CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5608 |
1.5533 |
-0.0075 |
-0.5% |
1.5669 |
| High |
1.5630 |
1.5638 |
0.0008 |
0.1% |
1.5781 |
| Low |
1.5555 |
1.5524 |
-0.0031 |
-0.2% |
1.5555 |
| Close |
1.5592 |
1.5596 |
0.0004 |
0.0% |
1.5592 |
| Range |
0.0075 |
0.0114 |
0.0039 |
52.0% |
0.0226 |
| ATR |
0.0122 |
0.0122 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
64,146 |
100,118 |
35,972 |
56.1% |
366,046 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5928 |
1.5876 |
1.5659 |
|
| R3 |
1.5814 |
1.5762 |
1.5627 |
|
| R2 |
1.5700 |
1.5700 |
1.5617 |
|
| R1 |
1.5648 |
1.5648 |
1.5606 |
1.5674 |
| PP |
1.5586 |
1.5586 |
1.5586 |
1.5599 |
| S1 |
1.5534 |
1.5534 |
1.5586 |
1.5560 |
| S2 |
1.5472 |
1.5472 |
1.5575 |
|
| S3 |
1.5358 |
1.5420 |
1.5565 |
|
| S4 |
1.5244 |
1.5306 |
1.5533 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6321 |
1.6182 |
1.5716 |
|
| R3 |
1.6095 |
1.5956 |
1.5654 |
|
| R2 |
1.5869 |
1.5869 |
1.5633 |
|
| R1 |
1.5730 |
1.5730 |
1.5613 |
1.5687 |
| PP |
1.5643 |
1.5643 |
1.5643 |
1.5621 |
| S1 |
1.5504 |
1.5504 |
1.5571 |
1.5461 |
| S2 |
1.5417 |
1.5417 |
1.5551 |
|
| S3 |
1.5191 |
1.5278 |
1.5530 |
|
| S4 |
1.4965 |
1.5052 |
1.5468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5781 |
1.5524 |
0.0257 |
1.6% |
0.0111 |
0.7% |
28% |
False |
True |
93,232 |
| 10 |
1.5902 |
1.5524 |
0.0378 |
2.4% |
0.0107 |
0.7% |
19% |
False |
True |
85,939 |
| 20 |
1.5924 |
1.5211 |
0.0713 |
4.6% |
0.0121 |
0.8% |
54% |
False |
False |
80,781 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0132 |
0.8% |
57% |
False |
False |
41,013 |
| 60 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0131 |
0.8% |
75% |
False |
False |
27,374 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0130 |
0.8% |
75% |
False |
False |
20,543 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0111 |
0.7% |
75% |
False |
False |
16,435 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0093 |
0.6% |
75% |
False |
False |
13,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6123 |
|
2.618 |
1.5936 |
|
1.618 |
1.5822 |
|
1.000 |
1.5752 |
|
0.618 |
1.5708 |
|
HIGH |
1.5638 |
|
0.618 |
1.5594 |
|
0.500 |
1.5581 |
|
0.382 |
1.5568 |
|
LOW |
1.5524 |
|
0.618 |
1.5454 |
|
1.000 |
1.5410 |
|
1.618 |
1.5340 |
|
2.618 |
1.5226 |
|
4.250 |
1.5040 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5591 |
1.5627 |
| PP |
1.5586 |
1.5617 |
| S1 |
1.5581 |
1.5606 |
|