CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5050 |
1.5110 |
0.0060 |
0.4% |
1.5448 |
| High |
1.5124 |
1.5142 |
0.0018 |
0.1% |
1.5494 |
| Low |
1.5038 |
1.5088 |
0.0050 |
0.3% |
1.5023 |
| Close |
1.5109 |
1.5103 |
-0.0006 |
0.0% |
1.5036 |
| Range |
0.0086 |
0.0054 |
-0.0032 |
-37.2% |
0.0471 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
82,223 |
49,805 |
-32,418 |
-39.4% |
478,470 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5273 |
1.5242 |
1.5133 |
|
| R3 |
1.5219 |
1.5188 |
1.5118 |
|
| R2 |
1.5165 |
1.5165 |
1.5113 |
|
| R1 |
1.5134 |
1.5134 |
1.5108 |
1.5123 |
| PP |
1.5111 |
1.5111 |
1.5111 |
1.5105 |
| S1 |
1.5080 |
1.5080 |
1.5098 |
1.5069 |
| S2 |
1.5057 |
1.5057 |
1.5093 |
|
| S3 |
1.5003 |
1.5026 |
1.5088 |
|
| S4 |
1.4949 |
1.4972 |
1.5073 |
|
|
| 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% |
0.0123 |
0.8% |
19% |
False |
False |
95,576 |
| 10 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0113 |
0.8% |
17% |
False |
False |
86,195 |
| 20 |
1.5514 |
1.5023 |
0.0491 |
3.3% |
0.0108 |
0.7% |
16% |
False |
False |
78,750 |
| 40 |
1.5650 |
1.5023 |
0.0627 |
4.2% |
0.0112 |
0.7% |
13% |
False |
False |
79,377 |
| 60 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0114 |
0.8% |
10% |
False |
False |
59,675 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0107 |
0.7% |
10% |
False |
False |
44,780 |
| 100 |
1.5890 |
1.5023 |
0.0867 |
5.7% |
0.0105 |
0.7% |
9% |
False |
False |
35,833 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.8% |
0.0101 |
0.7% |
9% |
False |
False |
29,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5372 |
|
2.618 |
1.5283 |
|
1.618 |
1.5229 |
|
1.000 |
1.5196 |
|
0.618 |
1.5175 |
|
HIGH |
1.5142 |
|
0.618 |
1.5121 |
|
0.500 |
1.5115 |
|
0.382 |
1.5109 |
|
LOW |
1.5088 |
|
0.618 |
1.5055 |
|
1.000 |
1.5034 |
|
1.618 |
1.5001 |
|
2.618 |
1.4947 |
|
4.250 |
1.4859 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5115 |
1.5119 |
| PP |
1.5111 |
1.5113 |
| S1 |
1.5107 |
1.5108 |
|