CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4613 |
1.4740 |
0.0127 |
0.9% |
1.4950 |
| High |
1.4784 |
1.4833 |
0.0049 |
0.3% |
1.4963 |
| Low |
1.4600 |
1.4690 |
0.0090 |
0.6% |
1.4591 |
| Close |
1.4765 |
1.4832 |
0.0067 |
0.5% |
1.4635 |
| Range |
0.0184 |
0.0143 |
-0.0041 |
-22.3% |
0.0372 |
| ATR |
0.0119 |
0.0121 |
0.0002 |
1.4% |
0.0000 |
| Volume |
110 |
109 |
-1 |
-0.9% |
155 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5214 |
1.5166 |
1.4911 |
|
| R3 |
1.5071 |
1.5023 |
1.4871 |
|
| R2 |
1.4928 |
1.4928 |
1.4858 |
|
| R1 |
1.4880 |
1.4880 |
1.4845 |
1.4904 |
| PP |
1.4785 |
1.4785 |
1.4785 |
1.4797 |
| S1 |
1.4737 |
1.4737 |
1.4819 |
1.4761 |
| S2 |
1.4642 |
1.4642 |
1.4806 |
|
| S3 |
1.4499 |
1.4594 |
1.4793 |
|
| S4 |
1.4356 |
1.4451 |
1.4753 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5846 |
1.5612 |
1.4840 |
|
| R3 |
1.5474 |
1.5240 |
1.4737 |
|
| R2 |
1.5102 |
1.5102 |
1.4703 |
|
| R1 |
1.4868 |
1.4868 |
1.4669 |
1.4799 |
| PP |
1.4730 |
1.4730 |
1.4730 |
1.4695 |
| S1 |
1.4496 |
1.4496 |
1.4601 |
1.4427 |
| S2 |
1.4358 |
1.4358 |
1.4567 |
|
| S3 |
1.3986 |
1.4124 |
1.4533 |
|
| S4 |
1.3614 |
1.3752 |
1.4430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4870 |
1.4591 |
0.0279 |
1.9% |
0.0139 |
0.9% |
86% |
False |
False |
100 |
| 10 |
1.4963 |
1.4591 |
0.0372 |
2.5% |
0.0108 |
0.7% |
65% |
False |
False |
69 |
| 20 |
1.4990 |
1.4591 |
0.0399 |
2.7% |
0.0124 |
0.8% |
60% |
False |
False |
71 |
| 40 |
1.5510 |
1.4591 |
0.0919 |
6.2% |
0.0092 |
0.6% |
26% |
False |
False |
37 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.2% |
0.0064 |
0.4% |
26% |
False |
False |
27 |
| 80 |
1.5605 |
1.4591 |
0.1014 |
6.8% |
0.0051 |
0.3% |
24% |
False |
False |
21 |
| 100 |
1.5761 |
1.4591 |
0.1170 |
7.9% |
0.0041 |
0.3% |
21% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5441 |
|
2.618 |
1.5207 |
|
1.618 |
1.5064 |
|
1.000 |
1.4976 |
|
0.618 |
1.4921 |
|
HIGH |
1.4833 |
|
0.618 |
1.4778 |
|
0.500 |
1.4762 |
|
0.382 |
1.4745 |
|
LOW |
1.4690 |
|
0.618 |
1.4602 |
|
1.000 |
1.4547 |
|
1.618 |
1.4459 |
|
2.618 |
1.4316 |
|
4.250 |
1.4082 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4809 |
1.4792 |
| PP |
1.4785 |
1.4752 |
| S1 |
1.4762 |
1.4713 |
|