CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4812 |
1.4918 |
0.0106 |
0.7% |
1.4626 |
| High |
1.4942 |
1.5033 |
0.0091 |
0.6% |
1.5033 |
| Low |
1.4812 |
1.4915 |
0.0103 |
0.7% |
1.4592 |
| Close |
1.4942 |
1.4946 |
0.0004 |
0.0% |
1.4946 |
| Range |
0.0130 |
0.0118 |
-0.0012 |
-9.2% |
0.0441 |
| ATR |
0.0122 |
0.0121 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
86 |
190 |
104 |
120.9% |
671 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5319 |
1.5250 |
1.5011 |
|
| R3 |
1.5201 |
1.5132 |
1.4978 |
|
| R2 |
1.5083 |
1.5083 |
1.4968 |
|
| R1 |
1.5014 |
1.5014 |
1.4957 |
1.5049 |
| PP |
1.4965 |
1.4965 |
1.4965 |
1.4982 |
| S1 |
1.4896 |
1.4896 |
1.4935 |
1.4931 |
| S2 |
1.4847 |
1.4847 |
1.4924 |
|
| S3 |
1.4729 |
1.4778 |
1.4914 |
|
| S4 |
1.4611 |
1.4660 |
1.4881 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6180 |
1.6004 |
1.5189 |
|
| R3 |
1.5739 |
1.5563 |
1.5067 |
|
| R2 |
1.5298 |
1.5298 |
1.5027 |
|
| R1 |
1.5122 |
1.5122 |
1.4986 |
1.5210 |
| PP |
1.4857 |
1.4857 |
1.4857 |
1.4901 |
| S1 |
1.4681 |
1.4681 |
1.4906 |
1.4769 |
| S2 |
1.4416 |
1.4416 |
1.4865 |
|
| S3 |
1.3975 |
1.4240 |
1.4825 |
|
| S4 |
1.3534 |
1.3799 |
1.4703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5033 |
1.4592 |
0.0441 |
3.0% |
0.0129 |
0.9% |
80% |
True |
False |
134 |
| 10 |
1.5033 |
1.4591 |
0.0442 |
3.0% |
0.0123 |
0.8% |
80% |
True |
False |
82 |
| 20 |
1.5033 |
1.4591 |
0.0442 |
3.0% |
0.0111 |
0.7% |
80% |
True |
False |
70 |
| 40 |
1.5510 |
1.4591 |
0.0919 |
6.1% |
0.0097 |
0.7% |
39% |
False |
False |
44 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.1% |
0.0068 |
0.5% |
39% |
False |
False |
32 |
| 80 |
1.5551 |
1.4591 |
0.0960 |
6.4% |
0.0054 |
0.4% |
37% |
False |
False |
24 |
| 100 |
1.5761 |
1.4591 |
0.1170 |
7.8% |
0.0043 |
0.3% |
30% |
False |
False |
20 |
| 120 |
1.6078 |
1.4591 |
0.1487 |
9.9% |
0.0037 |
0.2% |
24% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5535 |
|
2.618 |
1.5342 |
|
1.618 |
1.5224 |
|
1.000 |
1.5151 |
|
0.618 |
1.5106 |
|
HIGH |
1.5033 |
|
0.618 |
1.4988 |
|
0.500 |
1.4974 |
|
0.382 |
1.4960 |
|
LOW |
1.4915 |
|
0.618 |
1.4842 |
|
1.000 |
1.4797 |
|
1.618 |
1.4724 |
|
2.618 |
1.4606 |
|
4.250 |
1.4414 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4974 |
1.4918 |
| PP |
1.4965 |
1.4890 |
| S1 |
1.4955 |
1.4862 |
|