CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5225 |
1.5217 |
-0.0008 |
-0.1% |
1.5059 |
| High |
1.5246 |
1.5263 |
0.0017 |
0.1% |
1.5263 |
| Low |
1.5176 |
1.5189 |
0.0013 |
0.1% |
1.5059 |
| Close |
1.5220 |
1.5230 |
0.0010 |
0.1% |
1.5230 |
| Range |
0.0070 |
0.0074 |
0.0004 |
5.7% |
0.0204 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
226 |
277 |
51 |
22.6% |
3,421 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5449 |
1.5414 |
1.5271 |
|
| R3 |
1.5375 |
1.5340 |
1.5250 |
|
| R2 |
1.5301 |
1.5301 |
1.5244 |
|
| R1 |
1.5266 |
1.5266 |
1.5237 |
1.5284 |
| PP |
1.5227 |
1.5227 |
1.5227 |
1.5236 |
| S1 |
1.5192 |
1.5192 |
1.5223 |
1.5210 |
| S2 |
1.5153 |
1.5153 |
1.5216 |
|
| S3 |
1.5079 |
1.5118 |
1.5210 |
|
| S4 |
1.5005 |
1.5044 |
1.5189 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5796 |
1.5717 |
1.5342 |
|
| R3 |
1.5592 |
1.5513 |
1.5286 |
|
| R2 |
1.5388 |
1.5388 |
1.5267 |
|
| R1 |
1.5309 |
1.5309 |
1.5249 |
1.5349 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5204 |
| S1 |
1.5105 |
1.5105 |
1.5211 |
1.5145 |
| S2 |
1.4980 |
1.4980 |
1.5193 |
|
| S3 |
1.4776 |
1.4901 |
1.5174 |
|
| S4 |
1.4572 |
1.4697 |
1.5118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5263 |
1.5059 |
0.0204 |
1.3% |
0.0070 |
0.5% |
84% |
True |
False |
684 |
| 10 |
1.5488 |
1.5026 |
0.0462 |
3.0% |
0.0098 |
0.6% |
44% |
False |
False |
479 |
| 20 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0095 |
0.6% |
43% |
False |
False |
268 |
| 40 |
1.5552 |
1.5026 |
0.0526 |
3.5% |
0.0100 |
0.7% |
39% |
False |
False |
145 |
| 60 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0097 |
0.6% |
27% |
False |
False |
103 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0086 |
0.6% |
27% |
False |
False |
77 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0076 |
0.5% |
27% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5578 |
|
2.618 |
1.5457 |
|
1.618 |
1.5383 |
|
1.000 |
1.5337 |
|
0.618 |
1.5309 |
|
HIGH |
1.5263 |
|
0.618 |
1.5235 |
|
0.500 |
1.5226 |
|
0.382 |
1.5217 |
|
LOW |
1.5189 |
|
0.618 |
1.5143 |
|
1.000 |
1.5115 |
|
1.618 |
1.5069 |
|
2.618 |
1.4995 |
|
4.250 |
1.4875 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5229 |
1.5220 |
| PP |
1.5227 |
1.5209 |
| S1 |
1.5226 |
1.5199 |
|