CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4889 |
1.4830 |
-0.0059 |
-0.4% |
1.5196 |
| High |
1.4911 |
1.4904 |
-0.0007 |
0.0% |
1.5206 |
| Low |
1.4810 |
1.4824 |
0.0014 |
0.1% |
1.4867 |
| Close |
1.4817 |
1.4874 |
0.0057 |
0.4% |
1.4915 |
| Range |
0.0101 |
0.0080 |
-0.0021 |
-20.8% |
0.0339 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
53,082 |
48,572 |
-4,510 |
-8.5% |
432,607 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5107 |
1.5071 |
1.4918 |
|
| R3 |
1.5027 |
1.4991 |
1.4896 |
|
| R2 |
1.4947 |
1.4947 |
1.4889 |
|
| R1 |
1.4911 |
1.4911 |
1.4881 |
1.4929 |
| PP |
1.4867 |
1.4867 |
1.4867 |
1.4877 |
| S1 |
1.4831 |
1.4831 |
1.4867 |
1.4849 |
| S2 |
1.4787 |
1.4787 |
1.4859 |
|
| S3 |
1.4707 |
1.4751 |
1.4852 |
|
| S4 |
1.4627 |
1.4671 |
1.4830 |
|
|
| 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 |
1.5020 |
1.4810 |
0.0210 |
1.4% |
0.0090 |
0.6% |
30% |
False |
False |
66,114 |
| 10 |
1.5242 |
1.4810 |
0.0432 |
2.9% |
0.0106 |
0.7% |
15% |
False |
False |
74,801 |
| 20 |
1.5242 |
1.4810 |
0.0432 |
2.9% |
0.0112 |
0.8% |
15% |
False |
False |
45,629 |
| 40 |
1.5488 |
1.4810 |
0.0678 |
4.6% |
0.0103 |
0.7% |
9% |
False |
False |
23,012 |
| 60 |
1.5496 |
1.4810 |
0.0686 |
4.6% |
0.0101 |
0.7% |
9% |
False |
False |
15,349 |
| 80 |
1.5640 |
1.4810 |
0.0830 |
5.6% |
0.0098 |
0.7% |
8% |
False |
False |
11,519 |
| 100 |
1.5789 |
1.4810 |
0.0979 |
6.6% |
0.0094 |
0.6% |
7% |
False |
False |
9,215 |
| 120 |
1.5789 |
1.4810 |
0.0979 |
6.6% |
0.0086 |
0.6% |
7% |
False |
False |
7,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5244 |
|
2.618 |
1.5113 |
|
1.618 |
1.5033 |
|
1.000 |
1.4984 |
|
0.618 |
1.4953 |
|
HIGH |
1.4904 |
|
0.618 |
1.4873 |
|
0.500 |
1.4864 |
|
0.382 |
1.4855 |
|
LOW |
1.4824 |
|
0.618 |
1.4775 |
|
1.000 |
1.4744 |
|
1.618 |
1.4695 |
|
2.618 |
1.4615 |
|
4.250 |
1.4484 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4871 |
1.4873 |
| PP |
1.4867 |
1.4872 |
| S1 |
1.4864 |
1.4872 |
|