CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5369 |
1.5510 |
0.0141 |
0.9% |
1.5533 |
| High |
1.5546 |
1.5582 |
0.0036 |
0.2% |
1.5638 |
| Low |
1.5357 |
1.5473 |
0.0116 |
0.8% |
1.5323 |
| Close |
1.5497 |
1.5476 |
-0.0021 |
-0.1% |
1.5497 |
| Range |
0.0189 |
0.0109 |
-0.0080 |
-42.3% |
0.0315 |
| ATR |
0.0129 |
0.0127 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
97,987 |
78,225 |
-19,762 |
-20.2% |
464,149 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5837 |
1.5766 |
1.5536 |
|
| R3 |
1.5728 |
1.5657 |
1.5506 |
|
| R2 |
1.5619 |
1.5619 |
1.5496 |
|
| R1 |
1.5548 |
1.5548 |
1.5486 |
1.5529 |
| PP |
1.5510 |
1.5510 |
1.5510 |
1.5501 |
| S1 |
1.5439 |
1.5439 |
1.5466 |
1.5420 |
| S2 |
1.5401 |
1.5401 |
1.5456 |
|
| S3 |
1.5292 |
1.5330 |
1.5446 |
|
| S4 |
1.5183 |
1.5221 |
1.5416 |
|
|
| 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 |
1.5601 |
1.5323 |
0.0278 |
1.8% |
0.0141 |
0.9% |
55% |
False |
False |
88,451 |
| 10 |
1.5781 |
1.5323 |
0.0458 |
3.0% |
0.0126 |
0.8% |
33% |
False |
False |
90,842 |
| 20 |
1.5924 |
1.5323 |
0.0601 |
3.9% |
0.0121 |
0.8% |
25% |
False |
False |
86,320 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0132 |
0.9% |
41% |
False |
False |
52,036 |
| 60 |
1.5924 |
1.4842 |
0.1082 |
7.0% |
0.0132 |
0.9% |
59% |
False |
False |
34,736 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0128 |
0.8% |
66% |
False |
False |
26,069 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0117 |
0.8% |
66% |
False |
False |
20,858 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0099 |
0.6% |
66% |
False |
False |
17,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6045 |
|
2.618 |
1.5867 |
|
1.618 |
1.5758 |
|
1.000 |
1.5691 |
|
0.618 |
1.5649 |
|
HIGH |
1.5582 |
|
0.618 |
1.5540 |
|
0.500 |
1.5528 |
|
0.382 |
1.5515 |
|
LOW |
1.5473 |
|
0.618 |
1.5406 |
|
1.000 |
1.5364 |
|
1.618 |
1.5297 |
|
2.618 |
1.5188 |
|
4.250 |
1.5010 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5528 |
1.5471 |
| PP |
1.5510 |
1.5465 |
| S1 |
1.5493 |
1.5460 |
|