CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4877 |
1.4925 |
0.0048 |
0.3% |
1.4905 |
| High |
1.4949 |
1.4938 |
-0.0011 |
-0.1% |
1.4949 |
| Low |
1.4874 |
1.4877 |
0.0003 |
0.0% |
1.4810 |
| Close |
1.4931 |
1.4888 |
-0.0043 |
-0.3% |
1.4931 |
| Range |
0.0075 |
0.0061 |
-0.0014 |
-18.7% |
0.0139 |
| ATR |
0.0108 |
0.0104 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
27,590 |
30,531 |
2,941 |
10.7% |
182,431 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5084 |
1.5047 |
1.4922 |
|
| R3 |
1.5023 |
1.4986 |
1.4905 |
|
| R2 |
1.4962 |
1.4962 |
1.4899 |
|
| R1 |
1.4925 |
1.4925 |
1.4894 |
1.4913 |
| PP |
1.4901 |
1.4901 |
1.4901 |
1.4895 |
| S1 |
1.4864 |
1.4864 |
1.4882 |
1.4852 |
| S2 |
1.4840 |
1.4840 |
1.4877 |
|
| S3 |
1.4779 |
1.4803 |
1.4871 |
|
| S4 |
1.4718 |
1.4742 |
1.4854 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5314 |
1.5261 |
1.5007 |
|
| R3 |
1.5175 |
1.5122 |
1.4969 |
|
| R2 |
1.5036 |
1.5036 |
1.4956 |
|
| R1 |
1.4983 |
1.4983 |
1.4944 |
1.5010 |
| PP |
1.4897 |
1.4897 |
1.4897 |
1.4910 |
| S1 |
1.4844 |
1.4844 |
1.4918 |
1.4871 |
| S2 |
1.4758 |
1.4758 |
1.4906 |
|
| S3 |
1.4619 |
1.4705 |
1.4893 |
|
| S4 |
1.4480 |
1.4566 |
1.4855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4949 |
1.4810 |
0.0139 |
0.9% |
0.0074 |
0.5% |
56% |
False |
False |
42,592 |
| 10 |
1.5206 |
1.4810 |
0.0396 |
2.7% |
0.0099 |
0.7% |
20% |
False |
False |
64,556 |
| 20 |
1.5242 |
1.4810 |
0.0432 |
2.9% |
0.0110 |
0.7% |
18% |
False |
False |
48,423 |
| 40 |
1.5488 |
1.4810 |
0.0678 |
4.6% |
0.0102 |
0.7% |
12% |
False |
False |
24,457 |
| 60 |
1.5496 |
1.4810 |
0.0686 |
4.6% |
0.0100 |
0.7% |
11% |
False |
False |
16,317 |
| 80 |
1.5640 |
1.4810 |
0.0830 |
5.6% |
0.0098 |
0.7% |
9% |
False |
False |
12,244 |
| 100 |
1.5789 |
1.4810 |
0.0979 |
6.6% |
0.0094 |
0.6% |
8% |
False |
False |
9,796 |
| 120 |
1.5789 |
1.4810 |
0.0979 |
6.6% |
0.0087 |
0.6% |
8% |
False |
False |
8,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5197 |
|
2.618 |
1.5098 |
|
1.618 |
1.5037 |
|
1.000 |
1.4999 |
|
0.618 |
1.4976 |
|
HIGH |
1.4938 |
|
0.618 |
1.4915 |
|
0.500 |
1.4908 |
|
0.382 |
1.4900 |
|
LOW |
1.4877 |
|
0.618 |
1.4839 |
|
1.000 |
1.4816 |
|
1.618 |
1.4778 |
|
2.618 |
1.4717 |
|
4.250 |
1.4618 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4908 |
1.4888 |
| PP |
1.4901 |
1.4887 |
| S1 |
1.4895 |
1.4887 |
|