CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4910 |
1.4905 |
-0.0005 |
0.0% |
1.5196 |
| High |
1.4952 |
1.4933 |
-0.0019 |
-0.1% |
1.5206 |
| Low |
1.4888 |
1.4880 |
-0.0008 |
-0.1% |
1.4867 |
| Close |
1.4915 |
1.4889 |
-0.0026 |
-0.2% |
1.4915 |
| Range |
0.0064 |
0.0053 |
-0.0011 |
-17.2% |
0.0339 |
| ATR |
0.0118 |
0.0113 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
72,754 |
53,187 |
-19,567 |
-26.9% |
432,607 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5060 |
1.5027 |
1.4918 |
|
| R3 |
1.5007 |
1.4974 |
1.4904 |
|
| R2 |
1.4954 |
1.4954 |
1.4899 |
|
| R1 |
1.4921 |
1.4921 |
1.4894 |
1.4911 |
| PP |
1.4901 |
1.4901 |
1.4901 |
1.4896 |
| S1 |
1.4868 |
1.4868 |
1.4884 |
1.4858 |
| S2 |
1.4848 |
1.4848 |
1.4879 |
|
| S3 |
1.4795 |
1.4815 |
1.4874 |
|
| S4 |
1.4742 |
1.4762 |
1.4860 |
|
|
| 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 |
1.5187 |
1.4867 |
0.0320 |
2.1% |
0.0114 |
0.8% |
7% |
False |
False |
82,785 |
| 10 |
1.5242 |
1.4867 |
0.0375 |
2.5% |
0.0117 |
0.8% |
6% |
False |
False |
76,527 |
| 20 |
1.5242 |
1.4867 |
0.0375 |
2.5% |
0.0111 |
0.7% |
6% |
False |
False |
40,586 |
| 40 |
1.5488 |
1.4867 |
0.0621 |
4.2% |
0.0102 |
0.7% |
4% |
False |
False |
20,472 |
| 60 |
1.5496 |
1.4867 |
0.0629 |
4.2% |
0.0101 |
0.7% |
3% |
False |
False |
13,656 |
| 80 |
1.5640 |
1.4867 |
0.0773 |
5.2% |
0.0098 |
0.7% |
3% |
False |
False |
10,248 |
| 100 |
1.5789 |
1.4867 |
0.0922 |
6.2% |
0.0094 |
0.6% |
2% |
False |
False |
8,199 |
| 120 |
1.5789 |
1.4867 |
0.0922 |
6.2% |
0.0085 |
0.6% |
2% |
False |
False |
6,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5158 |
|
2.618 |
1.5072 |
|
1.618 |
1.5019 |
|
1.000 |
1.4986 |
|
0.618 |
1.4966 |
|
HIGH |
1.4933 |
|
0.618 |
1.4913 |
|
0.500 |
1.4907 |
|
0.382 |
1.4900 |
|
LOW |
1.4880 |
|
0.618 |
1.4847 |
|
1.000 |
1.4827 |
|
1.618 |
1.4794 |
|
2.618 |
1.4741 |
|
4.250 |
1.4655 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4907 |
1.4944 |
| PP |
1.4901 |
1.4925 |
| S1 |
1.4895 |
1.4907 |
|