CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5424 |
1.5342 |
-0.0082 |
-0.5% |
1.5172 |
| High |
1.5470 |
1.5371 |
-0.0099 |
-0.6% |
1.5470 |
| Low |
1.5300 |
1.5105 |
-0.0195 |
-1.3% |
1.5105 |
| Close |
1.5346 |
1.5119 |
-0.0227 |
-1.5% |
1.5119 |
| Range |
0.0170 |
0.0266 |
0.0096 |
56.5% |
0.0365 |
| ATR |
0.0128 |
0.0138 |
0.0010 |
7.6% |
0.0000 |
| Volume |
85 |
130 |
45 |
52.9% |
423 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5996 |
1.5824 |
1.5265 |
|
| R3 |
1.5730 |
1.5558 |
1.5192 |
|
| R2 |
1.5464 |
1.5464 |
1.5168 |
|
| R1 |
1.5292 |
1.5292 |
1.5143 |
1.5245 |
| PP |
1.5198 |
1.5198 |
1.5198 |
1.5175 |
| S1 |
1.5026 |
1.5026 |
1.5095 |
1.4979 |
| S2 |
1.4932 |
1.4932 |
1.5070 |
|
| S3 |
1.4666 |
1.4760 |
1.5046 |
|
| S4 |
1.4400 |
1.4494 |
1.4973 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6326 |
1.6088 |
1.5320 |
|
| R3 |
1.5961 |
1.5723 |
1.5219 |
|
| R2 |
1.5596 |
1.5596 |
1.5186 |
|
| R1 |
1.5358 |
1.5358 |
1.5152 |
1.5295 |
| PP |
1.5231 |
1.5231 |
1.5231 |
1.5200 |
| S1 |
1.4993 |
1.4993 |
1.5086 |
1.4930 |
| S2 |
1.4866 |
1.4866 |
1.5052 |
|
| S3 |
1.4501 |
1.4628 |
1.5019 |
|
| S4 |
1.4136 |
1.4263 |
1.4918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5470 |
1.5105 |
0.0365 |
2.4% |
0.0175 |
1.2% |
4% |
False |
True |
84 |
| 10 |
1.5470 |
1.4842 |
0.0628 |
4.2% |
0.0144 |
1.0% |
44% |
False |
False |
85 |
| 20 |
1.5470 |
1.4591 |
0.0879 |
5.8% |
0.0134 |
0.9% |
60% |
False |
False |
84 |
| 40 |
1.5470 |
1.4591 |
0.0879 |
5.8% |
0.0126 |
0.8% |
60% |
False |
False |
65 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.1% |
0.0092 |
0.6% |
57% |
False |
False |
45 |
| 80 |
1.5510 |
1.4591 |
0.0919 |
6.1% |
0.0071 |
0.5% |
57% |
False |
False |
35 |
| 100 |
1.5699 |
1.4591 |
0.1108 |
7.3% |
0.0058 |
0.4% |
48% |
False |
False |
28 |
| 120 |
1.5840 |
1.4591 |
0.1249 |
8.3% |
0.0048 |
0.3% |
42% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6502 |
|
2.618 |
1.6067 |
|
1.618 |
1.5801 |
|
1.000 |
1.5637 |
|
0.618 |
1.5535 |
|
HIGH |
1.5371 |
|
0.618 |
1.5269 |
|
0.500 |
1.5238 |
|
0.382 |
1.5207 |
|
LOW |
1.5105 |
|
0.618 |
1.4941 |
|
1.000 |
1.4839 |
|
1.618 |
1.4675 |
|
2.618 |
1.4409 |
|
4.250 |
1.3975 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5238 |
1.5288 |
| PP |
1.5198 |
1.5231 |
| S1 |
1.5159 |
1.5175 |
|