CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5227 |
1.5286 |
0.0059 |
0.4% |
1.5222 |
| High |
1.5333 |
1.5307 |
-0.0026 |
-0.2% |
1.5333 |
| Low |
1.5226 |
1.5180 |
-0.0046 |
-0.3% |
1.5152 |
| Close |
1.5290 |
1.5190 |
-0.0100 |
-0.7% |
1.5190 |
| Range |
0.0107 |
0.0127 |
0.0020 |
18.7% |
0.0181 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.1% |
0.0000 |
| Volume |
90,003 |
74,901 |
-15,102 |
-16.8% |
328,592 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5607 |
1.5525 |
1.5260 |
|
| R3 |
1.5480 |
1.5398 |
1.5225 |
|
| R2 |
1.5353 |
1.5353 |
1.5213 |
|
| R1 |
1.5271 |
1.5271 |
1.5202 |
1.5249 |
| PP |
1.5226 |
1.5226 |
1.5226 |
1.5214 |
| S1 |
1.5144 |
1.5144 |
1.5178 |
1.5122 |
| S2 |
1.5099 |
1.5099 |
1.5167 |
|
| S3 |
1.4972 |
1.5017 |
1.5155 |
|
| S4 |
1.4845 |
1.4890 |
1.5120 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5768 |
1.5660 |
1.5290 |
|
| R3 |
1.5587 |
1.5479 |
1.5240 |
|
| R2 |
1.5406 |
1.5406 |
1.5223 |
|
| R1 |
1.5298 |
1.5298 |
1.5207 |
1.5262 |
| PP |
1.5225 |
1.5225 |
1.5225 |
1.5207 |
| S1 |
1.5117 |
1.5117 |
1.5173 |
1.5081 |
| S2 |
1.5044 |
1.5044 |
1.5157 |
|
| S3 |
1.4863 |
1.4936 |
1.5140 |
|
| S4 |
1.4682 |
1.4755 |
1.5090 |
|
|
| 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% |
0.0085 |
0.6% |
21% |
False |
False |
65,718 |
| 10 |
1.5333 |
1.5038 |
0.0295 |
1.9% |
0.0083 |
0.5% |
52% |
False |
False |
67,665 |
| 20 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0099 |
0.6% |
35% |
False |
False |
76,195 |
| 40 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0102 |
0.7% |
34% |
False |
False |
75,464 |
| 60 |
1.5650 |
1.5023 |
0.0627 |
4.1% |
0.0108 |
0.7% |
27% |
False |
False |
68,677 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0108 |
0.7% |
21% |
False |
False |
51,584 |
| 100 |
1.5805 |
1.5023 |
0.0782 |
5.1% |
0.0105 |
0.7% |
21% |
False |
False |
41,276 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.7% |
0.0103 |
0.7% |
19% |
False |
False |
34,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5847 |
|
2.618 |
1.5639 |
|
1.618 |
1.5512 |
|
1.000 |
1.5434 |
|
0.618 |
1.5385 |
|
HIGH |
1.5307 |
|
0.618 |
1.5258 |
|
0.500 |
1.5244 |
|
0.382 |
1.5229 |
|
LOW |
1.5180 |
|
0.618 |
1.5102 |
|
1.000 |
1.5053 |
|
1.618 |
1.4975 |
|
2.618 |
1.4848 |
|
4.250 |
1.4640 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5244 |
1.5257 |
| PP |
1.5226 |
1.5234 |
| S1 |
1.5208 |
1.5212 |
|