CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5113 |
1.5155 |
0.0042 |
0.3% |
1.5172 |
| High |
1.5200 |
1.5260 |
0.0060 |
0.4% |
1.5470 |
| Low |
1.5090 |
1.5153 |
0.0063 |
0.4% |
1.5105 |
| Close |
1.5161 |
1.5230 |
0.0069 |
0.5% |
1.5119 |
| Range |
0.0110 |
0.0107 |
-0.0003 |
-2.7% |
0.0365 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
41 |
51 |
10 |
24.4% |
423 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5535 |
1.5490 |
1.5289 |
|
| R3 |
1.5428 |
1.5383 |
1.5259 |
|
| R2 |
1.5321 |
1.5321 |
1.5250 |
|
| R1 |
1.5276 |
1.5276 |
1.5240 |
1.5299 |
| PP |
1.5214 |
1.5214 |
1.5214 |
1.5226 |
| S1 |
1.5169 |
1.5169 |
1.5220 |
1.5192 |
| S2 |
1.5107 |
1.5107 |
1.5210 |
|
| S3 |
1.5000 |
1.5062 |
1.5201 |
|
| S4 |
1.4893 |
1.4955 |
1.5171 |
|
|
| 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 |
1.5074 |
0.0396 |
2.6% |
0.0145 |
1.0% |
39% |
False |
False |
102 |
| 10 |
1.5470 |
1.4953 |
0.0517 |
3.4% |
0.0140 |
0.9% |
54% |
False |
False |
86 |
| 20 |
1.5470 |
1.4591 |
0.0879 |
5.8% |
0.0134 |
0.9% |
73% |
False |
False |
96 |
| 40 |
1.5470 |
1.4591 |
0.0879 |
5.8% |
0.0129 |
0.8% |
73% |
False |
False |
72 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0096 |
0.6% |
70% |
False |
False |
49 |
| 80 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0073 |
0.5% |
70% |
False |
False |
38 |
| 100 |
1.5699 |
1.4591 |
0.1108 |
7.3% |
0.0061 |
0.4% |
58% |
False |
False |
31 |
| 120 |
1.5761 |
1.4591 |
0.1170 |
7.7% |
0.0050 |
0.3% |
55% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5715 |
|
2.618 |
1.5540 |
|
1.618 |
1.5433 |
|
1.000 |
1.5367 |
|
0.618 |
1.5326 |
|
HIGH |
1.5260 |
|
0.618 |
1.5219 |
|
0.500 |
1.5207 |
|
0.382 |
1.5194 |
|
LOW |
1.5153 |
|
0.618 |
1.5087 |
|
1.000 |
1.5046 |
|
1.618 |
1.4980 |
|
2.618 |
1.4873 |
|
4.250 |
1.4698 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5222 |
1.5209 |
| PP |
1.5214 |
1.5188 |
| S1 |
1.5207 |
1.5167 |
|