CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4890 |
1.4821 |
-0.0069 |
-0.5% |
1.4827 |
| High |
1.4896 |
1.4952 |
0.0056 |
0.4% |
1.4919 |
| Low |
1.4795 |
1.4821 |
0.0026 |
0.2% |
1.4737 |
| Close |
1.4814 |
1.4867 |
0.0053 |
0.4% |
1.4903 |
| Range |
0.0101 |
0.0131 |
0.0030 |
29.7% |
0.0182 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.7% |
0.0000 |
| Volume |
13 |
32 |
19 |
146.2% |
385 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5273 |
1.5201 |
1.4939 |
|
| R3 |
1.5142 |
1.5070 |
1.4903 |
|
| R2 |
1.5011 |
1.5011 |
1.4891 |
|
| R1 |
1.4939 |
1.4939 |
1.4879 |
1.4975 |
| PP |
1.4880 |
1.4880 |
1.4880 |
1.4898 |
| S1 |
1.4808 |
1.4808 |
1.4855 |
1.4844 |
| S2 |
1.4749 |
1.4749 |
1.4843 |
|
| S3 |
1.4618 |
1.4677 |
1.4831 |
|
| S4 |
1.4487 |
1.4546 |
1.4795 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5399 |
1.5333 |
1.5003 |
|
| R3 |
1.5217 |
1.5151 |
1.4953 |
|
| R2 |
1.5035 |
1.5035 |
1.4936 |
|
| R1 |
1.4969 |
1.4969 |
1.4920 |
1.5002 |
| PP |
1.4853 |
1.4853 |
1.4853 |
1.4870 |
| S1 |
1.4787 |
1.4787 |
1.4886 |
1.4820 |
| S2 |
1.4671 |
1.4671 |
1.4870 |
|
| S3 |
1.4489 |
1.4605 |
1.4853 |
|
| S4 |
1.4307 |
1.4423 |
1.4803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4963 |
1.4769 |
0.0194 |
1.3% |
0.0076 |
0.5% |
51% |
False |
False |
37 |
| 10 |
1.4965 |
1.4737 |
0.0228 |
1.5% |
0.0093 |
0.6% |
57% |
False |
False |
54 |
| 20 |
1.4990 |
1.4628 |
0.0362 |
2.4% |
0.0125 |
0.8% |
66% |
False |
False |
48 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0077 |
0.5% |
27% |
False |
False |
26 |
| 60 |
1.5510 |
1.4628 |
0.0882 |
5.9% |
0.0053 |
0.4% |
27% |
False |
False |
19 |
| 80 |
1.5699 |
1.4628 |
0.1071 |
7.2% |
0.0042 |
0.3% |
22% |
False |
False |
14 |
| 100 |
1.5761 |
1.4628 |
0.1133 |
7.6% |
0.0034 |
0.2% |
21% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5509 |
|
2.618 |
1.5295 |
|
1.618 |
1.5164 |
|
1.000 |
1.5083 |
|
0.618 |
1.5033 |
|
HIGH |
1.4952 |
|
0.618 |
1.4902 |
|
0.500 |
1.4887 |
|
0.382 |
1.4871 |
|
LOW |
1.4821 |
|
0.618 |
1.4740 |
|
1.000 |
1.4690 |
|
1.618 |
1.4609 |
|
2.618 |
1.4478 |
|
4.250 |
1.4264 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4887 |
1.4879 |
| PP |
1.4880 |
1.4875 |
| S1 |
1.4874 |
1.4871 |
|