CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5046 |
1.5010 |
-0.0036 |
-0.2% |
1.5034 |
| High |
1.5060 |
1.5193 |
0.0133 |
0.9% |
1.5159 |
| Low |
1.4956 |
1.5004 |
0.0048 |
0.3% |
1.4893 |
| Close |
1.4995 |
1.5164 |
0.0169 |
1.1% |
1.5102 |
| Range |
0.0104 |
0.0189 |
0.0085 |
81.7% |
0.0266 |
| ATR |
0.0108 |
0.0114 |
0.0006 |
6.0% |
0.0000 |
| Volume |
92,944 |
149,244 |
56,300 |
60.6% |
472,675 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5687 |
1.5615 |
1.5268 |
|
| R3 |
1.5498 |
1.5426 |
1.5216 |
|
| R2 |
1.5309 |
1.5309 |
1.5199 |
|
| R1 |
1.5237 |
1.5237 |
1.5181 |
1.5273 |
| PP |
1.5120 |
1.5120 |
1.5120 |
1.5139 |
| S1 |
1.5048 |
1.5048 |
1.5147 |
1.5084 |
| S2 |
1.4931 |
1.4931 |
1.5129 |
|
| S3 |
1.4742 |
1.4859 |
1.5112 |
|
| S4 |
1.4553 |
1.4670 |
1.5060 |
|
|
| 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 |
1.5193 |
1.4901 |
0.0292 |
1.9% |
0.0140 |
0.9% |
90% |
True |
False |
113,254 |
| 10 |
1.5193 |
1.4893 |
0.0300 |
2.0% |
0.0122 |
0.8% |
90% |
True |
False |
92,191 |
| 20 |
1.5333 |
1.4893 |
0.0440 |
2.9% |
0.0105 |
0.7% |
62% |
False |
False |
80,314 |
| 40 |
1.5514 |
1.4893 |
0.0621 |
4.1% |
0.0106 |
0.7% |
44% |
False |
False |
79,532 |
| 60 |
1.5650 |
1.4893 |
0.0757 |
5.0% |
0.0110 |
0.7% |
36% |
False |
False |
79,689 |
| 80 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0112 |
0.7% |
30% |
False |
False |
64,835 |
| 100 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0106 |
0.7% |
30% |
False |
False |
51,887 |
| 120 |
1.5890 |
1.4893 |
0.0997 |
6.6% |
0.0105 |
0.7% |
27% |
False |
False |
43,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5996 |
|
2.618 |
1.5688 |
|
1.618 |
1.5499 |
|
1.000 |
1.5382 |
|
0.618 |
1.5310 |
|
HIGH |
1.5193 |
|
0.618 |
1.5121 |
|
0.500 |
1.5099 |
|
0.382 |
1.5076 |
|
LOW |
1.5004 |
|
0.618 |
1.4887 |
|
1.000 |
1.4815 |
|
1.618 |
1.4698 |
|
2.618 |
1.4509 |
|
4.250 |
1.4201 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5142 |
1.5134 |
| PP |
1.5120 |
1.5104 |
| S1 |
1.5099 |
1.5075 |
|