CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5412 |
1.5417 |
0.0005 |
0.0% |
1.5304 |
| High |
1.5441 |
1.5441 |
0.0000 |
0.0% |
1.5465 |
| Low |
1.5355 |
1.5356 |
0.0001 |
0.0% |
1.5238 |
| Close |
1.5433 |
1.5376 |
-0.0057 |
-0.4% |
1.5422 |
| Range |
0.0086 |
0.0085 |
-0.0001 |
-1.2% |
0.0227 |
| ATR |
0.0105 |
0.0103 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
60,533 |
69,506 |
8,973 |
14.8% |
368,785 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5646 |
1.5596 |
1.5423 |
|
| R3 |
1.5561 |
1.5511 |
1.5399 |
|
| R2 |
1.5476 |
1.5476 |
1.5392 |
|
| R1 |
1.5426 |
1.5426 |
1.5384 |
1.5409 |
| PP |
1.5391 |
1.5391 |
1.5391 |
1.5382 |
| S1 |
1.5341 |
1.5341 |
1.5368 |
1.5324 |
| S2 |
1.5306 |
1.5306 |
1.5360 |
|
| S3 |
1.5221 |
1.5256 |
1.5353 |
|
| S4 |
1.5136 |
1.5171 |
1.5329 |
|
|
| 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% |
0.0101 |
0.7% |
54% |
False |
False |
75,506 |
| 10 |
1.5514 |
1.5238 |
0.0276 |
1.8% |
0.0102 |
0.7% |
50% |
False |
False |
75,541 |
| 20 |
1.5514 |
1.5194 |
0.0320 |
2.1% |
0.0103 |
0.7% |
57% |
False |
False |
73,590 |
| 40 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0110 |
0.7% |
50% |
False |
False |
76,065 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0111 |
0.7% |
39% |
False |
False |
52,876 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0104 |
0.7% |
39% |
False |
False |
39,678 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0104 |
0.7% |
35% |
False |
False |
31,750 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0098 |
0.6% |
35% |
False |
False |
26,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5802 |
|
2.618 |
1.5664 |
|
1.618 |
1.5579 |
|
1.000 |
1.5526 |
|
0.618 |
1.5494 |
|
HIGH |
1.5441 |
|
0.618 |
1.5409 |
|
0.500 |
1.5399 |
|
0.382 |
1.5388 |
|
LOW |
1.5356 |
|
0.618 |
1.5303 |
|
1.000 |
1.5271 |
|
1.618 |
1.5218 |
|
2.618 |
1.5133 |
|
4.250 |
1.4995 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5399 |
1.5425 |
| PP |
1.5391 |
1.5408 |
| S1 |
1.5384 |
1.5392 |
|