CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5625 |
1.5631 |
0.0006 |
0.0% |
1.5533 |
| High |
1.5669 |
1.5644 |
-0.0025 |
-0.2% |
1.5638 |
| Low |
1.5570 |
1.5553 |
-0.0017 |
-0.1% |
1.5323 |
| Close |
1.5623 |
1.5599 |
-0.0024 |
-0.2% |
1.5497 |
| Range |
0.0099 |
0.0091 |
-0.0008 |
-8.1% |
0.0315 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
77,698 |
60,917 |
-16,781 |
-21.6% |
464,149 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5872 |
1.5826 |
1.5649 |
|
| R3 |
1.5781 |
1.5735 |
1.5624 |
|
| R2 |
1.5690 |
1.5690 |
1.5616 |
|
| R1 |
1.5644 |
1.5644 |
1.5607 |
1.5622 |
| PP |
1.5599 |
1.5599 |
1.5599 |
1.5587 |
| S1 |
1.5553 |
1.5553 |
1.5591 |
1.5531 |
| S2 |
1.5508 |
1.5508 |
1.5582 |
|
| S3 |
1.5417 |
1.5462 |
1.5574 |
|
| S4 |
1.5326 |
1.5371 |
1.5549 |
|
|
| 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 |
1.5357 |
0.0312 |
2.0% |
0.0136 |
0.9% |
78% |
False |
False |
82,194 |
| 10 |
1.5669 |
1.5323 |
0.0346 |
2.2% |
0.0128 |
0.8% |
80% |
False |
False |
84,128 |
| 20 |
1.5924 |
1.5323 |
0.0601 |
3.9% |
0.0117 |
0.8% |
46% |
False |
False |
85,237 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0132 |
0.8% |
57% |
False |
False |
57,886 |
| 60 |
1.5924 |
1.4919 |
0.1005 |
6.4% |
0.0133 |
0.9% |
68% |
False |
False |
38,641 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0127 |
0.8% |
76% |
False |
False |
29,001 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0121 |
0.8% |
76% |
False |
False |
23,205 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0102 |
0.7% |
76% |
False |
False |
19,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6031 |
|
2.618 |
1.5882 |
|
1.618 |
1.5791 |
|
1.000 |
1.5735 |
|
0.618 |
1.5700 |
|
HIGH |
1.5644 |
|
0.618 |
1.5609 |
|
0.500 |
1.5599 |
|
0.382 |
1.5588 |
|
LOW |
1.5553 |
|
0.618 |
1.5497 |
|
1.000 |
1.5462 |
|
1.618 |
1.5406 |
|
2.618 |
1.5315 |
|
4.250 |
1.5166 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5599 |
1.5585 |
| PP |
1.5599 |
1.5570 |
| S1 |
1.5599 |
1.5556 |
|