CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5196 |
1.5178 |
-0.0018 |
-0.1% |
1.5092 |
| High |
1.5206 |
1.5187 |
-0.0019 |
-0.1% |
1.5242 |
| Low |
1.5108 |
1.5030 |
-0.0078 |
-0.5% |
1.4957 |
| Close |
1.5142 |
1.5044 |
-0.0098 |
-0.6% |
1.5231 |
| Range |
0.0098 |
0.0157 |
0.0059 |
60.2% |
0.0285 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
3.0% |
0.0000 |
| Volume |
71,865 |
83,727 |
11,862 |
16.5% |
298,776 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5558 |
1.5458 |
1.5130 |
|
| R3 |
1.5401 |
1.5301 |
1.5087 |
|
| R2 |
1.5244 |
1.5244 |
1.5073 |
|
| R1 |
1.5144 |
1.5144 |
1.5058 |
1.5116 |
| PP |
1.5087 |
1.5087 |
1.5087 |
1.5073 |
| S1 |
1.4987 |
1.4987 |
1.5030 |
1.4959 |
| S2 |
1.4930 |
1.4930 |
1.5015 |
|
| S3 |
1.4773 |
1.4830 |
1.5001 |
|
| S4 |
1.4616 |
1.4673 |
1.4958 |
|
|
| 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 |
1.5005 |
0.0237 |
1.6% |
0.0131 |
0.9% |
16% |
False |
False |
79,933 |
| 10 |
1.5242 |
1.4900 |
0.0342 |
2.3% |
0.0133 |
0.9% |
42% |
False |
False |
47,392 |
| 20 |
1.5337 |
1.4900 |
0.0437 |
2.9% |
0.0108 |
0.7% |
33% |
False |
False |
24,163 |
| 40 |
1.5496 |
1.4900 |
0.0596 |
4.0% |
0.0101 |
0.7% |
24% |
False |
False |
12,221 |
| 60 |
1.5512 |
1.4900 |
0.0612 |
4.1% |
0.0102 |
0.7% |
24% |
False |
False |
8,153 |
| 80 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0100 |
0.7% |
16% |
False |
False |
6,121 |
| 100 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0091 |
0.6% |
16% |
False |
False |
4,897 |
| 120 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0081 |
0.5% |
16% |
False |
False |
4,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5854 |
|
2.618 |
1.5598 |
|
1.618 |
1.5441 |
|
1.000 |
1.5344 |
|
0.618 |
1.5284 |
|
HIGH |
1.5187 |
|
0.618 |
1.5127 |
|
0.500 |
1.5109 |
|
0.382 |
1.5090 |
|
LOW |
1.5030 |
|
0.618 |
1.4933 |
|
1.000 |
1.4873 |
|
1.618 |
1.4776 |
|
2.618 |
1.4619 |
|
4.250 |
1.4363 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5109 |
1.5136 |
| PP |
1.5087 |
1.5105 |
| S1 |
1.5066 |
1.5075 |
|