CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5155 |
1.5208 |
0.0053 |
0.3% |
1.5172 |
| High |
1.5260 |
1.5254 |
-0.0006 |
0.0% |
1.5470 |
| Low |
1.5153 |
1.5158 |
0.0005 |
0.0% |
1.5105 |
| Close |
1.5230 |
1.5245 |
0.0015 |
0.1% |
1.5119 |
| Range |
0.0107 |
0.0096 |
-0.0011 |
-10.3% |
0.0365 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
51 |
95 |
44 |
86.3% |
423 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5507 |
1.5472 |
1.5298 |
|
| R3 |
1.5411 |
1.5376 |
1.5271 |
|
| R2 |
1.5315 |
1.5315 |
1.5263 |
|
| R1 |
1.5280 |
1.5280 |
1.5254 |
1.5298 |
| PP |
1.5219 |
1.5219 |
1.5219 |
1.5228 |
| S1 |
1.5184 |
1.5184 |
1.5236 |
1.5202 |
| S2 |
1.5123 |
1.5123 |
1.5227 |
|
| S3 |
1.5027 |
1.5088 |
1.5219 |
|
| S4 |
1.4931 |
1.4992 |
1.5192 |
|
|
| 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 |
1.5371 |
1.5074 |
0.0297 |
1.9% |
0.0130 |
0.9% |
58% |
False |
False |
104 |
| 10 |
1.5470 |
1.5026 |
0.0444 |
2.9% |
0.0140 |
0.9% |
49% |
False |
False |
84 |
| 20 |
1.5470 |
1.4591 |
0.0879 |
5.8% |
0.0129 |
0.8% |
74% |
False |
False |
98 |
| 40 |
1.5470 |
1.4591 |
0.0879 |
5.8% |
0.0128 |
0.8% |
74% |
False |
False |
74 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0098 |
0.6% |
71% |
False |
False |
51 |
| 80 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0074 |
0.5% |
71% |
False |
False |
39 |
| 100 |
1.5699 |
1.4591 |
0.1108 |
7.3% |
0.0061 |
0.4% |
59% |
False |
False |
32 |
| 120 |
1.5761 |
1.4591 |
0.1170 |
7.7% |
0.0051 |
0.3% |
56% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5662 |
|
2.618 |
1.5505 |
|
1.618 |
1.5409 |
|
1.000 |
1.5350 |
|
0.618 |
1.5313 |
|
HIGH |
1.5254 |
|
0.618 |
1.5217 |
|
0.500 |
1.5206 |
|
0.382 |
1.5195 |
|
LOW |
1.5158 |
|
0.618 |
1.5099 |
|
1.000 |
1.5062 |
|
1.618 |
1.5003 |
|
2.618 |
1.4907 |
|
4.250 |
1.4750 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5232 |
1.5222 |
| PP |
1.5219 |
1.5198 |
| S1 |
1.5206 |
1.5175 |
|