CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5734 |
1.5750 |
0.0016 |
0.1% |
1.5435 |
| High |
1.5800 |
1.5780 |
-0.0020 |
-0.1% |
1.5800 |
| Low |
1.5731 |
1.5697 |
-0.0034 |
-0.2% |
1.5385 |
| Close |
1.5753 |
1.5739 |
-0.0014 |
-0.1% |
1.5739 |
| Range |
0.0069 |
0.0083 |
0.0014 |
20.3% |
0.0415 |
| ATR |
0.0136 |
0.0132 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
234 |
113 |
-121 |
-51.7% |
1,370 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5988 |
1.5946 |
1.5785 |
|
| R3 |
1.5905 |
1.5863 |
1.5762 |
|
| R2 |
1.5822 |
1.5822 |
1.5754 |
|
| R1 |
1.5780 |
1.5780 |
1.5747 |
1.5760 |
| PP |
1.5739 |
1.5739 |
1.5739 |
1.5728 |
| S1 |
1.5697 |
1.5697 |
1.5731 |
1.5677 |
| S2 |
1.5656 |
1.5656 |
1.5724 |
|
| S3 |
1.5573 |
1.5614 |
1.5716 |
|
| S4 |
1.5490 |
1.5531 |
1.5693 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6886 |
1.6728 |
1.5967 |
|
| R3 |
1.6471 |
1.6313 |
1.5853 |
|
| R2 |
1.6056 |
1.6056 |
1.5815 |
|
| R1 |
1.5898 |
1.5898 |
1.5777 |
1.5977 |
| PP |
1.5641 |
1.5641 |
1.5641 |
1.5681 |
| S1 |
1.5483 |
1.5483 |
1.5701 |
1.5562 |
| S2 |
1.5226 |
1.5226 |
1.5663 |
|
| S3 |
1.4811 |
1.5068 |
1.5625 |
|
| S4 |
1.4396 |
1.4653 |
1.5511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5800 |
1.5385 |
0.0415 |
2.6% |
0.0127 |
0.8% |
85% |
False |
False |
274 |
| 10 |
1.5800 |
1.5074 |
0.0726 |
4.6% |
0.0118 |
0.7% |
92% |
False |
False |
184 |
| 20 |
1.5800 |
1.4842 |
0.0958 |
6.1% |
0.0131 |
0.8% |
94% |
False |
False |
134 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0121 |
0.8% |
95% |
False |
False |
102 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0108 |
0.7% |
95% |
False |
False |
74 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0084 |
0.5% |
95% |
False |
False |
57 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0069 |
0.4% |
95% |
False |
False |
46 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0058 |
0.4% |
95% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6133 |
|
2.618 |
1.5997 |
|
1.618 |
1.5914 |
|
1.000 |
1.5863 |
|
0.618 |
1.5831 |
|
HIGH |
1.5780 |
|
0.618 |
1.5748 |
|
0.500 |
1.5739 |
|
0.382 |
1.5729 |
|
LOW |
1.5697 |
|
0.618 |
1.5646 |
|
1.000 |
1.5614 |
|
1.618 |
1.5563 |
|
2.618 |
1.5480 |
|
4.250 |
1.5344 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5739 |
1.5730 |
| PP |
1.5739 |
1.5721 |
| S1 |
1.5739 |
1.5712 |
|