CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5178 |
1.5158 |
-0.0020 |
-0.1% |
1.5092 |
| High |
1.5202 |
1.5242 |
0.0040 |
0.3% |
1.5242 |
| Low |
1.5109 |
1.5126 |
0.0017 |
0.1% |
1.4957 |
| Close |
1.5154 |
1.5231 |
0.0077 |
0.5% |
1.5231 |
| Range |
0.0093 |
0.0116 |
0.0023 |
24.7% |
0.0285 |
| ATR |
0.0109 |
0.0109 |
0.0001 |
0.5% |
0.0000 |
| Volume |
80,293 |
80,269 |
-24 |
0.0% |
298,776 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5548 |
1.5505 |
1.5295 |
|
| R3 |
1.5432 |
1.5389 |
1.5263 |
|
| R2 |
1.5316 |
1.5316 |
1.5252 |
|
| R1 |
1.5273 |
1.5273 |
1.5242 |
1.5295 |
| PP |
1.5200 |
1.5200 |
1.5200 |
1.5210 |
| S1 |
1.5157 |
1.5157 |
1.5220 |
1.5179 |
| S2 |
1.5084 |
1.5084 |
1.5210 |
|
| S3 |
1.4968 |
1.5041 |
1.5199 |
|
| S4 |
1.4852 |
1.4925 |
1.5167 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5998 |
1.5900 |
1.5388 |
|
| R3 |
1.5713 |
1.5615 |
1.5309 |
|
| R2 |
1.5428 |
1.5428 |
1.5283 |
|
| R1 |
1.5330 |
1.5330 |
1.5257 |
1.5379 |
| PP |
1.5143 |
1.5143 |
1.5143 |
1.5168 |
| S1 |
1.5045 |
1.5045 |
1.5205 |
1.5094 |
| S2 |
1.4858 |
1.4858 |
1.5179 |
|
| S3 |
1.4573 |
1.4760 |
1.5153 |
|
| S4 |
1.4288 |
1.4475 |
1.5074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5242 |
1.4957 |
0.0285 |
1.9% |
0.0113 |
0.7% |
96% |
True |
False |
59,755 |
| 10 |
1.5242 |
1.4900 |
0.0342 |
2.2% |
0.0121 |
0.8% |
97% |
True |
False |
32,290 |
| 20 |
1.5337 |
1.4900 |
0.0437 |
2.9% |
0.0101 |
0.7% |
76% |
False |
False |
16,408 |
| 40 |
1.5496 |
1.4900 |
0.0596 |
3.9% |
0.0097 |
0.6% |
56% |
False |
False |
8,332 |
| 60 |
1.5640 |
1.4900 |
0.0740 |
4.9% |
0.0101 |
0.7% |
45% |
False |
False |
5,561 |
| 80 |
1.5789 |
1.4900 |
0.0889 |
5.8% |
0.0098 |
0.6% |
37% |
False |
False |
4,176 |
| 100 |
1.5789 |
1.4900 |
0.0889 |
5.8% |
0.0090 |
0.6% |
37% |
False |
False |
3,341 |
| 120 |
1.5789 |
1.4900 |
0.0889 |
5.8% |
0.0079 |
0.5% |
37% |
False |
False |
2,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5735 |
|
2.618 |
1.5546 |
|
1.618 |
1.5430 |
|
1.000 |
1.5358 |
|
0.618 |
1.5314 |
|
HIGH |
1.5242 |
|
0.618 |
1.5198 |
|
0.500 |
1.5184 |
|
0.382 |
1.5170 |
|
LOW |
1.5126 |
|
0.618 |
1.5054 |
|
1.000 |
1.5010 |
|
1.618 |
1.4938 |
|
2.618 |
1.4822 |
|
4.250 |
1.4633 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5215 |
1.5195 |
| PP |
1.5200 |
1.5159 |
| S1 |
1.5184 |
1.5124 |
|