CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5198 |
1.5200 |
0.0002 |
0.0% |
1.5059 |
| High |
1.5238 |
1.5249 |
0.0011 |
0.1% |
1.5263 |
| Low |
1.5156 |
1.5190 |
0.0034 |
0.2% |
1.5059 |
| Close |
1.5212 |
1.5233 |
0.0021 |
0.1% |
1.5230 |
| Range |
0.0082 |
0.0059 |
-0.0023 |
-28.0% |
0.0204 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
416 |
539 |
123 |
29.6% |
3,421 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5401 |
1.5376 |
1.5265 |
|
| R3 |
1.5342 |
1.5317 |
1.5249 |
|
| R2 |
1.5283 |
1.5283 |
1.5244 |
|
| R1 |
1.5258 |
1.5258 |
1.5238 |
1.5271 |
| PP |
1.5224 |
1.5224 |
1.5224 |
1.5230 |
| S1 |
1.5199 |
1.5199 |
1.5228 |
1.5212 |
| S2 |
1.5165 |
1.5165 |
1.5222 |
|
| S3 |
1.5106 |
1.5140 |
1.5217 |
|
| S4 |
1.5047 |
1.5081 |
1.5201 |
|
|
| 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 |
1.5156 |
0.0107 |
0.7% |
0.0066 |
0.4% |
72% |
False |
False |
335 |
| 10 |
1.5393 |
1.5026 |
0.0367 |
2.4% |
0.0091 |
0.6% |
56% |
False |
False |
575 |
| 20 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0094 |
0.6% |
44% |
False |
False |
323 |
| 40 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0095 |
0.6% |
44% |
False |
False |
172 |
| 60 |
1.5691 |
1.5026 |
0.0665 |
4.4% |
0.0096 |
0.6% |
31% |
False |
False |
123 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0088 |
0.6% |
27% |
False |
False |
92 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0078 |
0.5% |
27% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5500 |
|
2.618 |
1.5403 |
|
1.618 |
1.5344 |
|
1.000 |
1.5308 |
|
0.618 |
1.5285 |
|
HIGH |
1.5249 |
|
0.618 |
1.5226 |
|
0.500 |
1.5220 |
|
0.382 |
1.5213 |
|
LOW |
1.5190 |
|
0.618 |
1.5154 |
|
1.000 |
1.5131 |
|
1.618 |
1.5095 |
|
2.618 |
1.5036 |
|
4.250 |
1.4939 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5229 |
1.5223 |
| PP |
1.5224 |
1.5213 |
| S1 |
1.5220 |
1.5203 |
|