CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4945 |
1.5144 |
0.0199 |
1.3% |
1.5035 |
| High |
1.5158 |
1.5159 |
0.0001 |
0.0% |
1.5159 |
| Low |
1.4907 |
1.5081 |
0.0174 |
1.2% |
1.4900 |
| Close |
1.5151 |
1.5102 |
-0.0049 |
-0.3% |
1.5102 |
| Range |
0.0251 |
0.0078 |
-0.0173 |
-68.9% |
0.0259 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
8,425 |
8,269 |
-156 |
-1.9% |
24,125 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5348 |
1.5303 |
1.5145 |
|
| R3 |
1.5270 |
1.5225 |
1.5123 |
|
| R2 |
1.5192 |
1.5192 |
1.5116 |
|
| R1 |
1.5147 |
1.5147 |
1.5109 |
1.5131 |
| PP |
1.5114 |
1.5114 |
1.5114 |
1.5106 |
| S1 |
1.5069 |
1.5069 |
1.5095 |
1.5053 |
| S2 |
1.5036 |
1.5036 |
1.5088 |
|
| S3 |
1.4958 |
1.4991 |
1.5081 |
|
| S4 |
1.4880 |
1.4913 |
1.5059 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5831 |
1.5725 |
1.5244 |
|
| R3 |
1.5572 |
1.5466 |
1.5173 |
|
| R2 |
1.5313 |
1.5313 |
1.5149 |
|
| R1 |
1.5207 |
1.5207 |
1.5126 |
1.5260 |
| PP |
1.5054 |
1.5054 |
1.5054 |
1.5080 |
| S1 |
1.4948 |
1.4948 |
1.5078 |
1.5001 |
| S2 |
1.4795 |
1.4795 |
1.5055 |
|
| S3 |
1.4536 |
1.4689 |
1.5031 |
|
| S4 |
1.4277 |
1.4430 |
1.4960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5159 |
1.4900 |
0.0259 |
1.7% |
0.0129 |
0.9% |
78% |
True |
False |
4,825 |
| 10 |
1.5305 |
1.4900 |
0.0405 |
2.7% |
0.0111 |
0.7% |
50% |
False |
False |
2,732 |
| 20 |
1.5337 |
1.4900 |
0.0437 |
2.9% |
0.0096 |
0.6% |
46% |
False |
False |
1,672 |
| 40 |
1.5496 |
1.4900 |
0.0596 |
3.9% |
0.0099 |
0.7% |
34% |
False |
False |
865 |
| 60 |
1.5640 |
1.4900 |
0.0740 |
4.9% |
0.0101 |
0.7% |
27% |
False |
False |
586 |
| 80 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0094 |
0.6% |
23% |
False |
False |
441 |
| 100 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0086 |
0.6% |
23% |
False |
False |
353 |
| 120 |
1.5855 |
1.4900 |
0.0955 |
6.3% |
0.0075 |
0.5% |
21% |
False |
False |
294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5491 |
|
2.618 |
1.5363 |
|
1.618 |
1.5285 |
|
1.000 |
1.5237 |
|
0.618 |
1.5207 |
|
HIGH |
1.5159 |
|
0.618 |
1.5129 |
|
0.500 |
1.5120 |
|
0.382 |
1.5111 |
|
LOW |
1.5081 |
|
0.618 |
1.5033 |
|
1.000 |
1.5003 |
|
1.618 |
1.4955 |
|
2.618 |
1.4877 |
|
4.250 |
1.4750 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5120 |
1.5078 |
| PP |
1.5114 |
1.5054 |
| S1 |
1.5108 |
1.5030 |
|