CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5212 |
1.5227 |
0.0015 |
0.1% |
1.5050 |
| High |
1.5247 |
1.5333 |
0.0086 |
0.6% |
1.5268 |
| Low |
1.5185 |
1.5226 |
0.0041 |
0.3% |
1.5038 |
| Close |
1.5227 |
1.5290 |
0.0063 |
0.4% |
1.5227 |
| Range |
0.0062 |
0.0107 |
0.0045 |
72.6% |
0.0230 |
| ATR |
0.0098 |
0.0098 |
0.0001 |
0.7% |
0.0000 |
| Volume |
53,946 |
90,003 |
36,057 |
66.8% |
348,060 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5604 |
1.5554 |
1.5349 |
|
| R3 |
1.5497 |
1.5447 |
1.5319 |
|
| R2 |
1.5390 |
1.5390 |
1.5310 |
|
| R1 |
1.5340 |
1.5340 |
1.5300 |
1.5365 |
| PP |
1.5283 |
1.5283 |
1.5283 |
1.5296 |
| S1 |
1.5233 |
1.5233 |
1.5280 |
1.5258 |
| S2 |
1.5176 |
1.5176 |
1.5270 |
|
| S3 |
1.5069 |
1.5126 |
1.5261 |
|
| S4 |
1.4962 |
1.5019 |
1.5231 |
|
|
| 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 |
1.5333 |
1.5152 |
0.0181 |
1.2% |
0.0077 |
0.5% |
76% |
True |
False |
63,803 |
| 10 |
1.5333 |
1.5023 |
0.0310 |
2.0% |
0.0089 |
0.6% |
86% |
True |
False |
72,582 |
| 20 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0098 |
0.6% |
57% |
False |
False |
76,513 |
| 40 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0101 |
0.7% |
54% |
False |
False |
75,568 |
| 60 |
1.5650 |
1.5023 |
0.0627 |
4.1% |
0.0109 |
0.7% |
43% |
False |
False |
67,441 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0107 |
0.7% |
34% |
False |
False |
50,648 |
| 100 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0105 |
0.7% |
34% |
False |
False |
40,527 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.7% |
0.0103 |
0.7% |
31% |
False |
False |
33,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5788 |
|
2.618 |
1.5613 |
|
1.618 |
1.5506 |
|
1.000 |
1.5440 |
|
0.618 |
1.5399 |
|
HIGH |
1.5333 |
|
0.618 |
1.5292 |
|
0.500 |
1.5280 |
|
0.382 |
1.5267 |
|
LOW |
1.5226 |
|
0.618 |
1.5160 |
|
1.000 |
1.5119 |
|
1.618 |
1.5053 |
|
2.618 |
1.4946 |
|
4.250 |
1.4771 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5287 |
1.5274 |
| PP |
1.5283 |
1.5258 |
| S1 |
1.5280 |
1.5243 |
|