CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5287 |
1.5191 |
-0.0096 |
-0.6% |
1.5208 |
| High |
1.5305 |
1.5191 |
-0.0114 |
-0.7% |
1.5337 |
| Low |
1.5192 |
1.5112 |
-0.0080 |
-0.5% |
1.5156 |
| Close |
1.5194 |
1.5119 |
-0.0075 |
-0.5% |
1.5194 |
| Range |
0.0113 |
0.0079 |
-0.0034 |
-30.1% |
0.0181 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
173 |
386 |
213 |
123.1% |
1,967 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5378 |
1.5327 |
1.5162 |
|
| R3 |
1.5299 |
1.5248 |
1.5141 |
|
| R2 |
1.5220 |
1.5220 |
1.5133 |
|
| R1 |
1.5169 |
1.5169 |
1.5126 |
1.5155 |
| PP |
1.5141 |
1.5141 |
1.5141 |
1.5134 |
| S1 |
1.5090 |
1.5090 |
1.5112 |
1.5076 |
| S2 |
1.5062 |
1.5062 |
1.5105 |
|
| S3 |
1.4983 |
1.5011 |
1.5097 |
|
| S4 |
1.4904 |
1.4932 |
1.5076 |
|
|
| 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 |
1.5112 |
0.0225 |
1.5% |
0.0086 |
0.6% |
3% |
False |
True |
426 |
| 10 |
1.5337 |
1.5094 |
0.0243 |
1.6% |
0.0075 |
0.5% |
10% |
False |
False |
307 |
| 20 |
1.5488 |
1.5026 |
0.0462 |
3.1% |
0.0093 |
0.6% |
20% |
False |
False |
375 |
| 40 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0095 |
0.6% |
20% |
False |
False |
200 |
| 60 |
1.5640 |
1.5026 |
0.0614 |
4.1% |
0.0093 |
0.6% |
15% |
False |
False |
142 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0089 |
0.6% |
12% |
False |
False |
107 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.0% |
0.0080 |
0.5% |
12% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5527 |
|
2.618 |
1.5398 |
|
1.618 |
1.5319 |
|
1.000 |
1.5270 |
|
0.618 |
1.5240 |
|
HIGH |
1.5191 |
|
0.618 |
1.5161 |
|
0.500 |
1.5152 |
|
0.382 |
1.5142 |
|
LOW |
1.5112 |
|
0.618 |
1.5063 |
|
1.000 |
1.5033 |
|
1.618 |
1.4984 |
|
2.618 |
1.4905 |
|
4.250 |
1.4776 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5152 |
1.5225 |
| PP |
1.5141 |
1.5189 |
| S1 |
1.5130 |
1.5154 |
|