CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5356 |
1.5369 |
0.0013 |
0.1% |
1.5533 |
| High |
1.5413 |
1.5546 |
0.0133 |
0.9% |
1.5638 |
| Low |
1.5337 |
1.5357 |
0.0020 |
0.1% |
1.5323 |
| Close |
1.5356 |
1.5497 |
0.0141 |
0.9% |
1.5497 |
| Range |
0.0076 |
0.0189 |
0.0113 |
148.7% |
0.0315 |
| ATR |
0.0124 |
0.0129 |
0.0005 |
3.8% |
0.0000 |
| Volume |
68,421 |
97,987 |
29,566 |
43.2% |
464,149 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6034 |
1.5954 |
1.5601 |
|
| R3 |
1.5845 |
1.5765 |
1.5549 |
|
| R2 |
1.5656 |
1.5656 |
1.5532 |
|
| R1 |
1.5576 |
1.5576 |
1.5514 |
1.5616 |
| PP |
1.5467 |
1.5467 |
1.5467 |
1.5487 |
| S1 |
1.5387 |
1.5387 |
1.5480 |
1.5427 |
| S2 |
1.5278 |
1.5278 |
1.5462 |
|
| S3 |
1.5089 |
1.5198 |
1.5445 |
|
| S4 |
1.4900 |
1.5009 |
1.5393 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6431 |
1.6279 |
1.5670 |
|
| R3 |
1.6116 |
1.5964 |
1.5584 |
|
| R2 |
1.5801 |
1.5801 |
1.5555 |
|
| R1 |
1.5649 |
1.5649 |
1.5526 |
1.5568 |
| PP |
1.5486 |
1.5486 |
1.5486 |
1.5445 |
| S1 |
1.5334 |
1.5334 |
1.5468 |
1.5253 |
| S2 |
1.5171 |
1.5171 |
1.5439 |
|
| S3 |
1.4856 |
1.5019 |
1.5410 |
|
| S4 |
1.4541 |
1.4704 |
1.5324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5638 |
1.5323 |
0.0315 |
2.0% |
0.0142 |
0.9% |
55% |
False |
False |
92,829 |
| 10 |
1.5781 |
1.5323 |
0.0458 |
3.0% |
0.0121 |
0.8% |
38% |
False |
False |
89,384 |
| 20 |
1.5924 |
1.5323 |
0.0601 |
3.9% |
0.0122 |
0.8% |
29% |
False |
False |
88,042 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0131 |
0.8% |
44% |
False |
False |
50,086 |
| 60 |
1.5924 |
1.4812 |
0.1112 |
7.2% |
0.0133 |
0.9% |
62% |
False |
False |
33,434 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0130 |
0.8% |
68% |
False |
False |
25,093 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0116 |
0.8% |
68% |
False |
False |
20,075 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0098 |
0.6% |
68% |
False |
False |
16,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6349 |
|
2.618 |
1.6041 |
|
1.618 |
1.5852 |
|
1.000 |
1.5735 |
|
0.618 |
1.5663 |
|
HIGH |
1.5546 |
|
0.618 |
1.5474 |
|
0.500 |
1.5452 |
|
0.382 |
1.5429 |
|
LOW |
1.5357 |
|
0.618 |
1.5240 |
|
1.000 |
1.5168 |
|
1.618 |
1.5051 |
|
2.618 |
1.4862 |
|
4.250 |
1.4554 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5482 |
1.5476 |
| PP |
1.5467 |
1.5455 |
| S1 |
1.5452 |
1.5435 |
|