CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5205 |
1.5050 |
-0.0155 |
-1.0% |
1.5448 |
| High |
1.5214 |
1.5124 |
-0.0090 |
-0.6% |
1.5494 |
| Low |
1.5023 |
1.5038 |
0.0015 |
0.1% |
1.5023 |
| Close |
1.5036 |
1.5109 |
0.0073 |
0.5% |
1.5036 |
| Range |
0.0191 |
0.0086 |
-0.0105 |
-55.0% |
0.0471 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
124,070 |
82,223 |
-41,847 |
-33.7% |
478,470 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5348 |
1.5315 |
1.5156 |
|
| R3 |
1.5262 |
1.5229 |
1.5133 |
|
| R2 |
1.5176 |
1.5176 |
1.5125 |
|
| R1 |
1.5143 |
1.5143 |
1.5117 |
1.5160 |
| PP |
1.5090 |
1.5090 |
1.5090 |
1.5099 |
| S1 |
1.5057 |
1.5057 |
1.5101 |
1.5074 |
| S2 |
1.5004 |
1.5004 |
1.5093 |
|
| S3 |
1.4918 |
1.4971 |
1.5085 |
|
| S4 |
1.4832 |
1.4885 |
1.5062 |
|
|
| 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 |
1.5441 |
1.5023 |
0.0418 |
2.8% |
0.0129 |
0.9% |
21% |
False |
False |
97,721 |
| 10 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0116 |
0.8% |
18% |
False |
False |
87,784 |
| 20 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0114 |
0.8% |
18% |
False |
False |
81,420 |
| 40 |
1.5650 |
1.5023 |
0.0627 |
4.1% |
0.0114 |
0.8% |
14% |
False |
False |
79,607 |
| 60 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0115 |
0.8% |
11% |
False |
False |
58,847 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0107 |
0.7% |
11% |
False |
False |
44,158 |
| 100 |
1.5890 |
1.5023 |
0.0867 |
5.7% |
0.0105 |
0.7% |
10% |
False |
False |
35,335 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.8% |
0.0101 |
0.7% |
10% |
False |
False |
29,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5490 |
|
2.618 |
1.5349 |
|
1.618 |
1.5263 |
|
1.000 |
1.5210 |
|
0.618 |
1.5177 |
|
HIGH |
1.5124 |
|
0.618 |
1.5091 |
|
0.500 |
1.5081 |
|
0.382 |
1.5071 |
|
LOW |
1.5038 |
|
0.618 |
1.4985 |
|
1.000 |
1.4952 |
|
1.618 |
1.4899 |
|
2.618 |
1.4813 |
|
4.250 |
1.4673 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5100 |
1.5210 |
| PP |
1.5090 |
1.5176 |
| S1 |
1.5081 |
1.5143 |
|