CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4740 |
1.4812 |
0.0072 |
0.5% |
1.4950 |
| High |
1.4833 |
1.4942 |
0.0109 |
0.7% |
1.4963 |
| Low |
1.4690 |
1.4812 |
0.0122 |
0.8% |
1.4591 |
| Close |
1.4832 |
1.4942 |
0.0110 |
0.7% |
1.4635 |
| Range |
0.0143 |
0.0130 |
-0.0013 |
-9.1% |
0.0372 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.5% |
0.0000 |
| Volume |
109 |
86 |
-23 |
-21.1% |
155 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5289 |
1.5245 |
1.5014 |
|
| R3 |
1.5159 |
1.5115 |
1.4978 |
|
| R2 |
1.5029 |
1.5029 |
1.4966 |
|
| R1 |
1.4985 |
1.4985 |
1.4954 |
1.5007 |
| PP |
1.4899 |
1.4899 |
1.4899 |
1.4910 |
| S1 |
1.4855 |
1.4855 |
1.4930 |
1.4877 |
| S2 |
1.4769 |
1.4769 |
1.4918 |
|
| S3 |
1.4639 |
1.4725 |
1.4906 |
|
| S4 |
1.4509 |
1.4595 |
1.4871 |
|
|
| 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 |
1.4942 |
1.4591 |
0.0351 |
2.3% |
0.0127 |
0.8% |
100% |
True |
False |
105 |
| 10 |
1.4963 |
1.4591 |
0.0372 |
2.5% |
0.0113 |
0.8% |
94% |
False |
False |
67 |
| 20 |
1.4965 |
1.4591 |
0.0374 |
2.5% |
0.0116 |
0.8% |
94% |
False |
False |
65 |
| 40 |
1.5510 |
1.4591 |
0.0919 |
6.2% |
0.0094 |
0.6% |
38% |
False |
False |
39 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.2% |
0.0066 |
0.4% |
38% |
False |
False |
29 |
| 80 |
1.5564 |
1.4591 |
0.0973 |
6.5% |
0.0053 |
0.4% |
36% |
False |
False |
22 |
| 100 |
1.5761 |
1.4591 |
0.1170 |
7.8% |
0.0042 |
0.3% |
30% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5495 |
|
2.618 |
1.5282 |
|
1.618 |
1.5152 |
|
1.000 |
1.5072 |
|
0.618 |
1.5022 |
|
HIGH |
1.4942 |
|
0.618 |
1.4892 |
|
0.500 |
1.4877 |
|
0.382 |
1.4862 |
|
LOW |
1.4812 |
|
0.618 |
1.4732 |
|
1.000 |
1.4682 |
|
1.618 |
1.4602 |
|
2.618 |
1.4472 |
|
4.250 |
1.4260 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4920 |
1.4885 |
| PP |
1.4899 |
1.4828 |
| S1 |
1.4877 |
1.4771 |
|