CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5197 |
1.5212 |
0.0015 |
0.1% |
1.5050 |
| High |
1.5236 |
1.5247 |
0.0011 |
0.1% |
1.5268 |
| Low |
1.5152 |
1.5185 |
0.0033 |
0.2% |
1.5038 |
| Close |
1.5208 |
1.5227 |
0.0019 |
0.1% |
1.5227 |
| Range |
0.0084 |
0.0062 |
-0.0022 |
-26.2% |
0.0230 |
| ATR |
0.0100 |
0.0098 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
61,807 |
53,946 |
-7,861 |
-12.7% |
348,060 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5406 |
1.5378 |
1.5261 |
|
| R3 |
1.5344 |
1.5316 |
1.5244 |
|
| R2 |
1.5282 |
1.5282 |
1.5238 |
|
| R1 |
1.5254 |
1.5254 |
1.5233 |
1.5268 |
| PP |
1.5220 |
1.5220 |
1.5220 |
1.5227 |
| S1 |
1.5192 |
1.5192 |
1.5221 |
1.5206 |
| S2 |
1.5158 |
1.5158 |
1.5216 |
|
| S3 |
1.5096 |
1.5130 |
1.5210 |
|
| S4 |
1.5034 |
1.5068 |
1.5193 |
|
|
| 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 |
1.5152 |
0.0116 |
0.8% |
0.0070 |
0.5% |
65% |
False |
False |
61,279 |
| 10 |
1.5397 |
1.5023 |
0.0374 |
2.5% |
0.0098 |
0.6% |
55% |
False |
False |
78,809 |
| 20 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0100 |
0.7% |
42% |
False |
False |
77,175 |
| 40 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0101 |
0.7% |
42% |
False |
False |
75,349 |
| 60 |
1.5708 |
1.5023 |
0.0685 |
4.5% |
0.0111 |
0.7% |
30% |
False |
False |
65,965 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0107 |
0.7% |
26% |
False |
False |
49,523 |
| 100 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0104 |
0.7% |
26% |
False |
False |
39,628 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.7% |
0.0103 |
0.7% |
23% |
False |
False |
33,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5511 |
|
2.618 |
1.5409 |
|
1.618 |
1.5347 |
|
1.000 |
1.5309 |
|
0.618 |
1.5285 |
|
HIGH |
1.5247 |
|
0.618 |
1.5223 |
|
0.500 |
1.5216 |
|
0.382 |
1.5209 |
|
LOW |
1.5185 |
|
0.618 |
1.5147 |
|
1.000 |
1.5123 |
|
1.618 |
1.5085 |
|
2.618 |
1.5023 |
|
4.250 |
1.4922 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5223 |
1.5218 |
| PP |
1.5220 |
1.5209 |
| S1 |
1.5216 |
1.5200 |
|