CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5213 |
1.5226 |
0.0013 |
0.1% |
1.5050 |
| High |
1.5244 |
1.5268 |
0.0024 |
0.2% |
1.5268 |
| Low |
1.5170 |
1.5184 |
0.0014 |
0.1% |
1.5038 |
| Close |
1.5216 |
1.5227 |
0.0011 |
0.1% |
1.5227 |
| Range |
0.0074 |
0.0084 |
0.0010 |
13.5% |
0.0230 |
| ATR |
0.0107 |
0.0106 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
77,383 |
65,326 |
-12,057 |
-15.6% |
348,060 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5478 |
1.5437 |
1.5273 |
|
| R3 |
1.5394 |
1.5353 |
1.5250 |
|
| R2 |
1.5310 |
1.5310 |
1.5242 |
|
| R1 |
1.5269 |
1.5269 |
1.5235 |
1.5290 |
| PP |
1.5226 |
1.5226 |
1.5226 |
1.5237 |
| S1 |
1.5185 |
1.5185 |
1.5219 |
1.5206 |
| S2 |
1.5142 |
1.5142 |
1.5212 |
|
| S3 |
1.5058 |
1.5101 |
1.5204 |
|
| S4 |
1.4974 |
1.5017 |
1.5181 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5868 |
1.5777 |
1.5354 |
|
| R3 |
1.5638 |
1.5547 |
1.5290 |
|
| R2 |
1.5408 |
1.5408 |
1.5269 |
|
| R1 |
1.5317 |
1.5317 |
1.5248 |
1.5363 |
| PP |
1.5178 |
1.5178 |
1.5178 |
1.5200 |
| S1 |
1.5087 |
1.5087 |
1.5206 |
1.5133 |
| S2 |
1.4948 |
1.4948 |
1.5185 |
|
| S3 |
1.4718 |
1.4857 |
1.5164 |
|
| S4 |
1.4488 |
1.4627 |
1.5101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5268 |
1.5038 |
0.0230 |
1.5% |
0.0080 |
0.5% |
82% |
True |
False |
69,612 |
| 10 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0105 |
0.7% |
43% |
False |
False |
82,653 |
| 20 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0101 |
0.7% |
42% |
False |
False |
76,166 |
| 40 |
1.5561 |
1.5023 |
0.0538 |
3.5% |
0.0107 |
0.7% |
38% |
False |
False |
77,484 |
| 60 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0114 |
0.7% |
26% |
False |
False |
63,258 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0107 |
0.7% |
26% |
False |
False |
47,479 |
| 100 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0105 |
0.7% |
26% |
False |
False |
37,992 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.7% |
0.0103 |
0.7% |
23% |
False |
False |
31,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5625 |
|
2.618 |
1.5488 |
|
1.618 |
1.5404 |
|
1.000 |
1.5352 |
|
0.618 |
1.5320 |
|
HIGH |
1.5268 |
|
0.618 |
1.5236 |
|
0.500 |
1.5226 |
|
0.382 |
1.5216 |
|
LOW |
1.5184 |
|
0.618 |
1.5132 |
|
1.000 |
1.5100 |
|
1.618 |
1.5048 |
|
2.618 |
1.4964 |
|
4.250 |
1.4827 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5227 |
1.5215 |
| PP |
1.5226 |
1.5204 |
| S1 |
1.5226 |
1.5192 |
|