CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5121 |
1.5081 |
-0.0040 |
-0.3% |
1.5222 |
| High |
1.5153 |
1.5135 |
-0.0018 |
-0.1% |
1.5333 |
| Low |
1.5052 |
1.5055 |
0.0003 |
0.0% |
1.5152 |
| Close |
1.5088 |
1.5125 |
0.0037 |
0.2% |
1.5190 |
| Range |
0.0101 |
0.0080 |
-0.0021 |
-20.8% |
0.0181 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
72,326 |
59,660 |
-12,666 |
-17.5% |
328,592 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5345 |
1.5315 |
1.5169 |
|
| R3 |
1.5265 |
1.5235 |
1.5147 |
|
| R2 |
1.5185 |
1.5185 |
1.5140 |
|
| R1 |
1.5155 |
1.5155 |
1.5132 |
1.5170 |
| PP |
1.5105 |
1.5105 |
1.5105 |
1.5113 |
| S1 |
1.5075 |
1.5075 |
1.5118 |
1.5090 |
| S2 |
1.5025 |
1.5025 |
1.5110 |
|
| S3 |
1.4945 |
1.4995 |
1.5103 |
|
| S4 |
1.4865 |
1.4915 |
1.5081 |
|
|
| 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 |
1.5052 |
0.0281 |
1.9% |
0.0100 |
0.7% |
26% |
False |
False |
72,864 |
| 10 |
1.5333 |
1.5052 |
0.0281 |
1.9% |
0.0085 |
0.6% |
26% |
False |
False |
67,071 |
| 20 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0099 |
0.7% |
22% |
False |
False |
76,497 |
| 40 |
1.5514 |
1.5023 |
0.0491 |
3.2% |
0.0102 |
0.7% |
21% |
False |
False |
74,728 |
| 60 |
1.5650 |
1.5023 |
0.0627 |
4.1% |
0.0108 |
0.7% |
16% |
False |
False |
71,945 |
| 80 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0109 |
0.7% |
13% |
False |
False |
54,076 |
| 100 |
1.5805 |
1.5023 |
0.0782 |
5.2% |
0.0104 |
0.7% |
13% |
False |
False |
43,269 |
| 120 |
1.5892 |
1.5023 |
0.0869 |
5.7% |
0.0103 |
0.7% |
12% |
False |
False |
36,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5475 |
|
2.618 |
1.5344 |
|
1.618 |
1.5264 |
|
1.000 |
1.5215 |
|
0.618 |
1.5184 |
|
HIGH |
1.5135 |
|
0.618 |
1.5104 |
|
0.500 |
1.5095 |
|
0.382 |
1.5086 |
|
LOW |
1.5055 |
|
0.618 |
1.5006 |
|
1.000 |
1.4975 |
|
1.618 |
1.4926 |
|
2.618 |
1.4846 |
|
4.250 |
1.4715 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5115 |
1.5124 |
| PP |
1.5105 |
1.5123 |
| S1 |
1.5095 |
1.5123 |
|