CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5480 |
1.5625 |
0.0145 |
0.9% |
1.5533 |
| High |
1.5636 |
1.5669 |
0.0033 |
0.2% |
1.5638 |
| Low |
1.5443 |
1.5570 |
0.0127 |
0.8% |
1.5323 |
| Close |
1.5624 |
1.5623 |
-0.0001 |
0.0% |
1.5497 |
| Range |
0.0193 |
0.0099 |
-0.0094 |
-48.7% |
0.0315 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
96,147 |
77,698 |
-18,449 |
-19.2% |
464,149 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5918 |
1.5869 |
1.5677 |
|
| R3 |
1.5819 |
1.5770 |
1.5650 |
|
| R2 |
1.5720 |
1.5720 |
1.5641 |
|
| R1 |
1.5671 |
1.5671 |
1.5632 |
1.5646 |
| PP |
1.5621 |
1.5621 |
1.5621 |
1.5608 |
| S1 |
1.5572 |
1.5572 |
1.5614 |
1.5547 |
| S2 |
1.5522 |
1.5522 |
1.5605 |
|
| S3 |
1.5423 |
1.5473 |
1.5596 |
|
| S4 |
1.5324 |
1.5374 |
1.5569 |
|
|
| 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 |
1.5669 |
1.5337 |
0.0332 |
2.1% |
0.0133 |
0.9% |
86% |
True |
False |
83,695 |
| 10 |
1.5730 |
1.5323 |
0.0407 |
2.6% |
0.0134 |
0.9% |
74% |
False |
False |
87,139 |
| 20 |
1.5924 |
1.5323 |
0.0601 |
3.8% |
0.0124 |
0.8% |
50% |
False |
False |
88,063 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0135 |
0.9% |
61% |
False |
False |
56,371 |
| 60 |
1.5924 |
1.4842 |
0.1082 |
6.9% |
0.0134 |
0.9% |
72% |
False |
False |
37,628 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0128 |
0.8% |
77% |
False |
False |
28,240 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0120 |
0.8% |
77% |
False |
False |
22,596 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0101 |
0.6% |
77% |
False |
False |
18,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6090 |
|
2.618 |
1.5928 |
|
1.618 |
1.5829 |
|
1.000 |
1.5768 |
|
0.618 |
1.5730 |
|
HIGH |
1.5669 |
|
0.618 |
1.5631 |
|
0.500 |
1.5620 |
|
0.382 |
1.5608 |
|
LOW |
1.5570 |
|
0.618 |
1.5509 |
|
1.000 |
1.5471 |
|
1.618 |
1.5410 |
|
2.618 |
1.5311 |
|
4.250 |
1.5149 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5622 |
1.5601 |
| PP |
1.5621 |
1.5578 |
| S1 |
1.5620 |
1.5556 |
|