CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5557 |
1.5655 |
0.0098 |
0.6% |
1.5145 |
| High |
1.5693 |
1.5746 |
0.0053 |
0.3% |
1.5505 |
| Low |
1.5547 |
1.5623 |
0.0076 |
0.5% |
1.5074 |
| Close |
1.5664 |
1.5735 |
0.0071 |
0.5% |
1.5439 |
| Range |
0.0146 |
0.0123 |
-0.0023 |
-15.8% |
0.0431 |
| ATR |
0.0143 |
0.0141 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
311 |
363 |
52 |
16.7% |
471 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6070 |
1.6026 |
1.5803 |
|
| R3 |
1.5947 |
1.5903 |
1.5769 |
|
| R2 |
1.5824 |
1.5824 |
1.5758 |
|
| R1 |
1.5780 |
1.5780 |
1.5746 |
1.5802 |
| PP |
1.5701 |
1.5701 |
1.5701 |
1.5713 |
| S1 |
1.5657 |
1.5657 |
1.5724 |
1.5679 |
| S2 |
1.5578 |
1.5578 |
1.5712 |
|
| S3 |
1.5455 |
1.5534 |
1.5701 |
|
| S4 |
1.5332 |
1.5411 |
1.5667 |
|
|
| 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 |
1.5746 |
1.5158 |
0.0588 |
3.7% |
0.0147 |
0.9% |
98% |
True |
False |
239 |
| 10 |
1.5746 |
1.5074 |
0.0672 |
4.3% |
0.0146 |
0.9% |
98% |
True |
False |
170 |
| 20 |
1.5746 |
1.4812 |
0.0934 |
5.9% |
0.0136 |
0.9% |
99% |
True |
False |
131 |
| 40 |
1.5746 |
1.4591 |
0.1155 |
7.3% |
0.0130 |
0.8% |
99% |
True |
False |
101 |
| 60 |
1.5746 |
1.4591 |
0.1155 |
7.3% |
0.0107 |
0.7% |
99% |
True |
False |
68 |
| 80 |
1.5746 |
1.4591 |
0.1155 |
7.3% |
0.0082 |
0.5% |
99% |
True |
False |
53 |
| 100 |
1.5746 |
1.4591 |
0.1155 |
7.3% |
0.0068 |
0.4% |
99% |
True |
False |
43 |
| 120 |
1.5761 |
1.4591 |
0.1170 |
7.4% |
0.0057 |
0.4% |
98% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6269 |
|
2.618 |
1.6068 |
|
1.618 |
1.5945 |
|
1.000 |
1.5869 |
|
0.618 |
1.5822 |
|
HIGH |
1.5746 |
|
0.618 |
1.5699 |
|
0.500 |
1.5685 |
|
0.382 |
1.5670 |
|
LOW |
1.5623 |
|
0.618 |
1.5547 |
|
1.000 |
1.5500 |
|
1.618 |
1.5424 |
|
2.618 |
1.5301 |
|
4.250 |
1.5100 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5718 |
1.5679 |
| PP |
1.5701 |
1.5622 |
| S1 |
1.5685 |
1.5566 |
|