CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5157 |
1.5199 |
0.0042 |
0.3% |
1.5106 |
| High |
1.5241 |
1.5199 |
-0.0042 |
-0.3% |
1.5241 |
| Low |
1.5127 |
1.5111 |
-0.0016 |
-0.1% |
1.4956 |
| Close |
1.5231 |
1.5144 |
-0.0087 |
-0.6% |
1.5231 |
| Range |
0.0114 |
0.0088 |
-0.0026 |
-22.8% |
0.0285 |
| ATR |
0.0113 |
0.0113 |
0.0001 |
0.5% |
0.0000 |
| Volume |
30,924 |
1,513 |
-29,411 |
-95.1% |
457,712 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5415 |
1.5368 |
1.5192 |
|
| R3 |
1.5327 |
1.5280 |
1.5168 |
|
| R2 |
1.5239 |
1.5239 |
1.5160 |
|
| R1 |
1.5192 |
1.5192 |
1.5152 |
1.5172 |
| PP |
1.5151 |
1.5151 |
1.5151 |
1.5141 |
| S1 |
1.5104 |
1.5104 |
1.5136 |
1.5084 |
| S2 |
1.5063 |
1.5063 |
1.5128 |
|
| S3 |
1.4975 |
1.5016 |
1.5120 |
|
| S4 |
1.4887 |
1.4928 |
1.5096 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5998 |
1.5899 |
1.5388 |
|
| R3 |
1.5713 |
1.5614 |
1.5309 |
|
| R2 |
1.5428 |
1.5428 |
1.5283 |
|
| R1 |
1.5329 |
1.5329 |
1.5257 |
1.5379 |
| PP |
1.5143 |
1.5143 |
1.5143 |
1.5167 |
| S1 |
1.5044 |
1.5044 |
1.5205 |
1.5094 |
| S2 |
1.4858 |
1.4858 |
1.5179 |
|
| S3 |
1.4573 |
1.4759 |
1.5153 |
|
| S4 |
1.4288 |
1.4474 |
1.5074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5241 |
1.4956 |
0.0285 |
1.9% |
0.0118 |
0.8% |
66% |
False |
False |
77,687 |
| 10 |
1.5241 |
1.4893 |
0.0348 |
2.3% |
0.0126 |
0.8% |
72% |
False |
False |
86,904 |
| 20 |
1.5333 |
1.4893 |
0.0440 |
2.9% |
0.0107 |
0.7% |
57% |
False |
False |
76,825 |
| 40 |
1.5514 |
1.4893 |
0.0621 |
4.1% |
0.0104 |
0.7% |
40% |
False |
False |
76,495 |
| 60 |
1.5561 |
1.4893 |
0.0668 |
4.4% |
0.0107 |
0.7% |
38% |
False |
False |
77,264 |
| 80 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0112 |
0.7% |
28% |
False |
False |
66,649 |
| 100 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0107 |
0.7% |
28% |
False |
False |
53,348 |
| 120 |
1.5805 |
1.4893 |
0.0912 |
6.0% |
0.0105 |
0.7% |
28% |
False |
False |
44,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5573 |
|
2.618 |
1.5429 |
|
1.618 |
1.5341 |
|
1.000 |
1.5287 |
|
0.618 |
1.5253 |
|
HIGH |
1.5199 |
|
0.618 |
1.5165 |
|
0.500 |
1.5155 |
|
0.382 |
1.5145 |
|
LOW |
1.5111 |
|
0.618 |
1.5057 |
|
1.000 |
1.5023 |
|
1.618 |
1.4969 |
|
2.618 |
1.4881 |
|
4.250 |
1.4737 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5155 |
1.5176 |
| PP |
1.5151 |
1.5165 |
| S1 |
1.5148 |
1.5155 |
|