CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5410 |
1.5381 |
-0.0029 |
-0.2% |
1.5327 |
| High |
1.5436 |
1.5393 |
-0.0043 |
-0.3% |
1.5460 |
| Low |
1.5355 |
1.5201 |
-0.0154 |
-1.0% |
1.5237 |
| Close |
1.5373 |
1.5204 |
-0.0169 |
-1.1% |
1.5419 |
| Range |
0.0081 |
0.0192 |
0.0111 |
137.0% |
0.0223 |
| ATR |
0.0098 |
0.0105 |
0.0007 |
6.9% |
0.0000 |
| Volume |
123 |
255 |
132 |
107.3% |
393 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5842 |
1.5715 |
1.5310 |
|
| R3 |
1.5650 |
1.5523 |
1.5257 |
|
| R2 |
1.5458 |
1.5458 |
1.5239 |
|
| R1 |
1.5331 |
1.5331 |
1.5222 |
1.5299 |
| PP |
1.5266 |
1.5266 |
1.5266 |
1.5250 |
| S1 |
1.5139 |
1.5139 |
1.5186 |
1.5107 |
| S2 |
1.5074 |
1.5074 |
1.5169 |
|
| S3 |
1.4882 |
1.4947 |
1.5151 |
|
| S4 |
1.4690 |
1.4755 |
1.5098 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6041 |
1.5953 |
1.5542 |
|
| R3 |
1.5818 |
1.5730 |
1.5480 |
|
| R2 |
1.5595 |
1.5595 |
1.5460 |
|
| R1 |
1.5507 |
1.5507 |
1.5439 |
1.5551 |
| PP |
1.5372 |
1.5372 |
1.5372 |
1.5394 |
| S1 |
1.5284 |
1.5284 |
1.5399 |
1.5328 |
| S2 |
1.5149 |
1.5149 |
1.5378 |
|
| S3 |
1.4926 |
1.5061 |
1.5358 |
|
| S4 |
1.4703 |
1.4838 |
1.5296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5488 |
1.5201 |
0.0287 |
1.9% |
0.0120 |
0.8% |
1% |
False |
True |
103 |
| 10 |
1.5488 |
1.5201 |
0.0287 |
1.9% |
0.0103 |
0.7% |
1% |
False |
True |
91 |
| 20 |
1.5496 |
1.5191 |
0.0305 |
2.0% |
0.0102 |
0.7% |
4% |
False |
False |
58 |
| 40 |
1.5640 |
1.5097 |
0.0543 |
3.6% |
0.0103 |
0.7% |
20% |
False |
False |
43 |
| 60 |
1.5789 |
1.5097 |
0.0692 |
4.6% |
0.0093 |
0.6% |
15% |
False |
False |
31 |
| 80 |
1.5789 |
1.5097 |
0.0692 |
4.6% |
0.0083 |
0.5% |
15% |
False |
False |
23 |
| 100 |
1.5855 |
1.5097 |
0.0758 |
5.0% |
0.0070 |
0.5% |
14% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6209 |
|
2.618 |
1.5896 |
|
1.618 |
1.5704 |
|
1.000 |
1.5585 |
|
0.618 |
1.5512 |
|
HIGH |
1.5393 |
|
0.618 |
1.5320 |
|
0.500 |
1.5297 |
|
0.382 |
1.5274 |
|
LOW |
1.5201 |
|
0.618 |
1.5082 |
|
1.000 |
1.5009 |
|
1.618 |
1.4890 |
|
2.618 |
1.4698 |
|
4.250 |
1.4385 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5297 |
1.5319 |
| PP |
1.5266 |
1.5280 |
| S1 |
1.5235 |
1.5242 |
|