CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5727 |
1.5692 |
-0.0035 |
-0.2% |
1.5860 |
| High |
1.5769 |
1.5730 |
-0.0039 |
-0.2% |
1.5902 |
| Low |
1.5685 |
1.5580 |
-0.0105 |
-0.7% |
1.5659 |
| Close |
1.5725 |
1.5593 |
-0.0132 |
-0.8% |
1.5723 |
| Range |
0.0084 |
0.0150 |
0.0066 |
78.6% |
0.0243 |
| ATR |
0.0124 |
0.0126 |
0.0002 |
1.5% |
0.0000 |
| Volume |
100,680 |
91,034 |
-9,646 |
-9.6% |
393,232 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6084 |
1.5989 |
1.5676 |
|
| R3 |
1.5934 |
1.5839 |
1.5634 |
|
| R2 |
1.5784 |
1.5784 |
1.5621 |
|
| R1 |
1.5689 |
1.5689 |
1.5607 |
1.5662 |
| PP |
1.5634 |
1.5634 |
1.5634 |
1.5621 |
| S1 |
1.5539 |
1.5539 |
1.5579 |
1.5512 |
| S2 |
1.5484 |
1.5484 |
1.5566 |
|
| S3 |
1.5334 |
1.5389 |
1.5552 |
|
| S4 |
1.5184 |
1.5239 |
1.5511 |
|
|
| 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 |
1.5781 |
1.5580 |
0.0201 |
1.3% |
0.0103 |
0.7% |
6% |
False |
True |
88,346 |
| 10 |
1.5924 |
1.5580 |
0.0344 |
2.2% |
0.0107 |
0.7% |
4% |
False |
True |
86,346 |
| 20 |
1.5924 |
1.5180 |
0.0744 |
4.8% |
0.0129 |
0.8% |
56% |
False |
False |
73,060 |
| 40 |
1.5924 |
1.5153 |
0.0771 |
4.9% |
0.0132 |
0.8% |
57% |
False |
False |
36,910 |
| 60 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0133 |
0.9% |
75% |
False |
False |
24,638 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0131 |
0.8% |
75% |
False |
False |
18,490 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0110 |
0.7% |
75% |
False |
False |
14,793 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0093 |
0.6% |
75% |
False |
False |
12,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6368 |
|
2.618 |
1.6123 |
|
1.618 |
1.5973 |
|
1.000 |
1.5880 |
|
0.618 |
1.5823 |
|
HIGH |
1.5730 |
|
0.618 |
1.5673 |
|
0.500 |
1.5655 |
|
0.382 |
1.5637 |
|
LOW |
1.5580 |
|
0.618 |
1.5487 |
|
1.000 |
1.5430 |
|
1.618 |
1.5337 |
|
2.618 |
1.5187 |
|
4.250 |
1.4943 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5655 |
1.5681 |
| PP |
1.5634 |
1.5651 |
| S1 |
1.5614 |
1.5622 |
|