CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4925 |
1.4884 |
-0.0041 |
-0.3% |
1.4905 |
| High |
1.4938 |
1.4917 |
-0.0021 |
-0.1% |
1.4949 |
| Low |
1.4877 |
1.4788 |
-0.0089 |
-0.6% |
1.4810 |
| Close |
1.4888 |
1.4831 |
-0.0057 |
-0.4% |
1.4931 |
| Range |
0.0061 |
0.0129 |
0.0068 |
111.5% |
0.0139 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.7% |
0.0000 |
| Volume |
30,531 |
53,144 |
22,613 |
74.1% |
182,431 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5232 |
1.5161 |
1.4902 |
|
| R3 |
1.5103 |
1.5032 |
1.4866 |
|
| R2 |
1.4974 |
1.4974 |
1.4855 |
|
| R1 |
1.4903 |
1.4903 |
1.4843 |
1.4874 |
| PP |
1.4845 |
1.4845 |
1.4845 |
1.4831 |
| S1 |
1.4774 |
1.4774 |
1.4819 |
1.4745 |
| S2 |
1.4716 |
1.4716 |
1.4807 |
|
| S3 |
1.4587 |
1.4645 |
1.4796 |
|
| S4 |
1.4458 |
1.4516 |
1.4760 |
|
|
| 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 |
1.4788 |
0.0161 |
1.1% |
0.0089 |
0.6% |
27% |
False |
True |
42,583 |
| 10 |
1.5187 |
1.4788 |
0.0399 |
2.7% |
0.0102 |
0.7% |
11% |
False |
True |
62,684 |
| 20 |
1.5242 |
1.4788 |
0.0454 |
3.1% |
0.0113 |
0.8% |
9% |
False |
True |
50,967 |
| 40 |
1.5488 |
1.4788 |
0.0700 |
4.7% |
0.0101 |
0.7% |
6% |
False |
True |
25,785 |
| 60 |
1.5496 |
1.4788 |
0.0708 |
4.8% |
0.0101 |
0.7% |
6% |
False |
True |
17,202 |
| 80 |
1.5640 |
1.4788 |
0.0852 |
5.7% |
0.0099 |
0.7% |
5% |
False |
True |
12,908 |
| 100 |
1.5789 |
1.4788 |
0.1001 |
6.7% |
0.0095 |
0.6% |
4% |
False |
True |
10,328 |
| 120 |
1.5789 |
1.4788 |
0.1001 |
6.7% |
0.0088 |
0.6% |
4% |
False |
True |
8,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5465 |
|
2.618 |
1.5255 |
|
1.618 |
1.5126 |
|
1.000 |
1.5046 |
|
0.618 |
1.4997 |
|
HIGH |
1.4917 |
|
0.618 |
1.4868 |
|
0.500 |
1.4853 |
|
0.382 |
1.4837 |
|
LOW |
1.4788 |
|
0.618 |
1.4708 |
|
1.000 |
1.4659 |
|
1.618 |
1.4579 |
|
2.618 |
1.4450 |
|
4.250 |
1.4240 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4853 |
1.4869 |
| PP |
1.4845 |
1.4856 |
| S1 |
1.4838 |
1.4844 |
|