CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4870 |
1.4932 |
0.0062 |
0.4% |
1.4626 |
| High |
1.4956 |
1.5058 |
0.0102 |
0.7% |
1.5033 |
| Low |
1.4842 |
1.4919 |
0.0077 |
0.5% |
1.4592 |
| Close |
1.4910 |
1.5031 |
0.0121 |
0.8% |
1.4946 |
| Range |
0.0114 |
0.0139 |
0.0025 |
21.9% |
0.0441 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.8% |
0.0000 |
| Volume |
95 |
17 |
-78 |
-82.1% |
671 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5420 |
1.5364 |
1.5107 |
|
| R3 |
1.5281 |
1.5225 |
1.5069 |
|
| R2 |
1.5142 |
1.5142 |
1.5056 |
|
| R1 |
1.5086 |
1.5086 |
1.5044 |
1.5114 |
| PP |
1.5003 |
1.5003 |
1.5003 |
1.5017 |
| S1 |
1.4947 |
1.4947 |
1.5018 |
1.4975 |
| S2 |
1.4864 |
1.4864 |
1.5006 |
|
| S3 |
1.4725 |
1.4808 |
1.4993 |
|
| S4 |
1.4586 |
1.4669 |
1.4955 |
|
|
| 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 |
1.5058 |
1.4812 |
0.0246 |
1.6% |
0.0116 |
0.8% |
89% |
True |
False |
112 |
| 10 |
1.5058 |
1.4591 |
0.0467 |
3.1% |
0.0127 |
0.8% |
94% |
True |
False |
106 |
| 20 |
1.5058 |
1.4591 |
0.0467 |
3.1% |
0.0110 |
0.7% |
94% |
True |
False |
80 |
| 40 |
1.5420 |
1.4591 |
0.0829 |
5.5% |
0.0105 |
0.7% |
53% |
False |
False |
51 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.1% |
0.0073 |
0.5% |
48% |
False |
False |
36 |
| 80 |
1.5551 |
1.4591 |
0.0960 |
6.4% |
0.0058 |
0.4% |
46% |
False |
False |
28 |
| 100 |
1.5705 |
1.4591 |
0.1114 |
7.4% |
0.0047 |
0.3% |
39% |
False |
False |
22 |
| 120 |
1.5953 |
1.4591 |
0.1362 |
9.1% |
0.0040 |
0.3% |
32% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5649 |
|
2.618 |
1.5422 |
|
1.618 |
1.5283 |
|
1.000 |
1.5197 |
|
0.618 |
1.5144 |
|
HIGH |
1.5058 |
|
0.618 |
1.5005 |
|
0.500 |
1.4989 |
|
0.382 |
1.4972 |
|
LOW |
1.4919 |
|
0.618 |
1.4833 |
|
1.000 |
1.4780 |
|
1.618 |
1.4694 |
|
2.618 |
1.4555 |
|
4.250 |
1.4328 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5017 |
1.5004 |
| PP |
1.5003 |
1.4977 |
| S1 |
1.4989 |
1.4950 |
|