CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5110 |
1.5117 |
0.0007 |
0.0% |
1.5448 |
| High |
1.5142 |
1.5218 |
0.0076 |
0.5% |
1.5494 |
| Low |
1.5088 |
1.5116 |
0.0028 |
0.2% |
1.5023 |
| Close |
1.5103 |
1.5194 |
0.0091 |
0.6% |
1.5036 |
| Range |
0.0054 |
0.0102 |
0.0048 |
88.9% |
0.0471 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.4% |
0.0000 |
| Volume |
49,805 |
73,323 |
23,518 |
47.2% |
478,470 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5482 |
1.5440 |
1.5250 |
|
| R3 |
1.5380 |
1.5338 |
1.5222 |
|
| R2 |
1.5278 |
1.5278 |
1.5213 |
|
| R1 |
1.5236 |
1.5236 |
1.5203 |
1.5257 |
| PP |
1.5176 |
1.5176 |
1.5176 |
1.5187 |
| S1 |
1.5134 |
1.5134 |
1.5185 |
1.5155 |
| S2 |
1.5074 |
1.5074 |
1.5175 |
|
| S3 |
1.4972 |
1.5032 |
1.5166 |
|
| S4 |
1.4870 |
1.4930 |
1.5138 |
|
|
| 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 |
1.5397 |
1.5023 |
0.0374 |
2.5% |
0.0126 |
0.8% |
46% |
False |
False |
96,339 |
| 10 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0114 |
0.7% |
36% |
False |
False |
85,922 |
| 20 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0100 |
0.7% |
35% |
False |
False |
76,281 |
| 40 |
1.5650 |
1.5023 |
0.0627 |
4.1% |
0.0110 |
0.7% |
27% |
False |
False |
78,612 |
| 60 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0114 |
0.7% |
22% |
False |
False |
60,890 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0108 |
0.7% |
22% |
False |
False |
45,696 |
| 100 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0105 |
0.7% |
22% |
False |
False |
36,566 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.7% |
0.0102 |
0.7% |
20% |
False |
False |
30,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5652 |
|
2.618 |
1.5485 |
|
1.618 |
1.5383 |
|
1.000 |
1.5320 |
|
0.618 |
1.5281 |
|
HIGH |
1.5218 |
|
0.618 |
1.5179 |
|
0.500 |
1.5167 |
|
0.382 |
1.5155 |
|
LOW |
1.5116 |
|
0.618 |
1.5053 |
|
1.000 |
1.5014 |
|
1.618 |
1.4951 |
|
2.618 |
1.4849 |
|
4.250 |
1.4683 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5185 |
1.5172 |
| PP |
1.5176 |
1.5150 |
| S1 |
1.5167 |
1.5128 |
|