CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5598 |
1.5550 |
-0.0048 |
-0.3% |
1.5510 |
| High |
1.5622 |
1.5585 |
-0.0037 |
-0.2% |
1.5669 |
| Low |
1.5531 |
1.5522 |
-0.0009 |
-0.1% |
1.5443 |
| Close |
1.5562 |
1.5548 |
-0.0014 |
-0.1% |
1.5606 |
| Range |
0.0091 |
0.0063 |
-0.0028 |
-30.8% |
0.0226 |
| ATR |
0.0124 |
0.0120 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
55,727 |
62,881 |
7,154 |
12.8% |
376,010 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5741 |
1.5707 |
1.5583 |
|
| R3 |
1.5678 |
1.5644 |
1.5565 |
|
| R2 |
1.5615 |
1.5615 |
1.5560 |
|
| R1 |
1.5581 |
1.5581 |
1.5554 |
1.5567 |
| PP |
1.5552 |
1.5552 |
1.5552 |
1.5544 |
| S1 |
1.5518 |
1.5518 |
1.5542 |
1.5504 |
| S2 |
1.5489 |
1.5489 |
1.5536 |
|
| S3 |
1.5426 |
1.5455 |
1.5531 |
|
| S4 |
1.5363 |
1.5392 |
1.5513 |
|
|
| 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 |
1.5522 |
0.0147 |
0.9% |
0.0093 |
0.6% |
18% |
False |
True |
64,049 |
| 10 |
1.5669 |
1.5323 |
0.0346 |
2.2% |
0.0117 |
0.8% |
65% |
False |
False |
74,691 |
| 20 |
1.5822 |
1.5323 |
0.0499 |
3.2% |
0.0116 |
0.7% |
45% |
False |
False |
82,033 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0127 |
0.8% |
51% |
False |
False |
62,404 |
| 60 |
1.5924 |
1.5074 |
0.0850 |
5.5% |
0.0132 |
0.8% |
56% |
False |
False |
41,666 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0126 |
0.8% |
72% |
False |
False |
31,270 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0124 |
0.8% |
72% |
False |
False |
25,021 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0105 |
0.7% |
72% |
False |
False |
20,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5853 |
|
2.618 |
1.5750 |
|
1.618 |
1.5687 |
|
1.000 |
1.5648 |
|
0.618 |
1.5624 |
|
HIGH |
1.5585 |
|
0.618 |
1.5561 |
|
0.500 |
1.5554 |
|
0.382 |
1.5546 |
|
LOW |
1.5522 |
|
0.618 |
1.5483 |
|
1.000 |
1.5459 |
|
1.618 |
1.5420 |
|
2.618 |
1.5357 |
|
4.250 |
1.5254 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5554 |
1.5595 |
| PP |
1.5552 |
1.5579 |
| S1 |
1.5550 |
1.5564 |
|