 |
|
1.618 |
1.5337 |
|
1.000 |
1.5248 |
|
0.618 |
1.5193 |
|
HIGH |
1.5104 |
|
0.618 |
1.5049 |
|
0.500 |
1.5032 |
|
0.382 |
1.5015 |
|
LOW |
1.4960 |
|
0.618 |
1.4871 |
|
1.000 |
1.4816 |
|
1.618 |
1.4727 |
|
2.618 |
1.4583 |
|
4.250 |
1.4348 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5055 |
1.5083 |
| PP |
1.5044 |
1.5078 |
| S1 |
1.5032 |
1.5072 |
|