CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5010 |
1.5180 |
0.0170 |
1.1% |
1.5034 |
| High |
1.5193 |
1.5206 |
0.0013 |
0.1% |
1.5159 |
| Low |
1.5004 |
1.5110 |
0.0106 |
0.7% |
1.4893 |
| Close |
1.5164 |
1.5154 |
-0.0010 |
-0.1% |
1.5102 |
| Range |
0.0189 |
0.0096 |
-0.0093 |
-49.2% |
0.0266 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
149,244 |
113,814 |
-35,430 |
-23.7% |
472,675 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5445 |
1.5395 |
1.5207 |
|
| R3 |
1.5349 |
1.5299 |
1.5180 |
|
| R2 |
1.5253 |
1.5253 |
1.5172 |
|
| R1 |
1.5203 |
1.5203 |
1.5163 |
1.5180 |
| PP |
1.5157 |
1.5157 |
1.5157 |
1.5145 |
| S1 |
1.5107 |
1.5107 |
1.5145 |
1.5084 |
| S2 |
1.5061 |
1.5061 |
1.5136 |
|
| S3 |
1.4965 |
1.5011 |
1.5128 |
|
| S4 |
1.4869 |
1.4915 |
1.5101 |
|
|
| 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 |
1.5206 |
1.4956 |
0.0250 |
1.6% |
0.0108 |
0.7% |
79% |
True |
False |
104,764 |
| 10 |
1.5206 |
1.4893 |
0.0313 |
2.1% |
0.0124 |
0.8% |
83% |
True |
False |
97,606 |
| 20 |
1.5333 |
1.4893 |
0.0440 |
2.9% |
0.0104 |
0.7% |
59% |
False |
False |
82,339 |
| 40 |
1.5514 |
1.4893 |
0.0621 |
4.1% |
0.0102 |
0.7% |
42% |
False |
False |
79,310 |
| 60 |
1.5650 |
1.4893 |
0.0757 |
5.0% |
0.0108 |
0.7% |
34% |
False |
False |
79,854 |
| 80 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0111 |
0.7% |
29% |
False |
False |
66,253 |
| 100 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0107 |
0.7% |
29% |
False |
False |
53,024 |
| 120 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0105 |
0.7% |
29% |
False |
False |
44,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5614 |
|
2.618 |
1.5457 |
|
1.618 |
1.5361 |
|
1.000 |
1.5302 |
|
0.618 |
1.5265 |
|
HIGH |
1.5206 |
|
0.618 |
1.5169 |
|
0.500 |
1.5158 |
|
0.382 |
1.5147 |
|
LOW |
1.5110 |
|
0.618 |
1.5051 |
|
1.000 |
1.5014 |
|
1.618 |
1.4955 |
|
2.618 |
1.4859 |
|
4.250 |
1.4702 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5158 |
1.5130 |
| PP |
1.5157 |
1.5105 |
| S1 |
1.5155 |
1.5081 |
|