CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4918 |
1.4935 |
0.0017 |
0.1% |
1.4626 |
| High |
1.5033 |
1.4958 |
-0.0075 |
-0.5% |
1.5033 |
| Low |
1.4915 |
1.4881 |
-0.0034 |
-0.2% |
1.4592 |
| Close |
1.4946 |
1.4888 |
-0.0058 |
-0.4% |
1.4946 |
| Range |
0.0118 |
0.0077 |
-0.0041 |
-34.7% |
0.0441 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
190 |
174 |
-16 |
-8.4% |
671 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5140 |
1.5091 |
1.4930 |
|
| R3 |
1.5063 |
1.5014 |
1.4909 |
|
| R2 |
1.4986 |
1.4986 |
1.4902 |
|
| R1 |
1.4937 |
1.4937 |
1.4895 |
1.4923 |
| PP |
1.4909 |
1.4909 |
1.4909 |
1.4902 |
| S1 |
1.4860 |
1.4860 |
1.4881 |
1.4846 |
| S2 |
1.4832 |
1.4832 |
1.4874 |
|
| S3 |
1.4755 |
1.4783 |
1.4867 |
|
| S4 |
1.4678 |
1.4706 |
1.4846 |
|
|
| 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 |
1.4600 |
0.0433 |
2.9% |
0.0130 |
0.9% |
67% |
False |
False |
133 |
| 10 |
1.5033 |
1.4591 |
0.0442 |
3.0% |
0.0125 |
0.8% |
67% |
False |
False |
99 |
| 20 |
1.5033 |
1.4591 |
0.0442 |
3.0% |
0.0110 |
0.7% |
67% |
False |
False |
78 |
| 40 |
1.5510 |
1.4591 |
0.0919 |
6.2% |
0.0099 |
0.7% |
32% |
False |
False |
48 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.2% |
0.0069 |
0.5% |
32% |
False |
False |
34 |
| 80 |
1.5551 |
1.4591 |
0.0960 |
6.4% |
0.0055 |
0.4% |
31% |
False |
False |
26 |
| 100 |
1.5761 |
1.4591 |
0.1170 |
7.9% |
0.0044 |
0.3% |
25% |
False |
False |
21 |
| 120 |
1.6078 |
1.4591 |
0.1487 |
10.0% |
0.0038 |
0.3% |
20% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5285 |
|
2.618 |
1.5160 |
|
1.618 |
1.5083 |
|
1.000 |
1.5035 |
|
0.618 |
1.5006 |
|
HIGH |
1.4958 |
|
0.618 |
1.4929 |
|
0.500 |
1.4920 |
|
0.382 |
1.4910 |
|
LOW |
1.4881 |
|
0.618 |
1.4833 |
|
1.000 |
1.4804 |
|
1.618 |
1.4756 |
|
2.618 |
1.4679 |
|
4.250 |
1.4554 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4920 |
1.4923 |
| PP |
1.4909 |
1.4911 |
| S1 |
1.4899 |
1.4900 |
|