CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5122 |
1.5035 |
-0.0087 |
-0.6% |
1.5191 |
| High |
1.5131 |
1.5065 |
-0.0066 |
-0.4% |
1.5191 |
| Low |
1.5032 |
1.5000 |
-0.0032 |
-0.2% |
1.5032 |
| Close |
1.5052 |
1.5062 |
0.0010 |
0.1% |
1.5052 |
| Range |
0.0099 |
0.0065 |
-0.0034 |
-34.3% |
0.0159 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
1,820 |
2,259 |
439 |
24.1% |
3,030 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5237 |
1.5215 |
1.5098 |
|
| R3 |
1.5172 |
1.5150 |
1.5080 |
|
| R2 |
1.5107 |
1.5107 |
1.5074 |
|
| R1 |
1.5085 |
1.5085 |
1.5068 |
1.5096 |
| PP |
1.5042 |
1.5042 |
1.5042 |
1.5048 |
| S1 |
1.5020 |
1.5020 |
1.5056 |
1.5031 |
| S2 |
1.4977 |
1.4977 |
1.5050 |
|
| S3 |
1.4912 |
1.4955 |
1.5044 |
|
| S4 |
1.4847 |
1.4890 |
1.5026 |
|
|
| 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 |
1.5191 |
1.5000 |
0.0191 |
1.3% |
0.0082 |
0.5% |
32% |
False |
True |
1,057 |
| 10 |
1.5337 |
1.5000 |
0.0337 |
2.2% |
0.0080 |
0.5% |
18% |
False |
True |
725 |
| 20 |
1.5488 |
1.5000 |
0.0488 |
3.2% |
0.0089 |
0.6% |
13% |
False |
True |
602 |
| 40 |
1.5496 |
1.5000 |
0.0496 |
3.3% |
0.0095 |
0.6% |
13% |
False |
True |
320 |
| 60 |
1.5640 |
1.5000 |
0.0640 |
4.2% |
0.0094 |
0.6% |
10% |
False |
True |
222 |
| 80 |
1.5789 |
1.5000 |
0.0789 |
5.2% |
0.0090 |
0.6% |
8% |
False |
True |
168 |
| 100 |
1.5789 |
1.5000 |
0.0789 |
5.2% |
0.0083 |
0.6% |
8% |
False |
True |
134 |
| 120 |
1.5855 |
1.5000 |
0.0855 |
5.7% |
0.0070 |
0.5% |
7% |
False |
True |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5341 |
|
2.618 |
1.5235 |
|
1.618 |
1.5170 |
|
1.000 |
1.5130 |
|
0.618 |
1.5105 |
|
HIGH |
1.5065 |
|
0.618 |
1.5040 |
|
0.500 |
1.5033 |
|
0.382 |
1.5025 |
|
LOW |
1.5000 |
|
0.618 |
1.4960 |
|
1.000 |
1.4935 |
|
1.618 |
1.4895 |
|
2.618 |
1.4830 |
|
4.250 |
1.4724 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5052 |
1.5069 |
| PP |
1.5042 |
1.5066 |
| S1 |
1.5033 |
1.5064 |
|