CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5095 |
1.5122 |
0.0027 |
0.2% |
1.5191 |
| High |
1.5137 |
1.5131 |
-0.0006 |
0.0% |
1.5191 |
| Low |
1.5059 |
1.5032 |
-0.0027 |
-0.2% |
1.5032 |
| Close |
1.5129 |
1.5052 |
-0.0077 |
-0.5% |
1.5052 |
| Range |
0.0078 |
0.0099 |
0.0021 |
26.9% |
0.0159 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.5% |
0.0000 |
| Volume |
430 |
1,820 |
1,390 |
323.3% |
3,030 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5369 |
1.5309 |
1.5106 |
|
| R3 |
1.5270 |
1.5210 |
1.5079 |
|
| R2 |
1.5171 |
1.5171 |
1.5070 |
|
| R1 |
1.5111 |
1.5111 |
1.5061 |
1.5092 |
| PP |
1.5072 |
1.5072 |
1.5072 |
1.5062 |
| S1 |
1.5012 |
1.5012 |
1.5043 |
1.4993 |
| S2 |
1.4973 |
1.4973 |
1.5034 |
|
| S3 |
1.4874 |
1.4913 |
1.5025 |
|
| S4 |
1.4775 |
1.4814 |
1.4998 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5569 |
1.5469 |
1.5139 |
|
| R3 |
1.5410 |
1.5310 |
1.5096 |
|
| R2 |
1.5251 |
1.5251 |
1.5081 |
|
| R1 |
1.5151 |
1.5151 |
1.5067 |
1.5122 |
| PP |
1.5092 |
1.5092 |
1.5092 |
1.5077 |
| S1 |
1.4992 |
1.4992 |
1.5037 |
1.4963 |
| S2 |
1.4933 |
1.4933 |
1.5023 |
|
| S3 |
1.4774 |
1.4833 |
1.5008 |
|
| S4 |
1.4615 |
1.4674 |
1.4965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5305 |
1.5032 |
0.0273 |
1.8% |
0.0092 |
0.6% |
7% |
False |
True |
640 |
| 10 |
1.5337 |
1.5032 |
0.0305 |
2.0% |
0.0081 |
0.5% |
7% |
False |
True |
527 |
| 20 |
1.5488 |
1.5026 |
0.0462 |
3.1% |
0.0094 |
0.6% |
6% |
False |
False |
492 |
| 40 |
1.5496 |
1.5026 |
0.0470 |
3.1% |
0.0096 |
0.6% |
6% |
False |
False |
265 |
| 60 |
1.5640 |
1.5026 |
0.0614 |
4.1% |
0.0094 |
0.6% |
4% |
False |
False |
184 |
| 80 |
1.5789 |
1.5026 |
0.0763 |
5.1% |
0.0091 |
0.6% |
3% |
False |
False |
140 |
| 100 |
1.5789 |
1.5026 |
0.0763 |
5.1% |
0.0082 |
0.5% |
3% |
False |
False |
112 |
| 120 |
1.5855 |
1.5026 |
0.0829 |
5.5% |
0.0070 |
0.5% |
3% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5552 |
|
2.618 |
1.5390 |
|
1.618 |
1.5291 |
|
1.000 |
1.5230 |
|
0.618 |
1.5192 |
|
HIGH |
1.5131 |
|
0.618 |
1.5093 |
|
0.500 |
1.5082 |
|
0.382 |
1.5070 |
|
LOW |
1.5032 |
|
0.618 |
1.4971 |
|
1.000 |
1.4933 |
|
1.618 |
1.4872 |
|
2.618 |
1.4773 |
|
4.250 |
1.4611 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5082 |
1.5090 |
| PP |
1.5072 |
1.5077 |
| S1 |
1.5062 |
1.5065 |
|