CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5533 |
1.5598 |
0.0065 |
0.4% |
1.5669 |
| High |
1.5638 |
1.5601 |
-0.0037 |
-0.2% |
1.5781 |
| Low |
1.5524 |
1.5405 |
-0.0119 |
-0.8% |
1.5555 |
| Close |
1.5596 |
1.5436 |
-0.0160 |
-1.0% |
1.5592 |
| Range |
0.0114 |
0.0196 |
0.0082 |
71.9% |
0.0226 |
| ATR |
0.0122 |
0.0127 |
0.0005 |
4.4% |
0.0000 |
| Volume |
100,118 |
111,738 |
11,620 |
11.6% |
366,046 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6069 |
1.5948 |
1.5544 |
|
| R3 |
1.5873 |
1.5752 |
1.5490 |
|
| R2 |
1.5677 |
1.5677 |
1.5472 |
|
| R1 |
1.5556 |
1.5556 |
1.5454 |
1.5519 |
| PP |
1.5481 |
1.5481 |
1.5481 |
1.5462 |
| S1 |
1.5360 |
1.5360 |
1.5418 |
1.5323 |
| S2 |
1.5285 |
1.5285 |
1.5400 |
|
| S3 |
1.5089 |
1.5164 |
1.5382 |
|
| S4 |
1.4893 |
1.4968 |
1.5328 |
|
|
| 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 |
1.5769 |
1.5405 |
0.0364 |
2.4% |
0.0124 |
0.8% |
9% |
False |
True |
93,543 |
| 10 |
1.5822 |
1.5405 |
0.0417 |
2.7% |
0.0116 |
0.8% |
7% |
False |
True |
89,375 |
| 20 |
1.5924 |
1.5247 |
0.0677 |
4.4% |
0.0124 |
0.8% |
28% |
False |
False |
85,309 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0133 |
0.9% |
36% |
False |
False |
43,804 |
| 60 |
1.5924 |
1.4592 |
0.1332 |
8.6% |
0.0132 |
0.9% |
63% |
False |
False |
29,236 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0131 |
0.8% |
63% |
False |
False |
21,940 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0113 |
0.7% |
63% |
False |
False |
17,552 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0095 |
0.6% |
63% |
False |
False |
14,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6434 |
|
2.618 |
1.6114 |
|
1.618 |
1.5918 |
|
1.000 |
1.5797 |
|
0.618 |
1.5722 |
|
HIGH |
1.5601 |
|
0.618 |
1.5526 |
|
0.500 |
1.5503 |
|
0.382 |
1.5480 |
|
LOW |
1.5405 |
|
0.618 |
1.5284 |
|
1.000 |
1.5209 |
|
1.618 |
1.5088 |
|
2.618 |
1.4892 |
|
4.250 |
1.4572 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5503 |
1.5522 |
| PP |
1.5481 |
1.5493 |
| S1 |
1.5458 |
1.5465 |
|