CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1.5226 |
1.5222 |
-0.0004 |
0.0% |
1.5050 |
High |
1.5268 |
1.5226 |
-0.0042 |
-0.3% |
1.5268 |
Low |
1.5184 |
1.5179 |
-0.0005 |
0.0% |
1.5038 |
Close |
1.5227 |
1.5195 |
-0.0032 |
-0.2% |
1.5227 |
Range |
0.0084 |
0.0047 |
-0.0037 |
-44.0% |
0.0230 |
ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.9% |
0.0000 |
Volume |
65,326 |
47,935 |
-17,391 |
-26.6% |
348,060 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5341 |
1.5315 |
1.5221 |
|
R3 |
1.5294 |
1.5268 |
1.5208 |
|
R2 |
1.5247 |
1.5247 |
1.5204 |
|
R1 |
1.5221 |
1.5221 |
1.5199 |
1.5211 |
PP |
1.5200 |
1.5200 |
1.5200 |
1.5195 |
S1 |
1.5174 |
1.5174 |
1.5191 |
1.5164 |
S2 |
1.5153 |
1.5153 |
1.5186 |
|
S3 |
1.5106 |
1.5127 |
1.5182 |
|
S4 |
1.5059 |
1.5080 |
1.5169 |
|
|
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 |
1.5088 |
0.0180 |
1.2% |
0.0072 |
0.5% |
59% |
False |
False |
62,754 |
10 |
1.5441 |
1.5023 |
0.0418 |
2.8% |
0.0101 |
0.7% |
41% |
False |
False |
80,238 |
20 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0100 |
0.7% |
35% |
False |
False |
76,333 |
40 |
1.5522 |
1.5023 |
0.0499 |
3.3% |
0.0106 |
0.7% |
34% |
False |
False |
77,152 |
60 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0114 |
0.7% |
22% |
False |
False |
64,052 |
80 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0107 |
0.7% |
22% |
False |
False |
48,077 |
100 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0104 |
0.7% |
22% |
False |
False |
38,472 |
120 |
1.5892 |
1.5023 |
0.0869 |
5.7% |
0.0103 |
0.7% |
20% |
False |
False |
32,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5426 |
2.618 |
1.5349 |
1.618 |
1.5302 |
1.000 |
1.5273 |
0.618 |
1.5255 |
HIGH |
1.5226 |
0.618 |
1.5208 |
0.500 |
1.5203 |
0.382 |
1.5197 |
LOW |
1.5179 |
0.618 |
1.5150 |
1.000 |
1.5132 |
1.618 |
1.5103 |
2.618 |
1.5056 |
4.250 |
1.4979 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5203 |
1.5219 |
PP |
1.5200 |
1.5211 |
S1 |
1.5198 |
1.5203 |
|