CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4884 |
1.4816 |
-0.0068 |
-0.5% |
1.4905 |
| High |
1.4917 |
1.4849 |
-0.0068 |
-0.5% |
1.4949 |
| Low |
1.4788 |
1.4794 |
0.0006 |
0.0% |
1.4810 |
| Close |
1.4831 |
1.4832 |
0.0001 |
0.0% |
1.4931 |
| Range |
0.0129 |
0.0055 |
-0.0074 |
-57.4% |
0.0139 |
| ATR |
0.0106 |
0.0103 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
53,144 |
40,280 |
-12,864 |
-24.2% |
182,431 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4990 |
1.4966 |
1.4862 |
|
| R3 |
1.4935 |
1.4911 |
1.4847 |
|
| R2 |
1.4880 |
1.4880 |
1.4842 |
|
| R1 |
1.4856 |
1.4856 |
1.4837 |
1.4868 |
| PP |
1.4825 |
1.4825 |
1.4825 |
1.4831 |
| S1 |
1.4801 |
1.4801 |
1.4827 |
1.4813 |
| S2 |
1.4770 |
1.4770 |
1.4822 |
|
| S3 |
1.4715 |
1.4746 |
1.4817 |
|
| S4 |
1.4660 |
1.4691 |
1.4802 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5314 |
1.5261 |
1.5007 |
|
| R3 |
1.5175 |
1.5122 |
1.4969 |
|
| R2 |
1.5036 |
1.5036 |
1.4956 |
|
| R1 |
1.4983 |
1.4983 |
1.4944 |
1.5010 |
| PP |
1.4897 |
1.4897 |
1.4897 |
1.4910 |
| S1 |
1.4844 |
1.4844 |
1.4918 |
1.4871 |
| S2 |
1.4758 |
1.4758 |
1.4906 |
|
| S3 |
1.4619 |
1.4705 |
1.4893 |
|
| S4 |
1.4480 |
1.4566 |
1.4855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4949 |
1.4788 |
0.0161 |
1.1% |
0.0080 |
0.5% |
27% |
False |
False |
40,023 |
| 10 |
1.5104 |
1.4788 |
0.0316 |
2.1% |
0.0092 |
0.6% |
14% |
False |
False |
58,340 |
| 20 |
1.5242 |
1.4788 |
0.0454 |
3.1% |
0.0112 |
0.8% |
10% |
False |
False |
52,866 |
| 40 |
1.5436 |
1.4788 |
0.0648 |
4.4% |
0.0100 |
0.7% |
7% |
False |
False |
26,791 |
| 60 |
1.5496 |
1.4788 |
0.0708 |
4.8% |
0.0100 |
0.7% |
6% |
False |
False |
17,873 |
| 80 |
1.5640 |
1.4788 |
0.0852 |
5.7% |
0.0099 |
0.7% |
5% |
False |
False |
13,412 |
| 100 |
1.5789 |
1.4788 |
0.1001 |
6.7% |
0.0094 |
0.6% |
4% |
False |
False |
10,731 |
| 120 |
1.5789 |
1.4788 |
0.1001 |
6.7% |
0.0088 |
0.6% |
4% |
False |
False |
8,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5083 |
|
2.618 |
1.4993 |
|
1.618 |
1.4938 |
|
1.000 |
1.4904 |
|
0.618 |
1.4883 |
|
HIGH |
1.4849 |
|
0.618 |
1.4828 |
|
0.500 |
1.4822 |
|
0.382 |
1.4815 |
|
LOW |
1.4794 |
|
0.618 |
1.4760 |
|
1.000 |
1.4739 |
|
1.618 |
1.4705 |
|
2.618 |
1.4650 |
|
4.250 |
1.4560 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4829 |
1.4863 |
| PP |
1.4825 |
1.4853 |
| S1 |
1.4822 |
1.4842 |
|