CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4986 |
1.4910 |
-0.0076 |
-0.5% |
1.5196 |
| High |
1.5020 |
1.4952 |
-0.0068 |
-0.5% |
1.5206 |
| Low |
1.4867 |
1.4888 |
0.0021 |
0.1% |
1.4867 |
| Close |
1.4889 |
1.4915 |
0.0026 |
0.2% |
1.4915 |
| Range |
0.0153 |
0.0064 |
-0.0089 |
-58.2% |
0.0339 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
102,976 |
72,754 |
-30,222 |
-29.3% |
432,607 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5110 |
1.5077 |
1.4950 |
|
| R3 |
1.5046 |
1.5013 |
1.4933 |
|
| R2 |
1.4982 |
1.4982 |
1.4927 |
|
| R1 |
1.4949 |
1.4949 |
1.4921 |
1.4966 |
| PP |
1.4918 |
1.4918 |
1.4918 |
1.4927 |
| S1 |
1.4885 |
1.4885 |
1.4909 |
1.4902 |
| S2 |
1.4854 |
1.4854 |
1.4903 |
|
| S3 |
1.4790 |
1.4821 |
1.4897 |
|
| S4 |
1.4726 |
1.4757 |
1.4880 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6013 |
1.5803 |
1.5101 |
|
| R3 |
1.5674 |
1.5464 |
1.5008 |
|
| R2 |
1.5335 |
1.5335 |
1.4977 |
|
| R1 |
1.5125 |
1.5125 |
1.4946 |
1.5061 |
| PP |
1.4996 |
1.4996 |
1.4996 |
1.4964 |
| S1 |
1.4786 |
1.4786 |
1.4884 |
1.4722 |
| S2 |
1.4657 |
1.4657 |
1.4853 |
|
| S3 |
1.4318 |
1.4447 |
1.4822 |
|
| S4 |
1.3979 |
1.4108 |
1.4729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5206 |
1.4867 |
0.0339 |
2.3% |
0.0123 |
0.8% |
14% |
False |
False |
86,521 |
| 10 |
1.5242 |
1.4867 |
0.0375 |
2.5% |
0.0118 |
0.8% |
13% |
False |
False |
73,138 |
| 20 |
1.5305 |
1.4867 |
0.0438 |
2.9% |
0.0114 |
0.8% |
11% |
False |
False |
37,935 |
| 40 |
1.5488 |
1.4867 |
0.0621 |
4.2% |
0.0103 |
0.7% |
8% |
False |
False |
19,143 |
| 60 |
1.5496 |
1.4867 |
0.0629 |
4.2% |
0.0102 |
0.7% |
8% |
False |
False |
12,770 |
| 80 |
1.5640 |
1.4867 |
0.0773 |
5.2% |
0.0098 |
0.7% |
6% |
False |
False |
9,583 |
| 100 |
1.5789 |
1.4867 |
0.0922 |
6.2% |
0.0093 |
0.6% |
5% |
False |
False |
7,667 |
| 120 |
1.5789 |
1.4867 |
0.0922 |
6.2% |
0.0084 |
0.6% |
5% |
False |
False |
6,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5224 |
|
2.618 |
1.5120 |
|
1.618 |
1.5056 |
|
1.000 |
1.5016 |
|
0.618 |
1.4992 |
|
HIGH |
1.4952 |
|
0.618 |
1.4928 |
|
0.500 |
1.4920 |
|
0.382 |
1.4912 |
|
LOW |
1.4888 |
|
0.618 |
1.4848 |
|
1.000 |
1.4824 |
|
1.618 |
1.4784 |
|
2.618 |
1.4720 |
|
4.250 |
1.4616 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4920 |
1.4986 |
| PP |
1.4918 |
1.4962 |
| S1 |
1.4917 |
1.4939 |
|