CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5208 |
1.5394 |
0.0186 |
1.2% |
1.5145 |
| High |
1.5254 |
1.5505 |
0.0251 |
1.6% |
1.5505 |
| Low |
1.5158 |
1.5345 |
0.0187 |
1.2% |
1.5074 |
| Close |
1.5245 |
1.5439 |
0.0194 |
1.3% |
1.5439 |
| Range |
0.0096 |
0.0160 |
0.0064 |
66.7% |
0.0431 |
| ATR |
0.0128 |
0.0137 |
0.0009 |
7.4% |
0.0000 |
| Volume |
95 |
81 |
-14 |
-14.7% |
471 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5910 |
1.5834 |
1.5527 |
|
| R3 |
1.5750 |
1.5674 |
1.5483 |
|
| R2 |
1.5590 |
1.5590 |
1.5468 |
|
| R1 |
1.5514 |
1.5514 |
1.5454 |
1.5552 |
| PP |
1.5430 |
1.5430 |
1.5430 |
1.5449 |
| S1 |
1.5354 |
1.5354 |
1.5424 |
1.5392 |
| S2 |
1.5270 |
1.5270 |
1.5410 |
|
| S3 |
1.5110 |
1.5194 |
1.5395 |
|
| S4 |
1.4950 |
1.5034 |
1.5351 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6632 |
1.6467 |
1.5676 |
|
| R3 |
1.6201 |
1.6036 |
1.5558 |
|
| R2 |
1.5770 |
1.5770 |
1.5518 |
|
| R1 |
1.5605 |
1.5605 |
1.5479 |
1.5688 |
| PP |
1.5339 |
1.5339 |
1.5339 |
1.5381 |
| S1 |
1.5174 |
1.5174 |
1.5399 |
1.5257 |
| S2 |
1.4908 |
1.4908 |
1.5360 |
|
| S3 |
1.4477 |
1.4743 |
1.5320 |
|
| S4 |
1.4046 |
1.4312 |
1.5202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5505 |
1.5074 |
0.0431 |
2.8% |
0.0109 |
0.7% |
85% |
True |
False |
94 |
| 10 |
1.5505 |
1.5074 |
0.0431 |
2.8% |
0.0142 |
0.9% |
85% |
True |
False |
89 |
| 20 |
1.5505 |
1.4592 |
0.0913 |
5.9% |
0.0132 |
0.9% |
93% |
True |
False |
99 |
| 40 |
1.5505 |
1.4591 |
0.0914 |
5.9% |
0.0128 |
0.8% |
93% |
True |
False |
76 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0099 |
0.6% |
92% |
False |
False |
51 |
| 80 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0076 |
0.5% |
92% |
False |
False |
40 |
| 100 |
1.5699 |
1.4591 |
0.1108 |
7.2% |
0.0063 |
0.4% |
77% |
False |
False |
33 |
| 120 |
1.5761 |
1.4591 |
0.1170 |
7.6% |
0.0053 |
0.3% |
72% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6185 |
|
2.618 |
1.5924 |
|
1.618 |
1.5764 |
|
1.000 |
1.5665 |
|
0.618 |
1.5604 |
|
HIGH |
1.5505 |
|
0.618 |
1.5444 |
|
0.500 |
1.5425 |
|
0.382 |
1.5406 |
|
LOW |
1.5345 |
|
0.618 |
1.5246 |
|
1.000 |
1.5185 |
|
1.618 |
1.5086 |
|
2.618 |
1.4926 |
|
4.250 |
1.4665 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5434 |
1.5402 |
| PP |
1.5430 |
1.5366 |
| S1 |
1.5425 |
1.5329 |
|