CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4905 |
1.4889 |
-0.0016 |
-0.1% |
1.5196 |
| High |
1.4933 |
1.4911 |
-0.0022 |
-0.1% |
1.5206 |
| Low |
1.4880 |
1.4810 |
-0.0070 |
-0.5% |
1.4867 |
| Close |
1.4889 |
1.4817 |
-0.0072 |
-0.5% |
1.4915 |
| Range |
0.0053 |
0.0101 |
0.0048 |
90.6% |
0.0339 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
53,187 |
53,082 |
-105 |
-0.2% |
432,607 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5149 |
1.5084 |
1.4873 |
|
| R3 |
1.5048 |
1.4983 |
1.4845 |
|
| R2 |
1.4947 |
1.4947 |
1.4836 |
|
| R1 |
1.4882 |
1.4882 |
1.4826 |
1.4864 |
| PP |
1.4846 |
1.4846 |
1.4846 |
1.4837 |
| S1 |
1.4781 |
1.4781 |
1.4808 |
1.4763 |
| S2 |
1.4745 |
1.4745 |
1.4798 |
|
| S3 |
1.4644 |
1.4680 |
1.4789 |
|
| S4 |
1.4543 |
1.4579 |
1.4761 |
|
|
| 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 |
1.5104 |
1.4810 |
0.0294 |
2.0% |
0.0103 |
0.7% |
2% |
False |
True |
76,656 |
| 10 |
1.5242 |
1.4810 |
0.0432 |
2.9% |
0.0117 |
0.8% |
2% |
False |
True |
78,295 |
| 20 |
1.5242 |
1.4810 |
0.0432 |
2.9% |
0.0112 |
0.8% |
2% |
False |
True |
43,221 |
| 40 |
1.5488 |
1.4810 |
0.0678 |
4.6% |
0.0102 |
0.7% |
1% |
False |
True |
21,798 |
| 60 |
1.5496 |
1.4810 |
0.0686 |
4.6% |
0.0101 |
0.7% |
1% |
False |
True |
14,540 |
| 80 |
1.5640 |
1.4810 |
0.0830 |
5.6% |
0.0098 |
0.7% |
1% |
False |
True |
10,912 |
| 100 |
1.5789 |
1.4810 |
0.0979 |
6.6% |
0.0094 |
0.6% |
1% |
False |
True |
8,730 |
| 120 |
1.5789 |
1.4810 |
0.0979 |
6.6% |
0.0086 |
0.6% |
1% |
False |
True |
7,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5340 |
|
2.618 |
1.5175 |
|
1.618 |
1.5074 |
|
1.000 |
1.5012 |
|
0.618 |
1.4973 |
|
HIGH |
1.4911 |
|
0.618 |
1.4872 |
|
0.500 |
1.4861 |
|
0.382 |
1.4849 |
|
LOW |
1.4810 |
|
0.618 |
1.4748 |
|
1.000 |
1.4709 |
|
1.618 |
1.4647 |
|
2.618 |
1.4546 |
|
4.250 |
1.4381 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4861 |
1.4881 |
| PP |
1.4846 |
1.4860 |
| S1 |
1.4832 |
1.4838 |
|