CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4932 |
1.5018 |
0.0086 |
0.6% |
1.4626 |
| High |
1.5058 |
1.5047 |
-0.0011 |
-0.1% |
1.5033 |
| Low |
1.4919 |
1.4953 |
0.0034 |
0.2% |
1.4592 |
| Close |
1.5031 |
1.5041 |
0.0010 |
0.1% |
1.4946 |
| Range |
0.0139 |
0.0094 |
-0.0045 |
-32.4% |
0.0441 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
17 |
113 |
96 |
564.7% |
671 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5296 |
1.5262 |
1.5093 |
|
| R3 |
1.5202 |
1.5168 |
1.5067 |
|
| R2 |
1.5108 |
1.5108 |
1.5058 |
|
| R1 |
1.5074 |
1.5074 |
1.5050 |
1.5091 |
| PP |
1.5014 |
1.5014 |
1.5014 |
1.5022 |
| S1 |
1.4980 |
1.4980 |
1.5032 |
1.4997 |
| S2 |
1.4920 |
1.4920 |
1.5024 |
|
| S3 |
1.4826 |
1.4886 |
1.5015 |
|
| S4 |
1.4732 |
1.4792 |
1.4989 |
|
|
| 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 |
1.4842 |
0.0216 |
1.4% |
0.0108 |
0.7% |
92% |
False |
False |
117 |
| 10 |
1.5058 |
1.4591 |
0.0467 |
3.1% |
0.0118 |
0.8% |
96% |
False |
False |
111 |
| 20 |
1.5058 |
1.4591 |
0.0467 |
3.1% |
0.0106 |
0.7% |
96% |
False |
False |
86 |
| 40 |
1.5420 |
1.4591 |
0.0829 |
5.5% |
0.0108 |
0.7% |
54% |
False |
False |
54 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.1% |
0.0075 |
0.5% |
49% |
False |
False |
38 |
| 80 |
1.5551 |
1.4591 |
0.0960 |
6.4% |
0.0059 |
0.4% |
47% |
False |
False |
29 |
| 100 |
1.5705 |
1.4591 |
0.1114 |
7.4% |
0.0047 |
0.3% |
40% |
False |
False |
23 |
| 120 |
1.5952 |
1.4591 |
0.1361 |
9.0% |
0.0041 |
0.3% |
33% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5447 |
|
2.618 |
1.5293 |
|
1.618 |
1.5199 |
|
1.000 |
1.5141 |
|
0.618 |
1.5105 |
|
HIGH |
1.5047 |
|
0.618 |
1.5011 |
|
0.500 |
1.5000 |
|
0.382 |
1.4989 |
|
LOW |
1.4953 |
|
0.618 |
1.4895 |
|
1.000 |
1.4859 |
|
1.618 |
1.4801 |
|
2.618 |
1.4707 |
|
4.250 |
1.4554 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5027 |
1.5011 |
| PP |
1.5014 |
1.4980 |
| S1 |
1.5000 |
1.4950 |
|