CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5191 |
1.5125 |
-0.0066 |
-0.4% |
1.5208 |
| High |
1.5191 |
1.5148 |
-0.0043 |
-0.3% |
1.5337 |
| Low |
1.5112 |
1.5059 |
-0.0053 |
-0.4% |
1.5156 |
| Close |
1.5119 |
1.5093 |
-0.0026 |
-0.2% |
1.5194 |
| Range |
0.0079 |
0.0089 |
0.0010 |
12.7% |
0.0181 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
386 |
394 |
8 |
2.1% |
1,967 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5367 |
1.5319 |
1.5142 |
|
| R3 |
1.5278 |
1.5230 |
1.5117 |
|
| R2 |
1.5189 |
1.5189 |
1.5109 |
|
| R1 |
1.5141 |
1.5141 |
1.5101 |
1.5121 |
| PP |
1.5100 |
1.5100 |
1.5100 |
1.5090 |
| S1 |
1.5052 |
1.5052 |
1.5085 |
1.5032 |
| S2 |
1.5011 |
1.5011 |
1.5077 |
|
| S3 |
1.4922 |
1.4963 |
1.5069 |
|
| S4 |
1.4833 |
1.4874 |
1.5044 |
|
|
| 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 |
1.5059 |
0.0278 |
1.8% |
0.0087 |
0.6% |
12% |
False |
True |
422 |
| 10 |
1.5337 |
1.5059 |
0.0278 |
1.8% |
0.0079 |
0.5% |
12% |
False |
True |
336 |
| 20 |
1.5488 |
1.5026 |
0.0462 |
3.1% |
0.0093 |
0.6% |
15% |
False |
False |
394 |
| 40 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0096 |
0.6% |
14% |
False |
False |
209 |
| 60 |
1.5640 |
1.5026 |
0.0614 |
4.1% |
0.0093 |
0.6% |
11% |
False |
False |
149 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.1% |
0.0090 |
0.6% |
9% |
False |
False |
112 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.1% |
0.0081 |
0.5% |
9% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5526 |
|
2.618 |
1.5381 |
|
1.618 |
1.5292 |
|
1.000 |
1.5237 |
|
0.618 |
1.5203 |
|
HIGH |
1.5148 |
|
0.618 |
1.5114 |
|
0.500 |
1.5104 |
|
0.382 |
1.5093 |
|
LOW |
1.5059 |
|
0.618 |
1.5004 |
|
1.000 |
1.4970 |
|
1.618 |
1.4915 |
|
2.618 |
1.4826 |
|
4.250 |
1.4681 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5104 |
1.5182 |
| PP |
1.5100 |
1.5152 |
| S1 |
1.5097 |
1.5123 |
|