CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5435 |
1.5557 |
0.0122 |
0.8% |
1.5145 |
| High |
1.5597 |
1.5693 |
0.0096 |
0.6% |
1.5505 |
| Low |
1.5385 |
1.5547 |
0.0162 |
1.1% |
1.5074 |
| Close |
1.5576 |
1.5664 |
0.0088 |
0.6% |
1.5439 |
| Range |
0.0212 |
0.0146 |
-0.0066 |
-31.1% |
0.0431 |
| ATR |
0.0142 |
0.0143 |
0.0000 |
0.2% |
0.0000 |
| Volume |
349 |
311 |
-38 |
-10.9% |
471 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6073 |
1.6014 |
1.5744 |
|
| R3 |
1.5927 |
1.5868 |
1.5704 |
|
| R2 |
1.5781 |
1.5781 |
1.5691 |
|
| R1 |
1.5722 |
1.5722 |
1.5677 |
1.5752 |
| PP |
1.5635 |
1.5635 |
1.5635 |
1.5649 |
| S1 |
1.5576 |
1.5576 |
1.5651 |
1.5606 |
| S2 |
1.5489 |
1.5489 |
1.5637 |
|
| S3 |
1.5343 |
1.5430 |
1.5624 |
|
| S4 |
1.5197 |
1.5284 |
1.5584 |
|
|
| 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 |
1.5693 |
1.5153 |
0.0540 |
3.4% |
0.0144 |
0.9% |
95% |
True |
False |
177 |
| 10 |
1.5693 |
1.5074 |
0.0619 |
4.0% |
0.0149 |
0.9% |
95% |
True |
False |
139 |
| 20 |
1.5693 |
1.4690 |
0.1003 |
6.4% |
0.0137 |
0.9% |
97% |
True |
False |
118 |
| 40 |
1.5693 |
1.4591 |
0.1102 |
7.0% |
0.0134 |
0.9% |
97% |
True |
False |
92 |
| 60 |
1.5693 |
1.4591 |
0.1102 |
7.0% |
0.0105 |
0.7% |
97% |
True |
False |
62 |
| 80 |
1.5693 |
1.4591 |
0.1102 |
7.0% |
0.0080 |
0.5% |
97% |
True |
False |
49 |
| 100 |
1.5693 |
1.4591 |
0.1102 |
7.0% |
0.0067 |
0.4% |
97% |
True |
False |
39 |
| 120 |
1.5761 |
1.4591 |
0.1170 |
7.5% |
0.0056 |
0.4% |
92% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6314 |
|
2.618 |
1.6075 |
|
1.618 |
1.5929 |
|
1.000 |
1.5839 |
|
0.618 |
1.5783 |
|
HIGH |
1.5693 |
|
0.618 |
1.5637 |
|
0.500 |
1.5620 |
|
0.382 |
1.5603 |
|
LOW |
1.5547 |
|
0.618 |
1.5457 |
|
1.000 |
1.5401 |
|
1.618 |
1.5311 |
|
2.618 |
1.5165 |
|
4.250 |
1.4927 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5649 |
1.5616 |
| PP |
1.5635 |
1.5567 |
| S1 |
1.5620 |
1.5519 |
|