CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5172 |
1.5227 |
0.0055 |
0.4% |
1.4935 |
| High |
1.5245 |
1.5323 |
0.0078 |
0.5% |
1.5170 |
| Low |
1.5110 |
1.5167 |
0.0057 |
0.4% |
1.4842 |
| Close |
1.5209 |
1.5323 |
0.0114 |
0.7% |
1.5162 |
| Range |
0.0135 |
0.0156 |
0.0021 |
15.6% |
0.0328 |
| ATR |
0.0121 |
0.0124 |
0.0002 |
2.1% |
0.0000 |
| Volume |
75 |
83 |
8 |
10.7% |
431 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5739 |
1.5687 |
1.5409 |
|
| R3 |
1.5583 |
1.5531 |
1.5366 |
|
| R2 |
1.5427 |
1.5427 |
1.5352 |
|
| R1 |
1.5375 |
1.5375 |
1.5337 |
1.5401 |
| PP |
1.5271 |
1.5271 |
1.5271 |
1.5284 |
| S1 |
1.5219 |
1.5219 |
1.5309 |
1.5245 |
| S2 |
1.5115 |
1.5115 |
1.5294 |
|
| S3 |
1.4959 |
1.5063 |
1.5280 |
|
| S4 |
1.4803 |
1.4907 |
1.5237 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6042 |
1.5930 |
1.5342 |
|
| R3 |
1.5714 |
1.5602 |
1.5252 |
|
| R2 |
1.5386 |
1.5386 |
1.5222 |
|
| R1 |
1.5274 |
1.5274 |
1.5192 |
1.5330 |
| PP |
1.5058 |
1.5058 |
1.5058 |
1.5086 |
| S1 |
1.4946 |
1.4946 |
1.5132 |
1.5002 |
| S2 |
1.4730 |
1.4730 |
1.5102 |
|
| S3 |
1.4402 |
1.4618 |
1.5072 |
|
| S4 |
1.4074 |
1.4290 |
1.4982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5323 |
1.4919 |
0.0404 |
2.6% |
0.0134 |
0.9% |
100% |
True |
False |
64 |
| 10 |
1.5323 |
1.4690 |
0.0633 |
4.1% |
0.0125 |
0.8% |
100% |
True |
False |
97 |
| 20 |
1.5323 |
1.4591 |
0.0732 |
4.8% |
0.0114 |
0.7% |
100% |
True |
False |
80 |
| 40 |
1.5323 |
1.4591 |
0.0732 |
4.8% |
0.0117 |
0.8% |
100% |
True |
False |
58 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0082 |
0.5% |
80% |
False |
False |
41 |
| 80 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0064 |
0.4% |
80% |
False |
False |
31 |
| 100 |
1.5699 |
1.4591 |
0.1108 |
7.2% |
0.0052 |
0.3% |
66% |
False |
False |
25 |
| 120 |
1.5927 |
1.4591 |
0.1336 |
8.7% |
0.0044 |
0.3% |
55% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5986 |
|
2.618 |
1.5731 |
|
1.618 |
1.5575 |
|
1.000 |
1.5479 |
|
0.618 |
1.5419 |
|
HIGH |
1.5323 |
|
0.618 |
1.5263 |
|
0.500 |
1.5245 |
|
0.382 |
1.5227 |
|
LOW |
1.5167 |
|
0.618 |
1.5071 |
|
1.000 |
1.5011 |
|
1.618 |
1.4915 |
|
2.618 |
1.4759 |
|
4.250 |
1.4504 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5297 |
1.5274 |
| PP |
1.5271 |
1.5224 |
| S1 |
1.5245 |
1.5175 |
|