CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5383 |
1.5205 |
-0.0178 |
-1.2% |
1.5448 |
| High |
1.5397 |
1.5214 |
-0.0183 |
-1.2% |
1.5494 |
| Low |
1.5200 |
1.5023 |
-0.0177 |
-1.2% |
1.5023 |
| Close |
1.5205 |
1.5036 |
-0.0169 |
-1.1% |
1.5036 |
| Range |
0.0197 |
0.0191 |
-0.0006 |
-3.0% |
0.0471 |
| ATR |
0.0110 |
0.0116 |
0.0006 |
5.3% |
0.0000 |
| Volume |
152,277 |
124,070 |
-28,207 |
-18.5% |
478,470 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5664 |
1.5541 |
1.5141 |
|
| R3 |
1.5473 |
1.5350 |
1.5089 |
|
| R2 |
1.5282 |
1.5282 |
1.5071 |
|
| R1 |
1.5159 |
1.5159 |
1.5054 |
1.5125 |
| PP |
1.5091 |
1.5091 |
1.5091 |
1.5074 |
| S1 |
1.4968 |
1.4968 |
1.5018 |
1.4934 |
| S2 |
1.4900 |
1.4900 |
1.5001 |
|
| S3 |
1.4709 |
1.4777 |
1.4983 |
|
| S4 |
1.4518 |
1.4586 |
1.4931 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6597 |
1.6288 |
1.5295 |
|
| R3 |
1.6126 |
1.5817 |
1.5166 |
|
| R2 |
1.5655 |
1.5655 |
1.5122 |
|
| R1 |
1.5346 |
1.5346 |
1.5079 |
1.5265 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5144 |
| S1 |
1.4875 |
1.4875 |
1.4993 |
1.4794 |
| S2 |
1.4713 |
1.4713 |
1.4950 |
|
| S3 |
1.4242 |
1.4404 |
1.4906 |
|
| S4 |
1.3771 |
1.3933 |
1.4777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0131 |
0.9% |
3% |
False |
True |
95,694 |
| 10 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0115 |
0.8% |
3% |
False |
True |
84,725 |
| 20 |
1.5514 |
1.5023 |
0.0491 |
3.3% |
0.0113 |
0.8% |
3% |
False |
True |
79,348 |
| 40 |
1.5650 |
1.5023 |
0.0627 |
4.2% |
0.0114 |
0.8% |
2% |
False |
True |
78,935 |
| 60 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0115 |
0.8% |
2% |
False |
True |
57,477 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0107 |
0.7% |
2% |
False |
True |
43,130 |
| 100 |
1.5892 |
1.5023 |
0.0869 |
5.8% |
0.0105 |
0.7% |
1% |
False |
True |
34,513 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.8% |
0.0100 |
0.7% |
1% |
False |
True |
28,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6026 |
|
2.618 |
1.5714 |
|
1.618 |
1.5523 |
|
1.000 |
1.5405 |
|
0.618 |
1.5332 |
|
HIGH |
1.5214 |
|
0.618 |
1.5141 |
|
0.500 |
1.5119 |
|
0.382 |
1.5096 |
|
LOW |
1.5023 |
|
0.618 |
1.4905 |
|
1.000 |
1.4832 |
|
1.618 |
1.4714 |
|
2.618 |
1.4523 |
|
4.250 |
1.4211 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5119 |
1.5232 |
| PP |
1.5091 |
1.5167 |
| S1 |
1.5064 |
1.5101 |
|