CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 03-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1.5448 |
1.5412 |
-0.0036 |
-0.2% |
1.5304 |
High |
1.5494 |
1.5441 |
-0.0053 |
-0.3% |
1.5465 |
Low |
1.5400 |
1.5355 |
-0.0045 |
-0.3% |
1.5238 |
Close |
1.5408 |
1.5433 |
0.0025 |
0.2% |
1.5422 |
Range |
0.0094 |
0.0086 |
-0.0008 |
-8.5% |
0.0227 |
ATR |
0.0106 |
0.0105 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
72,084 |
60,533 |
-11,551 |
-16.0% |
368,785 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5668 |
1.5636 |
1.5480 |
|
R3 |
1.5582 |
1.5550 |
1.5457 |
|
R2 |
1.5496 |
1.5496 |
1.5449 |
|
R1 |
1.5464 |
1.5464 |
1.5441 |
1.5480 |
PP |
1.5410 |
1.5410 |
1.5410 |
1.5418 |
S1 |
1.5378 |
1.5378 |
1.5425 |
1.5394 |
S2 |
1.5324 |
1.5324 |
1.5417 |
|
S3 |
1.5238 |
1.5292 |
1.5409 |
|
S4 |
1.5152 |
1.5206 |
1.5386 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6056 |
1.5966 |
1.5547 |
|
R3 |
1.5829 |
1.5739 |
1.5484 |
|
R2 |
1.5602 |
1.5602 |
1.5464 |
|
R1 |
1.5512 |
1.5512 |
1.5443 |
1.5557 |
PP |
1.5375 |
1.5375 |
1.5375 |
1.5398 |
S1 |
1.5285 |
1.5285 |
1.5401 |
1.5330 |
S2 |
1.5148 |
1.5148 |
1.5380 |
|
S3 |
1.4921 |
1.5058 |
1.5360 |
|
S4 |
1.4694 |
1.4831 |
1.5297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5494 |
1.5238 |
0.0256 |
1.7% |
0.0104 |
0.7% |
76% |
False |
False |
76,814 |
10 |
1.5514 |
1.5238 |
0.0276 |
1.8% |
0.0100 |
0.7% |
71% |
False |
False |
73,616 |
20 |
1.5514 |
1.5194 |
0.0320 |
2.1% |
0.0105 |
0.7% |
75% |
False |
False |
74,230 |
40 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0109 |
0.7% |
61% |
False |
False |
76,020 |
60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0110 |
0.7% |
47% |
False |
False |
51,719 |
80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0105 |
0.7% |
47% |
False |
False |
38,810 |
100 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0104 |
0.7% |
42% |
False |
False |
31,055 |
120 |
1.5892 |
1.5100 |
0.0792 |
5.1% |
0.0097 |
0.6% |
42% |
False |
False |
25,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5807 |
2.618 |
1.5666 |
1.618 |
1.5580 |
1.000 |
1.5527 |
0.618 |
1.5494 |
HIGH |
1.5441 |
0.618 |
1.5408 |
0.500 |
1.5398 |
0.382 |
1.5388 |
LOW |
1.5355 |
0.618 |
1.5302 |
1.000 |
1.5269 |
1.618 |
1.5216 |
2.618 |
1.5130 |
4.250 |
1.4990 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5421 |
1.5422 |
PP |
1.5410 |
1.5411 |
S1 |
1.5398 |
1.5400 |
|