CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5048 |
1.5013 |
-0.0035 |
-0.2% |
1.5035 |
| High |
1.5056 |
1.5194 |
0.0138 |
0.9% |
1.5159 |
| Low |
1.4957 |
1.5005 |
0.0048 |
0.3% |
1.4900 |
| Close |
1.4996 |
1.5165 |
0.0169 |
1.1% |
1.5102 |
| Range |
0.0099 |
0.0189 |
0.0090 |
90.9% |
0.0259 |
| ATR |
0.0103 |
0.0110 |
0.0007 |
6.6% |
0.0000 |
| Volume |
35,400 |
83,515 |
48,115 |
135.9% |
24,125 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5688 |
1.5616 |
1.5269 |
|
| R3 |
1.5499 |
1.5427 |
1.5217 |
|
| R2 |
1.5310 |
1.5310 |
1.5200 |
|
| R1 |
1.5238 |
1.5238 |
1.5182 |
1.5274 |
| PP |
1.5121 |
1.5121 |
1.5121 |
1.5140 |
| S1 |
1.5049 |
1.5049 |
1.5148 |
1.5085 |
| S2 |
1.4932 |
1.4932 |
1.5130 |
|
| S3 |
1.4743 |
1.4860 |
1.5113 |
|
| S4 |
1.4554 |
1.4671 |
1.5061 |
|
|
| 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 |
1.5194 |
1.4907 |
0.0287 |
1.9% |
0.0137 |
0.9% |
90% |
True |
False |
30,981 |
| 10 |
1.5194 |
1.4900 |
0.0294 |
1.9% |
0.0118 |
0.8% |
90% |
True |
False |
16,458 |
| 20 |
1.5337 |
1.4900 |
0.0437 |
2.9% |
0.0098 |
0.6% |
61% |
False |
False |
8,397 |
| 40 |
1.5496 |
1.4900 |
0.0596 |
3.9% |
0.0100 |
0.7% |
44% |
False |
False |
4,320 |
| 60 |
1.5640 |
1.4900 |
0.0740 |
4.9% |
0.0103 |
0.7% |
36% |
False |
False |
2,888 |
| 80 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0096 |
0.6% |
30% |
False |
False |
2,169 |
| 100 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0088 |
0.6% |
30% |
False |
False |
1,735 |
| 120 |
1.5805 |
1.4900 |
0.0905 |
6.0% |
0.0078 |
0.5% |
29% |
False |
False |
1,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5997 |
|
2.618 |
1.5689 |
|
1.618 |
1.5500 |
|
1.000 |
1.5383 |
|
0.618 |
1.5311 |
|
HIGH |
1.5194 |
|
0.618 |
1.5122 |
|
0.500 |
1.5100 |
|
0.382 |
1.5077 |
|
LOW |
1.5005 |
|
0.618 |
1.4888 |
|
1.000 |
1.4816 |
|
1.618 |
1.4699 |
|
2.618 |
1.4510 |
|
4.250 |
1.4202 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5143 |
1.5135 |
| PP |
1.5121 |
1.5105 |
| S1 |
1.5100 |
1.5076 |
|