CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5253 |
1.5287 |
0.0034 |
0.2% |
1.5208 |
| High |
1.5337 |
1.5305 |
-0.0032 |
-0.2% |
1.5337 |
| Low |
1.5242 |
1.5192 |
-0.0050 |
-0.3% |
1.5156 |
| Close |
1.5295 |
1.5194 |
-0.0101 |
-0.7% |
1.5194 |
| Range |
0.0095 |
0.0113 |
0.0018 |
18.9% |
0.0181 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.4% |
0.0000 |
| Volume |
619 |
173 |
-446 |
-72.1% |
1,967 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5569 |
1.5495 |
1.5256 |
|
| R3 |
1.5456 |
1.5382 |
1.5225 |
|
| R2 |
1.5343 |
1.5343 |
1.5215 |
|
| R1 |
1.5269 |
1.5269 |
1.5204 |
1.5250 |
| PP |
1.5230 |
1.5230 |
1.5230 |
1.5221 |
| S1 |
1.5156 |
1.5156 |
1.5184 |
1.5137 |
| S2 |
1.5117 |
1.5117 |
1.5173 |
|
| S3 |
1.5004 |
1.5043 |
1.5163 |
|
| S4 |
1.4891 |
1.4930 |
1.5132 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5772 |
1.5664 |
1.5294 |
|
| R3 |
1.5591 |
1.5483 |
1.5244 |
|
| R2 |
1.5410 |
1.5410 |
1.5227 |
|
| R1 |
1.5302 |
1.5302 |
1.5211 |
1.5266 |
| PP |
1.5229 |
1.5229 |
1.5229 |
1.5211 |
| S1 |
1.5121 |
1.5121 |
1.5177 |
1.5085 |
| S2 |
1.5048 |
1.5048 |
1.5161 |
|
| S3 |
1.4867 |
1.4940 |
1.5144 |
|
| S4 |
1.4686 |
1.4759 |
1.5094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5337 |
1.5156 |
0.0181 |
1.2% |
0.0078 |
0.5% |
21% |
False |
False |
393 |
| 10 |
1.5337 |
1.5059 |
0.0278 |
1.8% |
0.0074 |
0.5% |
49% |
False |
False |
538 |
| 20 |
1.5488 |
1.5026 |
0.0462 |
3.0% |
0.0092 |
0.6% |
36% |
False |
False |
357 |
| 40 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0095 |
0.6% |
36% |
False |
False |
191 |
| 60 |
1.5640 |
1.5026 |
0.0614 |
4.0% |
0.0093 |
0.6% |
27% |
False |
False |
136 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0089 |
0.6% |
22% |
False |
False |
102 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0080 |
0.5% |
22% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5785 |
|
2.618 |
1.5601 |
|
1.618 |
1.5488 |
|
1.000 |
1.5418 |
|
0.618 |
1.5375 |
|
HIGH |
1.5305 |
|
0.618 |
1.5262 |
|
0.500 |
1.5249 |
|
0.382 |
1.5235 |
|
LOW |
1.5192 |
|
0.618 |
1.5122 |
|
1.000 |
1.5079 |
|
1.618 |
1.5009 |
|
2.618 |
1.4896 |
|
4.250 |
1.4712 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5249 |
1.5264 |
| PP |
1.5230 |
1.5240 |
| S1 |
1.5212 |
1.5217 |
|