CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1.5144 |
1.5106 |
-0.0038 |
-0.3% |
1.5034 |
High |
1.5158 |
1.5114 |
-0.0044 |
-0.3% |
1.5159 |
Low |
1.5078 |
1.5043 |
-0.0035 |
-0.2% |
1.4893 |
Close |
1.5102 |
1.5061 |
-0.0041 |
-0.3% |
1.5102 |
Range |
0.0080 |
0.0071 |
-0.0009 |
-11.3% |
0.0266 |
ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.6% |
0.0000 |
Volume |
97,034 |
70,786 |
-26,248 |
-27.1% |
472,675 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5286 |
1.5244 |
1.5100 |
|
R3 |
1.5215 |
1.5173 |
1.5081 |
|
R2 |
1.5144 |
1.5144 |
1.5074 |
|
R1 |
1.5102 |
1.5102 |
1.5068 |
1.5088 |
PP |
1.5073 |
1.5073 |
1.5073 |
1.5065 |
S1 |
1.5031 |
1.5031 |
1.5054 |
1.5017 |
S2 |
1.5002 |
1.5002 |
1.5048 |
|
S3 |
1.4931 |
1.4960 |
1.5041 |
|
S4 |
1.4860 |
1.4889 |
1.5022 |
|
|
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% |
0.0134 |
0.9% |
63% |
False |
False |
96,121 |
10 |
1.5193 |
1.4893 |
0.0300 |
2.0% |
0.0111 |
0.7% |
56% |
False |
False |
81,947 |
20 |
1.5333 |
1.4893 |
0.0440 |
2.9% |
0.0097 |
0.6% |
38% |
False |
False |
74,806 |
40 |
1.5514 |
1.4893 |
0.0621 |
4.1% |
0.0105 |
0.7% |
27% |
False |
False |
77,077 |
60 |
1.5650 |
1.4893 |
0.0757 |
5.0% |
0.0109 |
0.7% |
22% |
False |
False |
77,559 |
80 |
1.5805 |
1.4893 |
0.0912 |
6.1% |
0.0110 |
0.7% |
18% |
False |
False |
61,809 |
100 |
1.5805 |
1.4893 |
0.0912 |
6.1% |
0.0105 |
0.7% |
18% |
False |
False |
49,465 |
120 |
1.5892 |
1.4893 |
0.0999 |
6.6% |
0.0104 |
0.7% |
17% |
False |
False |
41,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5416 |
2.618 |
1.5300 |
1.618 |
1.5229 |
1.000 |
1.5185 |
0.618 |
1.5158 |
HIGH |
1.5114 |
0.618 |
1.5087 |
0.500 |
1.5079 |
0.382 |
1.5070 |
LOW |
1.5043 |
0.618 |
1.4999 |
1.000 |
1.4972 |
1.618 |
1.4928 |
2.618 |
1.4857 |
4.250 |
1.4741 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5079 |
1.5051 |
PP |
1.5073 |
1.5040 |
S1 |
1.5067 |
1.5030 |
|