CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5208 |
1.5198 |
-0.0010 |
-0.1% |
1.5059 |
| High |
1.5225 |
1.5238 |
0.0013 |
0.1% |
1.5263 |
| Low |
1.5182 |
1.5156 |
-0.0026 |
-0.2% |
1.5059 |
| Close |
1.5198 |
1.5212 |
0.0014 |
0.1% |
1.5230 |
| Range |
0.0043 |
0.0082 |
0.0039 |
90.7% |
0.0204 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
220 |
416 |
196 |
89.1% |
3,421 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5448 |
1.5412 |
1.5257 |
|
| R3 |
1.5366 |
1.5330 |
1.5235 |
|
| R2 |
1.5284 |
1.5284 |
1.5227 |
|
| R1 |
1.5248 |
1.5248 |
1.5220 |
1.5266 |
| PP |
1.5202 |
1.5202 |
1.5202 |
1.5211 |
| S1 |
1.5166 |
1.5166 |
1.5204 |
1.5184 |
| S2 |
1.5120 |
1.5120 |
1.5197 |
|
| S3 |
1.5038 |
1.5084 |
1.5189 |
|
| S4 |
1.4956 |
1.5002 |
1.5167 |
|
|
| 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 |
1.5135 |
0.0128 |
0.8% |
0.0071 |
0.5% |
60% |
False |
False |
250 |
| 10 |
1.5436 |
1.5026 |
0.0410 |
2.7% |
0.0093 |
0.6% |
45% |
False |
False |
534 |
| 20 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0094 |
0.6% |
40% |
False |
False |
297 |
| 40 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0096 |
0.6% |
40% |
False |
False |
159 |
| 60 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0097 |
0.6% |
24% |
False |
False |
114 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0087 |
0.6% |
24% |
False |
False |
85 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0077 |
0.5% |
24% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5587 |
|
2.618 |
1.5453 |
|
1.618 |
1.5371 |
|
1.000 |
1.5320 |
|
0.618 |
1.5289 |
|
HIGH |
1.5238 |
|
0.618 |
1.5207 |
|
0.500 |
1.5197 |
|
0.382 |
1.5187 |
|
LOW |
1.5156 |
|
0.618 |
1.5105 |
|
1.000 |
1.5074 |
|
1.618 |
1.5023 |
|
2.618 |
1.4941 |
|
4.250 |
1.4808 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5207 |
1.5211 |
| PP |
1.5202 |
1.5210 |
| S1 |
1.5197 |
1.5210 |
|