CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5631 |
1.5601 |
-0.0030 |
-0.2% |
1.5510 |
| High |
1.5644 |
1.5668 |
0.0024 |
0.2% |
1.5669 |
| Low |
1.5553 |
1.5547 |
-0.0006 |
0.0% |
1.5443 |
| Close |
1.5599 |
1.5606 |
0.0007 |
0.0% |
1.5606 |
| Range |
0.0091 |
0.0121 |
0.0030 |
33.0% |
0.0226 |
| ATR |
0.0127 |
0.0126 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
60,917 |
63,023 |
2,106 |
3.5% |
376,010 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5970 |
1.5909 |
1.5673 |
|
| R3 |
1.5849 |
1.5788 |
1.5639 |
|
| R2 |
1.5728 |
1.5728 |
1.5628 |
|
| R1 |
1.5667 |
1.5667 |
1.5617 |
1.5698 |
| PP |
1.5607 |
1.5607 |
1.5607 |
1.5622 |
| S1 |
1.5546 |
1.5546 |
1.5595 |
1.5577 |
| S2 |
1.5486 |
1.5486 |
1.5584 |
|
| S3 |
1.5365 |
1.5425 |
1.5573 |
|
| S4 |
1.5244 |
1.5304 |
1.5539 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6251 |
1.6154 |
1.5730 |
|
| R3 |
1.6025 |
1.5928 |
1.5668 |
|
| R2 |
1.5799 |
1.5799 |
1.5647 |
|
| R1 |
1.5702 |
1.5702 |
1.5627 |
1.5751 |
| PP |
1.5573 |
1.5573 |
1.5573 |
1.5597 |
| S1 |
1.5476 |
1.5476 |
1.5585 |
1.5525 |
| S2 |
1.5347 |
1.5347 |
1.5565 |
|
| S3 |
1.5121 |
1.5250 |
1.5544 |
|
| S4 |
1.4895 |
1.5024 |
1.5482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5669 |
1.5443 |
0.0226 |
1.4% |
0.0123 |
0.8% |
72% |
False |
False |
75,202 |
| 10 |
1.5669 |
1.5323 |
0.0346 |
2.2% |
0.0133 |
0.8% |
82% |
False |
False |
84,015 |
| 20 |
1.5902 |
1.5323 |
0.0579 |
3.7% |
0.0117 |
0.8% |
49% |
False |
False |
82,912 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0133 |
0.9% |
58% |
False |
False |
59,451 |
| 60 |
1.5924 |
1.4953 |
0.0971 |
6.2% |
0.0133 |
0.9% |
67% |
False |
False |
39,692 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0127 |
0.8% |
76% |
False |
False |
29,789 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0122 |
0.8% |
76% |
False |
False |
23,835 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0103 |
0.7% |
76% |
False |
False |
19,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6182 |
|
2.618 |
1.5985 |
|
1.618 |
1.5864 |
|
1.000 |
1.5789 |
|
0.618 |
1.5743 |
|
HIGH |
1.5668 |
|
0.618 |
1.5622 |
|
0.500 |
1.5608 |
|
0.382 |
1.5593 |
|
LOW |
1.5547 |
|
0.618 |
1.5472 |
|
1.000 |
1.5426 |
|
1.618 |
1.5351 |
|
2.618 |
1.5230 |
|
4.250 |
1.5033 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5608 |
1.5608 |
| PP |
1.5607 |
1.5607 |
| S1 |
1.5607 |
1.5607 |
|