CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5643 |
1.5496 |
-0.0147 |
-0.9% |
1.5435 |
| High |
1.5643 |
1.5565 |
-0.0078 |
-0.5% |
1.5800 |
| Low |
1.5436 |
1.5462 |
0.0026 |
0.2% |
1.5385 |
| Close |
1.5484 |
1.5532 |
0.0048 |
0.3% |
1.5739 |
| Range |
0.0207 |
0.0103 |
-0.0104 |
-50.2% |
0.0415 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
306 |
435 |
129 |
42.2% |
1,370 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5829 |
1.5783 |
1.5589 |
|
| R3 |
1.5726 |
1.5680 |
1.5560 |
|
| R2 |
1.5623 |
1.5623 |
1.5551 |
|
| R1 |
1.5577 |
1.5577 |
1.5541 |
1.5600 |
| PP |
1.5520 |
1.5520 |
1.5520 |
1.5531 |
| S1 |
1.5474 |
1.5474 |
1.5523 |
1.5497 |
| S2 |
1.5417 |
1.5417 |
1.5513 |
|
| S3 |
1.5314 |
1.5371 |
1.5504 |
|
| S4 |
1.5211 |
1.5268 |
1.5475 |
|
|
| 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 |
2.3% |
0.0109 |
0.7% |
26% |
False |
False |
280 |
| 10 |
1.5800 |
1.5158 |
0.0642 |
4.1% |
0.0128 |
0.8% |
58% |
False |
False |
259 |
| 20 |
1.5800 |
1.4953 |
0.0847 |
5.5% |
0.0134 |
0.9% |
68% |
False |
False |
173 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0122 |
0.8% |
78% |
False |
False |
126 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0115 |
0.7% |
78% |
False |
False |
92 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0089 |
0.6% |
78% |
False |
False |
70 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0073 |
0.5% |
78% |
False |
False |
57 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0061 |
0.4% |
78% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6003 |
|
2.618 |
1.5835 |
|
1.618 |
1.5732 |
|
1.000 |
1.5668 |
|
0.618 |
1.5629 |
|
HIGH |
1.5565 |
|
0.618 |
1.5526 |
|
0.500 |
1.5514 |
|
0.382 |
1.5501 |
|
LOW |
1.5462 |
|
0.618 |
1.5398 |
|
1.000 |
1.5359 |
|
1.618 |
1.5295 |
|
2.618 |
1.5192 |
|
4.250 |
1.5024 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5526 |
1.5573 |
| PP |
1.5520 |
1.5559 |
| S1 |
1.5514 |
1.5546 |
|