CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5120 |
1.5135 |
0.0015 |
0.1% |
1.5454 |
| High |
1.5145 |
1.5220 |
0.0075 |
0.5% |
1.5488 |
| Low |
1.5094 |
1.5135 |
0.0041 |
0.3% |
1.5026 |
| Close |
1.5108 |
1.5199 |
0.0091 |
0.6% |
1.5038 |
| Range |
0.0051 |
0.0085 |
0.0034 |
66.7% |
0.0462 |
| ATR |
0.0105 |
0.0105 |
0.0001 |
0.5% |
0.0000 |
| Volume |
106 |
111 |
5 |
4.7% |
1,374 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5440 |
1.5404 |
1.5246 |
|
| R3 |
1.5355 |
1.5319 |
1.5222 |
|
| R2 |
1.5270 |
1.5270 |
1.5215 |
|
| R1 |
1.5234 |
1.5234 |
1.5207 |
1.5252 |
| PP |
1.5185 |
1.5185 |
1.5185 |
1.5194 |
| S1 |
1.5149 |
1.5149 |
1.5191 |
1.5167 |
| S2 |
1.5100 |
1.5100 |
1.5183 |
|
| S3 |
1.5015 |
1.5064 |
1.5176 |
|
| S4 |
1.4930 |
1.4979 |
1.5152 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6570 |
1.6266 |
1.5292 |
|
| R3 |
1.6108 |
1.5804 |
1.5165 |
|
| R2 |
1.5646 |
1.5646 |
1.5123 |
|
| R1 |
1.5342 |
1.5342 |
1.5080 |
1.5263 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5145 |
| S1 |
1.4880 |
1.4880 |
1.4996 |
1.4801 |
| S2 |
1.4722 |
1.4722 |
1.4953 |
|
| S3 |
1.4260 |
1.4418 |
1.4911 |
|
| S4 |
1.3798 |
1.3956 |
1.4784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5393 |
1.5026 |
0.0367 |
2.4% |
0.0117 |
0.8% |
47% |
False |
False |
815 |
| 10 |
1.5488 |
1.5026 |
0.0462 |
3.0% |
0.0107 |
0.7% |
37% |
False |
False |
460 |
| 20 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0094 |
0.6% |
37% |
False |
False |
246 |
| 40 |
1.5640 |
1.5026 |
0.0614 |
4.0% |
0.0103 |
0.7% |
28% |
False |
False |
136 |
| 60 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0096 |
0.6% |
23% |
False |
False |
95 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0086 |
0.6% |
23% |
False |
False |
71 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0074 |
0.5% |
23% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5581 |
|
2.618 |
1.5443 |
|
1.618 |
1.5358 |
|
1.000 |
1.5305 |
|
0.618 |
1.5273 |
|
HIGH |
1.5220 |
|
0.618 |
1.5188 |
|
0.500 |
1.5178 |
|
0.382 |
1.5167 |
|
LOW |
1.5135 |
|
0.618 |
1.5082 |
|
1.000 |
1.5050 |
|
1.618 |
1.4997 |
|
2.618 |
1.4912 |
|
4.250 |
1.4774 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5192 |
1.5179 |
| PP |
1.5185 |
1.5159 |
| S1 |
1.5178 |
1.5140 |
|