CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5750 |
1.5709 |
-0.0041 |
-0.3% |
1.5435 |
| High |
1.5780 |
1.5709 |
-0.0071 |
-0.4% |
1.5800 |
| Low |
1.5697 |
1.5627 |
-0.0070 |
-0.4% |
1.5385 |
| Close |
1.5739 |
1.5644 |
-0.0095 |
-0.6% |
1.5739 |
| Range |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0415 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
113 |
312 |
199 |
176.1% |
1,370 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5906 |
1.5857 |
1.5689 |
|
| R3 |
1.5824 |
1.5775 |
1.5667 |
|
| R2 |
1.5742 |
1.5742 |
1.5659 |
|
| R1 |
1.5693 |
1.5693 |
1.5652 |
1.5677 |
| PP |
1.5660 |
1.5660 |
1.5660 |
1.5652 |
| S1 |
1.5611 |
1.5611 |
1.5636 |
1.5595 |
| S2 |
1.5578 |
1.5578 |
1.5629 |
|
| S3 |
1.5496 |
1.5529 |
1.5621 |
|
| S4 |
1.5414 |
1.5447 |
1.5599 |
|
|
| 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 |
1.5547 |
0.0253 |
1.6% |
0.0101 |
0.6% |
38% |
False |
False |
266 |
| 10 |
1.5800 |
1.5090 |
0.0710 |
4.5% |
0.0119 |
0.8% |
78% |
False |
False |
195 |
| 20 |
1.5800 |
1.4842 |
0.0958 |
6.1% |
0.0131 |
0.8% |
84% |
False |
False |
141 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0120 |
0.8% |
87% |
False |
False |
109 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0110 |
0.7% |
87% |
False |
False |
79 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0085 |
0.5% |
87% |
False |
False |
61 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0070 |
0.4% |
87% |
False |
False |
49 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0059 |
0.4% |
87% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6058 |
|
2.618 |
1.5924 |
|
1.618 |
1.5842 |
|
1.000 |
1.5791 |
|
0.618 |
1.5760 |
|
HIGH |
1.5709 |
|
0.618 |
1.5678 |
|
0.500 |
1.5668 |
|
0.382 |
1.5658 |
|
LOW |
1.5627 |
|
0.618 |
1.5576 |
|
1.000 |
1.5545 |
|
1.618 |
1.5494 |
|
2.618 |
1.5412 |
|
4.250 |
1.5279 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5668 |
1.5714 |
| PP |
1.5660 |
1.5690 |
| S1 |
1.5652 |
1.5667 |
|