CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
1.5106 |
1.5046 |
-0.0060 |
-0.4% |
1.5034 |
High |
1.5114 |
1.5060 |
-0.0054 |
-0.4% |
1.5159 |
Low |
1.5043 |
1.4956 |
-0.0087 |
-0.6% |
1.4893 |
Close |
1.5061 |
1.4995 |
-0.0066 |
-0.4% |
1.5102 |
Range |
0.0071 |
0.0104 |
0.0033 |
46.5% |
0.0266 |
ATR |
0.0108 |
0.0108 |
0.0000 |
-0.2% |
0.0000 |
Volume |
70,786 |
92,944 |
22,158 |
31.3% |
472,675 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5316 |
1.5259 |
1.5052 |
|
R3 |
1.5212 |
1.5155 |
1.5024 |
|
R2 |
1.5108 |
1.5108 |
1.5014 |
|
R1 |
1.5051 |
1.5051 |
1.5005 |
1.5028 |
PP |
1.5004 |
1.5004 |
1.5004 |
1.4992 |
S1 |
1.4947 |
1.4947 |
1.4985 |
1.4924 |
S2 |
1.4900 |
1.4900 |
1.4976 |
|
S3 |
1.4796 |
1.4843 |
1.4966 |
|
S4 |
1.4692 |
1.4739 |
1.4938 |
|
|
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% |
0.0140 |
0.9% |
38% |
False |
False |
102,725 |
10 |
1.5159 |
1.4893 |
0.0266 |
1.8% |
0.0113 |
0.8% |
38% |
False |
False |
84,499 |
20 |
1.5333 |
1.4893 |
0.0440 |
2.9% |
0.0098 |
0.7% |
23% |
False |
False |
75,342 |
40 |
1.5514 |
1.4893 |
0.0621 |
4.1% |
0.0106 |
0.7% |
16% |
False |
False |
78,381 |
60 |
1.5650 |
1.4893 |
0.0757 |
5.0% |
0.0109 |
0.7% |
13% |
False |
False |
78,185 |
80 |
1.5805 |
1.4893 |
0.0912 |
6.1% |
0.0111 |
0.7% |
11% |
False |
False |
62,971 |
100 |
1.5805 |
1.4893 |
0.0912 |
6.1% |
0.0105 |
0.7% |
11% |
False |
False |
50,395 |
120 |
1.5890 |
1.4893 |
0.0997 |
6.6% |
0.0104 |
0.7% |
10% |
False |
False |
42,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5502 |
2.618 |
1.5332 |
1.618 |
1.5228 |
1.000 |
1.5164 |
0.618 |
1.5124 |
HIGH |
1.5060 |
0.618 |
1.5020 |
0.500 |
1.5008 |
0.382 |
1.4996 |
LOW |
1.4956 |
0.618 |
1.4892 |
1.000 |
1.4852 |
1.618 |
1.4788 |
2.618 |
1.4684 |
4.250 |
1.4514 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5008 |
1.5057 |
PP |
1.5004 |
1.5036 |
S1 |
1.4999 |
1.5016 |
|