CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5056 |
1.5076 |
0.0020 |
0.1% |
1.5191 |
| High |
1.5126 |
1.5080 |
-0.0046 |
-0.3% |
1.5191 |
| Low |
1.5053 |
1.4900 |
-0.0153 |
-1.0% |
1.5032 |
| Close |
1.5084 |
1.4940 |
-0.0144 |
-1.0% |
1.5052 |
| Range |
0.0073 |
0.0180 |
0.0107 |
146.6% |
0.0159 |
| ATR |
0.0090 |
0.0097 |
0.0007 |
7.5% |
0.0000 |
| Volume |
2,311 |
2,861 |
550 |
23.8% |
3,030 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5513 |
1.5407 |
1.5039 |
|
| R3 |
1.5333 |
1.5227 |
1.4990 |
|
| R2 |
1.5153 |
1.5153 |
1.4973 |
|
| R1 |
1.5047 |
1.5047 |
1.4957 |
1.5010 |
| PP |
1.4973 |
1.4973 |
1.4973 |
1.4955 |
| S1 |
1.4867 |
1.4867 |
1.4924 |
1.4830 |
| S2 |
1.4793 |
1.4793 |
1.4907 |
|
| S3 |
1.4613 |
1.4687 |
1.4891 |
|
| S4 |
1.4433 |
1.4507 |
1.4841 |
|
|
| 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 |
1.5137 |
1.4900 |
0.0237 |
1.6% |
0.0099 |
0.7% |
17% |
False |
True |
1,936 |
| 10 |
1.5337 |
1.4900 |
0.0437 |
2.9% |
0.0093 |
0.6% |
9% |
False |
True |
1,179 |
| 20 |
1.5436 |
1.4900 |
0.0536 |
3.6% |
0.0093 |
0.6% |
7% |
False |
True |
856 |
| 40 |
1.5496 |
1.4900 |
0.0596 |
4.0% |
0.0096 |
0.6% |
7% |
False |
True |
449 |
| 60 |
1.5640 |
1.4900 |
0.0740 |
5.0% |
0.0097 |
0.7% |
5% |
False |
True |
308 |
| 80 |
1.5789 |
1.4900 |
0.0889 |
6.0% |
0.0091 |
0.6% |
4% |
False |
True |
233 |
| 100 |
1.5789 |
1.4900 |
0.0889 |
6.0% |
0.0085 |
0.6% |
4% |
False |
True |
186 |
| 120 |
1.5855 |
1.4900 |
0.0955 |
6.4% |
0.0072 |
0.5% |
4% |
False |
True |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5845 |
|
2.618 |
1.5551 |
|
1.618 |
1.5371 |
|
1.000 |
1.5260 |
|
0.618 |
1.5191 |
|
HIGH |
1.5080 |
|
0.618 |
1.5011 |
|
0.500 |
1.4990 |
|
0.382 |
1.4969 |
|
LOW |
1.4900 |
|
0.618 |
1.4789 |
|
1.000 |
1.4720 |
|
1.618 |
1.4609 |
|
2.618 |
1.4429 |
|
4.250 |
1.4135 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4990 |
1.5013 |
| PP |
1.4973 |
1.4989 |
| S1 |
1.4957 |
1.4964 |
|