CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5227 |
1.5320 |
0.0093 |
0.6% |
1.4935 |
| High |
1.5323 |
1.5466 |
0.0143 |
0.9% |
1.5170 |
| Low |
1.5167 |
1.5320 |
0.0153 |
1.0% |
1.4842 |
| Close |
1.5323 |
1.5418 |
0.0095 |
0.6% |
1.5162 |
| Range |
0.0156 |
0.0146 |
-0.0010 |
-6.4% |
0.0328 |
| ATR |
0.0124 |
0.0125 |
0.0002 |
1.3% |
0.0000 |
| Volume |
83 |
50 |
-33 |
-39.8% |
431 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5839 |
1.5775 |
1.5498 |
|
| R3 |
1.5693 |
1.5629 |
1.5458 |
|
| R2 |
1.5547 |
1.5547 |
1.5445 |
|
| R1 |
1.5483 |
1.5483 |
1.5431 |
1.5515 |
| PP |
1.5401 |
1.5401 |
1.5401 |
1.5418 |
| S1 |
1.5337 |
1.5337 |
1.5405 |
1.5369 |
| S2 |
1.5255 |
1.5255 |
1.5391 |
|
| S3 |
1.5109 |
1.5191 |
1.5378 |
|
| S4 |
1.4963 |
1.5045 |
1.5338 |
|
|
| 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 |
1.5466 |
1.4953 |
0.0513 |
3.3% |
0.0135 |
0.9% |
91% |
True |
False |
70 |
| 10 |
1.5466 |
1.4812 |
0.0654 |
4.2% |
0.0125 |
0.8% |
93% |
True |
False |
91 |
| 20 |
1.5466 |
1.4591 |
0.0875 |
5.7% |
0.0116 |
0.8% |
95% |
True |
False |
80 |
| 40 |
1.5466 |
1.4591 |
0.0875 |
5.7% |
0.0121 |
0.8% |
95% |
True |
False |
60 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0085 |
0.5% |
90% |
False |
False |
41 |
| 80 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0066 |
0.4% |
90% |
False |
False |
32 |
| 100 |
1.5699 |
1.4591 |
0.1108 |
7.2% |
0.0053 |
0.3% |
75% |
False |
False |
26 |
| 120 |
1.5840 |
1.4591 |
0.1249 |
8.1% |
0.0044 |
0.3% |
66% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6087 |
|
2.618 |
1.5848 |
|
1.618 |
1.5702 |
|
1.000 |
1.5612 |
|
0.618 |
1.5556 |
|
HIGH |
1.5466 |
|
0.618 |
1.5410 |
|
0.500 |
1.5393 |
|
0.382 |
1.5376 |
|
LOW |
1.5320 |
|
0.618 |
1.5230 |
|
1.000 |
1.5174 |
|
1.618 |
1.5084 |
|
2.618 |
1.4938 |
|
4.250 |
1.4700 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5410 |
1.5375 |
| PP |
1.5401 |
1.5331 |
| S1 |
1.5393 |
1.5288 |
|