CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4944 |
1.5144 |
0.0200 |
1.3% |
1.5034 |
| High |
1.5159 |
1.5158 |
-0.0001 |
0.0% |
1.5159 |
| Low |
1.4901 |
1.5078 |
0.0177 |
1.2% |
1.4893 |
| Close |
1.5150 |
1.5102 |
-0.0048 |
-0.3% |
1.5102 |
| Range |
0.0258 |
0.0080 |
-0.0178 |
-69.0% |
0.0266 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
156,266 |
97,034 |
-59,232 |
-37.9% |
472,675 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5353 |
1.5307 |
1.5146 |
|
| R3 |
1.5273 |
1.5227 |
1.5124 |
|
| R2 |
1.5193 |
1.5193 |
1.5117 |
|
| R1 |
1.5147 |
1.5147 |
1.5109 |
1.5130 |
| PP |
1.5113 |
1.5113 |
1.5113 |
1.5104 |
| S1 |
1.5067 |
1.5067 |
1.5095 |
1.5050 |
| S2 |
1.5033 |
1.5033 |
1.5087 |
|
| S3 |
1.4953 |
1.4987 |
1.5080 |
|
| S4 |
1.4873 |
1.4907 |
1.5058 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5849 |
1.5742 |
1.5248 |
|
| R3 |
1.5583 |
1.5476 |
1.5175 |
|
| R2 |
1.5317 |
1.5317 |
1.5151 |
|
| R1 |
1.5210 |
1.5210 |
1.5126 |
1.5264 |
| PP |
1.5051 |
1.5051 |
1.5051 |
1.5078 |
| S1 |
1.4944 |
1.4944 |
1.5078 |
1.4998 |
| S2 |
1.4785 |
1.4785 |
1.5053 |
|
| S3 |
1.4519 |
1.4678 |
1.5029 |
|
| S4 |
1.4253 |
1.4412 |
1.4956 |
|
|
| 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% |
0.0135 |
0.9% |
79% |
False |
False |
94,535 |
| 10 |
1.5307 |
1.4893 |
0.0414 |
2.7% |
0.0117 |
0.8% |
50% |
False |
False |
82,359 |
| 20 |
1.5333 |
1.4893 |
0.0440 |
2.9% |
0.0103 |
0.7% |
48% |
False |
False |
77,470 |
| 40 |
1.5514 |
1.4893 |
0.0621 |
4.1% |
0.0105 |
0.7% |
34% |
False |
False |
77,095 |
| 60 |
1.5650 |
1.4893 |
0.0757 |
5.0% |
0.0108 |
0.7% |
28% |
False |
False |
77,617 |
| 80 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0110 |
0.7% |
23% |
False |
False |
60,927 |
| 100 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0105 |
0.7% |
23% |
False |
False |
48,759 |
| 120 |
1.5892 |
1.4893 |
0.0999 |
6.6% |
0.0104 |
0.7% |
21% |
False |
False |
40,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5498 |
|
2.618 |
1.5367 |
|
1.618 |
1.5287 |
|
1.000 |
1.5238 |
|
0.618 |
1.5207 |
|
HIGH |
1.5158 |
|
0.618 |
1.5127 |
|
0.500 |
1.5118 |
|
0.382 |
1.5109 |
|
LOW |
1.5078 |
|
0.618 |
1.5029 |
|
1.000 |
1.4998 |
|
1.618 |
1.4949 |
|
2.618 |
1.4869 |
|
4.250 |
1.4738 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5118 |
1.5077 |
| PP |
1.5113 |
1.5051 |
| S1 |
1.5107 |
1.5026 |
|