CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5417 |
1.5383 |
-0.0034 |
-0.2% |
1.5304 |
| High |
1.5441 |
1.5397 |
-0.0044 |
-0.3% |
1.5465 |
| Low |
1.5356 |
1.5200 |
-0.0156 |
-1.0% |
1.5238 |
| Close |
1.5376 |
1.5205 |
-0.0171 |
-1.1% |
1.5422 |
| Range |
0.0085 |
0.0197 |
0.0112 |
131.8% |
0.0227 |
| ATR |
0.0103 |
0.0110 |
0.0007 |
6.5% |
0.0000 |
| Volume |
69,506 |
152,277 |
82,771 |
119.1% |
368,785 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5858 |
1.5729 |
1.5313 |
|
| R3 |
1.5661 |
1.5532 |
1.5259 |
|
| R2 |
1.5464 |
1.5464 |
1.5241 |
|
| R1 |
1.5335 |
1.5335 |
1.5223 |
1.5301 |
| PP |
1.5267 |
1.5267 |
1.5267 |
1.5251 |
| S1 |
1.5138 |
1.5138 |
1.5187 |
1.5104 |
| S2 |
1.5070 |
1.5070 |
1.5169 |
|
| S3 |
1.4873 |
1.4941 |
1.5151 |
|
| S4 |
1.4676 |
1.4744 |
1.5097 |
|
|
| 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 |
1.5200 |
0.0294 |
1.9% |
0.0124 |
0.8% |
2% |
False |
True |
92,548 |
| 10 |
1.5494 |
1.5200 |
0.0294 |
1.9% |
0.0107 |
0.7% |
2% |
False |
True |
80,444 |
| 20 |
1.5514 |
1.5194 |
0.0320 |
2.1% |
0.0108 |
0.7% |
3% |
False |
False |
76,720 |
| 40 |
1.5650 |
1.5100 |
0.0550 |
3.6% |
0.0111 |
0.7% |
19% |
False |
False |
77,690 |
| 60 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0112 |
0.7% |
15% |
False |
False |
55,413 |
| 80 |
1.5805 |
1.5100 |
0.0705 |
4.6% |
0.0106 |
0.7% |
15% |
False |
False |
41,581 |
| 100 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0105 |
0.7% |
13% |
False |
False |
33,273 |
| 120 |
1.5892 |
1.5100 |
0.0792 |
5.2% |
0.0099 |
0.6% |
13% |
False |
False |
27,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6234 |
|
2.618 |
1.5913 |
|
1.618 |
1.5716 |
|
1.000 |
1.5594 |
|
0.618 |
1.5519 |
|
HIGH |
1.5397 |
|
0.618 |
1.5322 |
|
0.500 |
1.5299 |
|
0.382 |
1.5275 |
|
LOW |
1.5200 |
|
0.618 |
1.5078 |
|
1.000 |
1.5003 |
|
1.618 |
1.4881 |
|
2.618 |
1.4684 |
|
4.250 |
1.4363 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5299 |
1.5321 |
| PP |
1.5267 |
1.5282 |
| S1 |
1.5236 |
1.5244 |
|