CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5034 |
1.5061 |
0.0027 |
0.2% |
1.5184 |
| High |
1.5068 |
1.5124 |
0.0056 |
0.4% |
1.5193 |
| Low |
1.4992 |
1.5049 |
0.0057 |
0.4% |
1.5028 |
| Close |
1.5059 |
1.5081 |
0.0022 |
0.1% |
1.5049 |
| Range |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0165 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
62,853 |
59,926 |
-2,927 |
-4.7% |
276,018 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5310 |
1.5270 |
1.5122 |
|
| R3 |
1.5235 |
1.5195 |
1.5102 |
|
| R2 |
1.5160 |
1.5160 |
1.5095 |
|
| R1 |
1.5120 |
1.5120 |
1.5088 |
1.5140 |
| PP |
1.5085 |
1.5085 |
1.5085 |
1.5095 |
| S1 |
1.5045 |
1.5045 |
1.5074 |
1.5065 |
| S2 |
1.5010 |
1.5010 |
1.5067 |
|
| S3 |
1.4935 |
1.4970 |
1.5060 |
|
| S4 |
1.4860 |
1.4895 |
1.5040 |
|
|
| 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 |
1.5153 |
1.4992 |
0.0161 |
1.1% |
0.0086 |
0.6% |
55% |
False |
False |
66,273 |
| 10 |
1.5333 |
1.4992 |
0.0341 |
2.3% |
0.0090 |
0.6% |
26% |
False |
False |
67,945 |
| 20 |
1.5441 |
1.4992 |
0.0449 |
3.0% |
0.0095 |
0.6% |
20% |
False |
False |
74,091 |
| 40 |
1.5514 |
1.4992 |
0.0522 |
3.5% |
0.0101 |
0.7% |
17% |
False |
False |
74,138 |
| 60 |
1.5650 |
1.4992 |
0.0658 |
4.4% |
0.0107 |
0.7% |
14% |
False |
False |
75,032 |
| 80 |
1.5805 |
1.4992 |
0.0813 |
5.4% |
0.0107 |
0.7% |
11% |
False |
False |
56,559 |
| 100 |
1.5805 |
1.4992 |
0.0813 |
5.4% |
0.0103 |
0.7% |
11% |
False |
False |
45,262 |
| 120 |
1.5892 |
1.4992 |
0.0900 |
6.0% |
0.0103 |
0.7% |
10% |
False |
False |
37,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5443 |
|
2.618 |
1.5320 |
|
1.618 |
1.5245 |
|
1.000 |
1.5199 |
|
0.618 |
1.5170 |
|
HIGH |
1.5124 |
|
0.618 |
1.5095 |
|
0.500 |
1.5087 |
|
0.382 |
1.5078 |
|
LOW |
1.5049 |
|
0.618 |
1.5003 |
|
1.000 |
1.4974 |
|
1.618 |
1.4928 |
|
2.618 |
1.4853 |
|
4.250 |
1.4730 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5087 |
1.5074 |
| PP |
1.5085 |
1.5067 |
| S1 |
1.5083 |
1.5060 |
|