CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4816 |
1.4808 |
-0.0008 |
-0.1% |
1.4905 |
| High |
1.4849 |
1.4845 |
-0.0004 |
0.0% |
1.4949 |
| Low |
1.4794 |
1.4726 |
-0.0068 |
-0.5% |
1.4810 |
| Close |
1.4832 |
1.4734 |
-0.0098 |
-0.7% |
1.4931 |
| Range |
0.0055 |
0.0119 |
0.0064 |
116.4% |
0.0139 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
1.1% |
0.0000 |
| Volume |
40,280 |
55,795 |
15,515 |
38.5% |
182,431 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5125 |
1.5049 |
1.4799 |
|
| R3 |
1.5006 |
1.4930 |
1.4767 |
|
| R2 |
1.4887 |
1.4887 |
1.4756 |
|
| R1 |
1.4811 |
1.4811 |
1.4745 |
1.4790 |
| PP |
1.4768 |
1.4768 |
1.4768 |
1.4758 |
| S1 |
1.4692 |
1.4692 |
1.4723 |
1.4671 |
| S2 |
1.4649 |
1.4649 |
1.4712 |
|
| S3 |
1.4530 |
1.4573 |
1.4701 |
|
| S4 |
1.4411 |
1.4454 |
1.4669 |
|
|
| 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 |
1.4726 |
0.0223 |
1.5% |
0.0088 |
0.6% |
4% |
False |
True |
41,468 |
| 10 |
1.5020 |
1.4726 |
0.0294 |
2.0% |
0.0089 |
0.6% |
3% |
False |
True |
53,791 |
| 20 |
1.5242 |
1.4726 |
0.0516 |
3.5% |
0.0109 |
0.7% |
2% |
False |
True |
55,512 |
| 40 |
1.5436 |
1.4726 |
0.0710 |
4.8% |
0.0101 |
0.7% |
1% |
False |
True |
28,184 |
| 60 |
1.5496 |
1.4726 |
0.0770 |
5.2% |
0.0101 |
0.7% |
1% |
False |
True |
18,803 |
| 80 |
1.5640 |
1.4726 |
0.0914 |
6.2% |
0.0100 |
0.7% |
1% |
False |
True |
14,109 |
| 100 |
1.5789 |
1.4726 |
0.1063 |
7.2% |
0.0094 |
0.6% |
1% |
False |
True |
11,289 |
| 120 |
1.5789 |
1.4726 |
0.1063 |
7.2% |
0.0089 |
0.6% |
1% |
False |
True |
9,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5351 |
|
2.618 |
1.5157 |
|
1.618 |
1.5038 |
|
1.000 |
1.4964 |
|
0.618 |
1.4919 |
|
HIGH |
1.4845 |
|
0.618 |
1.4800 |
|
0.500 |
1.4786 |
|
0.382 |
1.4771 |
|
LOW |
1.4726 |
|
0.618 |
1.4652 |
|
1.000 |
1.4607 |
|
1.618 |
1.4533 |
|
2.618 |
1.4414 |
|
4.250 |
1.4220 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4786 |
1.4822 |
| PP |
1.4768 |
1.4792 |
| S1 |
1.4751 |
1.4763 |
|