CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5123 |
1.5034 |
-0.0089 |
-0.6% |
1.5184 |
| High |
1.5128 |
1.5068 |
-0.0060 |
-0.4% |
1.5193 |
| Low |
1.5028 |
1.4992 |
-0.0036 |
-0.2% |
1.5028 |
| Close |
1.5049 |
1.5059 |
0.0010 |
0.1% |
1.5049 |
| Range |
0.0100 |
0.0076 |
-0.0024 |
-24.0% |
0.0165 |
| ATR |
0.0098 |
0.0097 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
76,602 |
62,853 |
-13,749 |
-17.9% |
276,018 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5268 |
1.5239 |
1.5101 |
|
| R3 |
1.5192 |
1.5163 |
1.5080 |
|
| R2 |
1.5116 |
1.5116 |
1.5073 |
|
| R1 |
1.5087 |
1.5087 |
1.5066 |
1.5102 |
| PP |
1.5040 |
1.5040 |
1.5040 |
1.5047 |
| S1 |
1.5011 |
1.5011 |
1.5052 |
1.5026 |
| S2 |
1.4964 |
1.4964 |
1.5045 |
|
| S3 |
1.4888 |
1.4935 |
1.5038 |
|
| S4 |
1.4812 |
1.4859 |
1.5017 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5585 |
1.5482 |
1.5140 |
|
| R3 |
1.5420 |
1.5317 |
1.5094 |
|
| R2 |
1.5255 |
1.5255 |
1.5079 |
|
| R1 |
1.5152 |
1.5152 |
1.5064 |
1.5121 |
| PP |
1.5090 |
1.5090 |
1.5090 |
1.5075 |
| S1 |
1.4987 |
1.4987 |
1.5034 |
1.4956 |
| S2 |
1.4925 |
1.4925 |
1.5019 |
|
| S3 |
1.4760 |
1.4822 |
1.5004 |
|
| S4 |
1.4595 |
1.4657 |
1.4958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5193 |
1.4992 |
0.0201 |
1.3% |
0.0089 |
0.6% |
33% |
False |
True |
67,774 |
| 10 |
1.5333 |
1.4992 |
0.0341 |
2.3% |
0.0087 |
0.6% |
20% |
False |
True |
66,746 |
| 20 |
1.5494 |
1.4992 |
0.0502 |
3.3% |
0.0096 |
0.6% |
13% |
False |
True |
74,699 |
| 40 |
1.5514 |
1.4992 |
0.0522 |
3.5% |
0.0101 |
0.7% |
13% |
False |
True |
74,619 |
| 60 |
1.5650 |
1.4992 |
0.0658 |
4.4% |
0.0108 |
0.7% |
10% |
False |
True |
74,089 |
| 80 |
1.5805 |
1.4992 |
0.0813 |
5.4% |
0.0108 |
0.7% |
8% |
False |
True |
55,811 |
| 100 |
1.5805 |
1.4992 |
0.0813 |
5.4% |
0.0104 |
0.7% |
8% |
False |
True |
44,662 |
| 120 |
1.5892 |
1.4992 |
0.0900 |
6.0% |
0.0103 |
0.7% |
7% |
False |
True |
37,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5391 |
|
2.618 |
1.5267 |
|
1.618 |
1.5191 |
|
1.000 |
1.5144 |
|
0.618 |
1.5115 |
|
HIGH |
1.5068 |
|
0.618 |
1.5039 |
|
0.500 |
1.5030 |
|
0.382 |
1.5021 |
|
LOW |
1.4992 |
|
0.618 |
1.4945 |
|
1.000 |
1.4916 |
|
1.618 |
1.4869 |
|
2.618 |
1.4793 |
|
4.250 |
1.4669 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5049 |
1.5064 |
| PP |
1.5040 |
1.5062 |
| S1 |
1.5030 |
1.5061 |
|