CME British Pound Future December 2015


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 1.5286 1.5184 -0.0102 -0.7% 1.5222
High 1.5307 1.5193 -0.0114 -0.7% 1.5333
Low 1.5180 1.5106 -0.0074 -0.5% 1.5152
Close 1.5190 1.5114 -0.0076 -0.5% 1.5190
Range 0.0127 0.0087 -0.0040 -31.5% 0.0181
ATR 0.0100 0.0099 -0.0001 -0.9% 0.0000
Volume 74,901 67,430 -7,471 -10.0% 328,592
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.5399 1.5343 1.5162
R3 1.5312 1.5256 1.5138
R2 1.5225 1.5225 1.5130
R1 1.5169 1.5169 1.5122 1.5154
PP 1.5138 1.5138 1.5138 1.5130
S1 1.5082 1.5082 1.5106 1.5067
S2 1.5051 1.5051 1.5098
S3 1.4964 1.4995 1.5090
S4 1.4877 1.4908 1.5066
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 1.5106 0.0227 1.5% 0.0093 0.6% 4% False True 69,617
10 1.5333 1.5088 0.0245 1.6% 0.0083 0.5% 11% False False 66,185
20 1.5494 1.5023 0.0471 3.1% 0.0099 0.7% 19% False False 76,985
40 1.5514 1.5023 0.0491 3.2% 0.0102 0.7% 19% False False 75,592
60 1.5650 1.5023 0.0627 4.1% 0.0108 0.7% 15% False False 69,784
80 1.5805 1.5023 0.0782 5.2% 0.0108 0.7% 12% False False 52,426
100 1.5805 1.5023 0.0782 5.2% 0.0105 0.7% 12% False False 41,950
120 1.5892 1.5023 0.0869 5.7% 0.0104 0.7% 10% False False 34,963
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5563
2.618 1.5421
1.618 1.5334
1.000 1.5280
0.618 1.5247
HIGH 1.5193
0.618 1.5160
0.500 1.5150
0.382 1.5139
LOW 1.5106
0.618 1.5052
1.000 1.5019
1.618 1.4965
2.618 1.4878
4.250 1.4736
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 1.5150 1.5220
PP 1.5138 1.5184
S1 1.5126 1.5149

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These figures are updated between 7pm and 10pm EST after a trading day.

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