CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5075 |
1.4944 |
-0.0131 |
-0.9% |
1.5184 |
| High |
1.5079 |
1.5159 |
0.0080 |
0.5% |
1.5193 |
| Low |
1.4893 |
1.4901 |
0.0008 |
0.1% |
1.5028 |
| Close |
1.4937 |
1.5150 |
0.0213 |
1.4% |
1.5049 |
| Range |
0.0186 |
0.0258 |
0.0072 |
38.7% |
0.0165 |
| ATR |
0.0102 |
0.0113 |
0.0011 |
11.0% |
0.0000 |
| Volume |
96,596 |
156,266 |
59,670 |
61.8% |
276,018 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5844 |
1.5755 |
1.5292 |
|
| R3 |
1.5586 |
1.5497 |
1.5221 |
|
| R2 |
1.5328 |
1.5328 |
1.5197 |
|
| R1 |
1.5239 |
1.5239 |
1.5174 |
1.5284 |
| PP |
1.5070 |
1.5070 |
1.5070 |
1.5092 |
| S1 |
1.4981 |
1.4981 |
1.5126 |
1.5026 |
| S2 |
1.4812 |
1.4812 |
1.5103 |
|
| S3 |
1.4554 |
1.4723 |
1.5079 |
|
| S4 |
1.4296 |
1.4465 |
1.5008 |
|
|
| 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 |
1.5159 |
1.4893 |
0.0266 |
1.8% |
0.0139 |
0.9% |
97% |
True |
False |
90,448 |
| 10 |
1.5333 |
1.4893 |
0.0440 |
2.9% |
0.0120 |
0.8% |
58% |
False |
False |
81,656 |
| 20 |
1.5397 |
1.4893 |
0.0504 |
3.3% |
0.0109 |
0.7% |
51% |
False |
False |
80,232 |
| 40 |
1.5514 |
1.4893 |
0.0621 |
4.1% |
0.0106 |
0.7% |
41% |
False |
False |
76,911 |
| 60 |
1.5650 |
1.4893 |
0.0757 |
5.0% |
0.0109 |
0.7% |
34% |
False |
False |
77,454 |
| 80 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0110 |
0.7% |
28% |
False |
False |
59,715 |
| 100 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0105 |
0.7% |
28% |
False |
False |
47,789 |
| 120 |
1.5892 |
1.4893 |
0.0999 |
6.6% |
0.0104 |
0.7% |
26% |
False |
False |
39,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6256 |
|
2.618 |
1.5834 |
|
1.618 |
1.5576 |
|
1.000 |
1.5417 |
|
0.618 |
1.5318 |
|
HIGH |
1.5159 |
|
0.618 |
1.5060 |
|
0.500 |
1.5030 |
|
0.382 |
1.5000 |
|
LOW |
1.4901 |
|
0.618 |
1.4742 |
|
1.000 |
1.4643 |
|
1.618 |
1.4484 |
|
2.618 |
1.4226 |
|
4.250 |
1.3805 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5110 |
1.5109 |
| PP |
1.5070 |
1.5067 |
| S1 |
1.5030 |
1.5026 |
|