CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4830 |
1.4877 |
0.0047 |
0.3% |
1.5196 |
| High |
1.4904 |
1.4949 |
0.0045 |
0.3% |
1.5206 |
| Low |
1.4824 |
1.4874 |
0.0050 |
0.3% |
1.4867 |
| Close |
1.4874 |
1.4931 |
0.0057 |
0.4% |
1.4915 |
| Range |
0.0080 |
0.0075 |
-0.0005 |
-6.3% |
0.0339 |
| ATR |
0.0110 |
0.0108 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
48,572 |
27,590 |
-20,982 |
-43.2% |
432,607 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5143 |
1.5112 |
1.4972 |
|
| R3 |
1.5068 |
1.5037 |
1.4952 |
|
| R2 |
1.4993 |
1.4993 |
1.4945 |
|
| R1 |
1.4962 |
1.4962 |
1.4938 |
1.4978 |
| PP |
1.4918 |
1.4918 |
1.4918 |
1.4926 |
| S1 |
1.4887 |
1.4887 |
1.4924 |
1.4903 |
| S2 |
1.4843 |
1.4843 |
1.4917 |
|
| S3 |
1.4768 |
1.4812 |
1.4910 |
|
| S4 |
1.4693 |
1.4737 |
1.4890 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6013 |
1.5803 |
1.5101 |
|
| R3 |
1.5674 |
1.5464 |
1.5008 |
|
| R2 |
1.5335 |
1.5335 |
1.4977 |
|
| R1 |
1.5125 |
1.5125 |
1.4946 |
1.5061 |
| PP |
1.4996 |
1.4996 |
1.4996 |
1.4964 |
| S1 |
1.4786 |
1.4786 |
1.4884 |
1.4722 |
| S2 |
1.4657 |
1.4657 |
1.4853 |
|
| S3 |
1.4318 |
1.4447 |
1.4822 |
|
| S4 |
1.3979 |
1.4108 |
1.4729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4952 |
1.4810 |
0.0142 |
1.0% |
0.0075 |
0.5% |
85% |
False |
False |
51,037 |
| 10 |
1.5242 |
1.4810 |
0.0432 |
2.9% |
0.0104 |
0.7% |
28% |
False |
False |
69,530 |
| 20 |
1.5242 |
1.4810 |
0.0432 |
2.9% |
0.0112 |
0.7% |
28% |
False |
False |
46,987 |
| 40 |
1.5488 |
1.4810 |
0.0678 |
4.5% |
0.0102 |
0.7% |
18% |
False |
False |
23,700 |
| 60 |
1.5496 |
1.4810 |
0.0686 |
4.6% |
0.0101 |
0.7% |
18% |
False |
False |
15,809 |
| 80 |
1.5640 |
1.4810 |
0.0830 |
5.6% |
0.0098 |
0.7% |
15% |
False |
False |
11,864 |
| 100 |
1.5789 |
1.4810 |
0.0979 |
6.6% |
0.0095 |
0.6% |
12% |
False |
False |
9,491 |
| 120 |
1.5789 |
1.4810 |
0.0979 |
6.6% |
0.0086 |
0.6% |
12% |
False |
False |
7,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5268 |
|
2.618 |
1.5145 |
|
1.618 |
1.5070 |
|
1.000 |
1.5024 |
|
0.618 |
1.4995 |
|
HIGH |
1.4949 |
|
0.618 |
1.4920 |
|
0.500 |
1.4912 |
|
0.382 |
1.4903 |
|
LOW |
1.4874 |
|
0.618 |
1.4828 |
|
1.000 |
1.4799 |
|
1.618 |
1.4753 |
|
2.618 |
1.4678 |
|
4.250 |
1.4555 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4925 |
1.4914 |
| PP |
1.4918 |
1.4897 |
| S1 |
1.4912 |
1.4880 |
|