CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5735 |
1.5669 |
-0.0066 |
-0.4% |
1.5860 |
| High |
1.5758 |
1.5781 |
0.0023 |
0.1% |
1.5902 |
| Low |
1.5700 |
1.5650 |
-0.0050 |
-0.3% |
1.5659 |
| Close |
1.5723 |
1.5728 |
0.0005 |
0.0% |
1.5723 |
| Range |
0.0058 |
0.0131 |
0.0073 |
125.9% |
0.0243 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
0.2% |
0.0000 |
| Volume |
63,645 |
110,186 |
46,541 |
73.1% |
393,232 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6113 |
1.6051 |
1.5800 |
|
| R3 |
1.5982 |
1.5920 |
1.5764 |
|
| R2 |
1.5851 |
1.5851 |
1.5752 |
|
| R1 |
1.5789 |
1.5789 |
1.5740 |
1.5820 |
| PP |
1.5720 |
1.5720 |
1.5720 |
1.5735 |
| S1 |
1.5658 |
1.5658 |
1.5716 |
1.5689 |
| S2 |
1.5589 |
1.5589 |
1.5704 |
|
| S3 |
1.5458 |
1.5527 |
1.5692 |
|
| S4 |
1.5327 |
1.5396 |
1.5656 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6490 |
1.6350 |
1.5857 |
|
| R3 |
1.6247 |
1.6107 |
1.5790 |
|
| R2 |
1.6004 |
1.6004 |
1.5768 |
|
| R1 |
1.5864 |
1.5864 |
1.5745 |
1.5813 |
| PP |
1.5761 |
1.5761 |
1.5761 |
1.5736 |
| S1 |
1.5621 |
1.5621 |
1.5701 |
1.5570 |
| S2 |
1.5518 |
1.5518 |
1.5678 |
|
| S3 |
1.5275 |
1.5378 |
1.5656 |
|
| S4 |
1.5032 |
1.5135 |
1.5589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5822 |
1.5650 |
0.0172 |
1.1% |
0.0108 |
0.7% |
45% |
False |
True |
85,207 |
| 10 |
1.5924 |
1.5531 |
0.0393 |
2.5% |
0.0117 |
0.7% |
50% |
False |
False |
86,416 |
| 20 |
1.5924 |
1.5169 |
0.0755 |
4.8% |
0.0133 |
0.8% |
74% |
False |
False |
63,712 |
| 40 |
1.5924 |
1.5074 |
0.0850 |
5.4% |
0.0131 |
0.8% |
77% |
False |
False |
32,123 |
| 60 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0132 |
0.8% |
85% |
False |
False |
21,443 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0129 |
0.8% |
85% |
False |
False |
16,094 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0108 |
0.7% |
85% |
False |
False |
12,876 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0091 |
0.6% |
85% |
False |
False |
10,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6338 |
|
2.618 |
1.6124 |
|
1.618 |
1.5993 |
|
1.000 |
1.5912 |
|
0.618 |
1.5862 |
|
HIGH |
1.5781 |
|
0.618 |
1.5731 |
|
0.500 |
1.5716 |
|
0.382 |
1.5700 |
|
LOW |
1.5650 |
|
0.618 |
1.5569 |
|
1.000 |
1.5519 |
|
1.618 |
1.5438 |
|
2.618 |
1.5307 |
|
4.250 |
1.5093 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5724 |
1.5724 |
| PP |
1.5720 |
1.5720 |
| S1 |
1.5716 |
1.5716 |
|