CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5550 |
1.5550 |
0.0000 |
0.0% |
1.5510 |
| High |
1.5585 |
1.5642 |
0.0057 |
0.4% |
1.5669 |
| Low |
1.5522 |
1.5545 |
0.0023 |
0.1% |
1.5443 |
| Close |
1.5548 |
1.5593 |
0.0045 |
0.3% |
1.5606 |
| Range |
0.0063 |
0.0097 |
0.0034 |
54.0% |
0.0226 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
62,881 |
85,169 |
22,288 |
35.4% |
376,010 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5884 |
1.5836 |
1.5646 |
|
| R3 |
1.5787 |
1.5739 |
1.5620 |
|
| R2 |
1.5690 |
1.5690 |
1.5611 |
|
| R1 |
1.5642 |
1.5642 |
1.5602 |
1.5666 |
| PP |
1.5593 |
1.5593 |
1.5593 |
1.5606 |
| S1 |
1.5545 |
1.5545 |
1.5584 |
1.5569 |
| S2 |
1.5496 |
1.5496 |
1.5575 |
|
| S3 |
1.5399 |
1.5448 |
1.5566 |
|
| S4 |
1.5302 |
1.5351 |
1.5540 |
|
|
| 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 |
1.5668 |
1.5522 |
0.0146 |
0.9% |
0.0093 |
0.6% |
49% |
False |
False |
65,543 |
| 10 |
1.5669 |
1.5337 |
0.0332 |
2.1% |
0.0113 |
0.7% |
77% |
False |
False |
74,619 |
| 20 |
1.5794 |
1.5323 |
0.0471 |
3.0% |
0.0115 |
0.7% |
57% |
False |
False |
81,427 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0126 |
0.8% |
57% |
False |
False |
64,521 |
| 60 |
1.5924 |
1.5074 |
0.0850 |
5.5% |
0.0131 |
0.8% |
61% |
False |
False |
43,084 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0126 |
0.8% |
75% |
False |
False |
32,333 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0124 |
0.8% |
75% |
False |
False |
25,873 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0105 |
0.7% |
75% |
False |
False |
21,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6054 |
|
2.618 |
1.5896 |
|
1.618 |
1.5799 |
|
1.000 |
1.5739 |
|
0.618 |
1.5702 |
|
HIGH |
1.5642 |
|
0.618 |
1.5605 |
|
0.500 |
1.5594 |
|
0.382 |
1.5582 |
|
LOW |
1.5545 |
|
0.618 |
1.5485 |
|
1.000 |
1.5448 |
|
1.618 |
1.5388 |
|
2.618 |
1.5291 |
|
4.250 |
1.5133 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5594 |
1.5589 |
| PP |
1.5593 |
1.5586 |
| S1 |
1.5593 |
1.5582 |
|