CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5709 |
1.5643 |
-0.0066 |
-0.4% |
1.5435 |
| High |
1.5709 |
1.5643 |
-0.0066 |
-0.4% |
1.5800 |
| Low |
1.5627 |
1.5436 |
-0.0191 |
-1.2% |
1.5385 |
| Close |
1.5644 |
1.5484 |
-0.0160 |
-1.0% |
1.5739 |
| Range |
0.0082 |
0.0207 |
0.0125 |
152.4% |
0.0415 |
| ATR |
0.0131 |
0.0136 |
0.0006 |
4.2% |
0.0000 |
| Volume |
312 |
306 |
-6 |
-1.9% |
1,370 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6142 |
1.6020 |
1.5598 |
|
| R3 |
1.5935 |
1.5813 |
1.5541 |
|
| R2 |
1.5728 |
1.5728 |
1.5522 |
|
| R1 |
1.5606 |
1.5606 |
1.5503 |
1.5564 |
| PP |
1.5521 |
1.5521 |
1.5521 |
1.5500 |
| S1 |
1.5399 |
1.5399 |
1.5465 |
1.5357 |
| S2 |
1.5314 |
1.5314 |
1.5446 |
|
| S3 |
1.5107 |
1.5192 |
1.5427 |
|
| S4 |
1.4900 |
1.4985 |
1.5370 |
|
|
| 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 |
1.5436 |
0.0364 |
2.4% |
0.0113 |
0.7% |
13% |
False |
True |
265 |
| 10 |
1.5800 |
1.5153 |
0.0647 |
4.2% |
0.0129 |
0.8% |
51% |
False |
False |
221 |
| 20 |
1.5800 |
1.4919 |
0.0881 |
5.7% |
0.0136 |
0.9% |
64% |
False |
False |
152 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0122 |
0.8% |
74% |
False |
False |
116 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0113 |
0.7% |
74% |
False |
False |
84 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0087 |
0.6% |
74% |
False |
False |
65 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0072 |
0.5% |
74% |
False |
False |
52 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0060 |
0.4% |
74% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6523 |
|
2.618 |
1.6185 |
|
1.618 |
1.5978 |
|
1.000 |
1.5850 |
|
0.618 |
1.5771 |
|
HIGH |
1.5643 |
|
0.618 |
1.5564 |
|
0.500 |
1.5540 |
|
0.382 |
1.5515 |
|
LOW |
1.5436 |
|
0.618 |
1.5308 |
|
1.000 |
1.5229 |
|
1.618 |
1.5101 |
|
2.618 |
1.4894 |
|
4.250 |
1.4556 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5540 |
1.5608 |
| PP |
1.5521 |
1.5567 |
| S1 |
1.5503 |
1.5525 |
|