CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5041 |
1.4986 |
-0.0055 |
-0.4% |
1.5092 |
| High |
1.5104 |
1.5020 |
-0.0084 |
-0.6% |
1.5242 |
| Low |
1.4960 |
1.4867 |
-0.0093 |
-0.6% |
1.4957 |
| Close |
1.5067 |
1.4889 |
-0.0178 |
-1.2% |
1.5231 |
| Range |
0.0144 |
0.0153 |
0.0009 |
6.3% |
0.0285 |
| ATR |
0.0116 |
0.0122 |
0.0006 |
5.2% |
0.0000 |
| Volume |
101,285 |
102,976 |
1,691 |
1.7% |
298,776 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5384 |
1.5290 |
1.4973 |
|
| R3 |
1.5231 |
1.5137 |
1.4931 |
|
| R2 |
1.5078 |
1.5078 |
1.4917 |
|
| R1 |
1.4984 |
1.4984 |
1.4903 |
1.4955 |
| PP |
1.4925 |
1.4925 |
1.4925 |
1.4911 |
| S1 |
1.4831 |
1.4831 |
1.4875 |
1.4802 |
| S2 |
1.4772 |
1.4772 |
1.4861 |
|
| S3 |
1.4619 |
1.4678 |
1.4847 |
|
| S4 |
1.4466 |
1.4525 |
1.4805 |
|
|
| 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 |
1.4867 |
0.0375 |
2.5% |
0.0134 |
0.9% |
6% |
False |
True |
88,024 |
| 10 |
1.5242 |
1.4867 |
0.0375 |
2.5% |
0.0120 |
0.8% |
6% |
False |
True |
66,689 |
| 20 |
1.5337 |
1.4867 |
0.0470 |
3.2% |
0.0116 |
0.8% |
5% |
False |
True |
34,328 |
| 40 |
1.5496 |
1.4867 |
0.0629 |
4.2% |
0.0105 |
0.7% |
3% |
False |
True |
17,326 |
| 60 |
1.5496 |
1.4867 |
0.0629 |
4.2% |
0.0102 |
0.7% |
3% |
False |
True |
11,557 |
| 80 |
1.5691 |
1.4867 |
0.0824 |
5.5% |
0.0101 |
0.7% |
3% |
False |
True |
8,674 |
| 100 |
1.5789 |
1.4867 |
0.0922 |
6.2% |
0.0093 |
0.6% |
2% |
False |
True |
6,939 |
| 120 |
1.5789 |
1.4867 |
0.0922 |
6.2% |
0.0084 |
0.6% |
2% |
False |
True |
5,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5670 |
|
2.618 |
1.5421 |
|
1.618 |
1.5268 |
|
1.000 |
1.5173 |
|
0.618 |
1.5115 |
|
HIGH |
1.5020 |
|
0.618 |
1.4962 |
|
0.500 |
1.4944 |
|
0.382 |
1.4925 |
|
LOW |
1.4867 |
|
0.618 |
1.4772 |
|
1.000 |
1.4714 |
|
1.618 |
1.4619 |
|
2.618 |
1.4466 |
|
4.250 |
1.4217 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4944 |
1.5027 |
| PP |
1.4925 |
1.4981 |
| S1 |
1.4907 |
1.4935 |
|