CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5604 |
1.5507 |
-0.0097 |
-0.6% |
1.5598 |
| High |
1.5665 |
1.5521 |
-0.0144 |
-0.9% |
1.5665 |
| Low |
1.5491 |
1.5461 |
-0.0030 |
-0.2% |
1.5461 |
| Close |
1.5507 |
1.5505 |
-0.0002 |
0.0% |
1.5505 |
| Range |
0.0174 |
0.0060 |
-0.0114 |
-65.5% |
0.0204 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
91,362 |
49,445 |
-41,917 |
-45.9% |
344,584 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5676 |
1.5650 |
1.5538 |
|
| R3 |
1.5616 |
1.5590 |
1.5522 |
|
| R2 |
1.5556 |
1.5556 |
1.5516 |
|
| R1 |
1.5530 |
1.5530 |
1.5511 |
1.5513 |
| PP |
1.5496 |
1.5496 |
1.5496 |
1.5487 |
| S1 |
1.5470 |
1.5470 |
1.5500 |
1.5453 |
| S2 |
1.5436 |
1.5436 |
1.5494 |
|
| S3 |
1.5376 |
1.5410 |
1.5489 |
|
| S4 |
1.5316 |
1.5350 |
1.5472 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6156 |
1.6034 |
1.5617 |
|
| R3 |
1.5952 |
1.5830 |
1.5561 |
|
| R2 |
1.5748 |
1.5748 |
1.5542 |
|
| R1 |
1.5626 |
1.5626 |
1.5524 |
1.5585 |
| PP |
1.5544 |
1.5544 |
1.5544 |
1.5523 |
| S1 |
1.5422 |
1.5422 |
1.5486 |
1.5381 |
| S2 |
1.5340 |
1.5340 |
1.5468 |
|
| S3 |
1.5136 |
1.5218 |
1.5449 |
|
| S4 |
1.4932 |
1.5014 |
1.5393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5665 |
1.5461 |
0.0204 |
1.3% |
0.0097 |
0.6% |
22% |
False |
True |
68,916 |
| 10 |
1.5669 |
1.5443 |
0.0226 |
1.5% |
0.0110 |
0.7% |
27% |
False |
False |
72,059 |
| 20 |
1.5781 |
1.5323 |
0.0458 |
3.0% |
0.0115 |
0.7% |
40% |
False |
False |
80,721 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0125 |
0.8% |
45% |
False |
False |
67,995 |
| 60 |
1.5924 |
1.5074 |
0.0850 |
5.5% |
0.0130 |
0.8% |
51% |
False |
False |
45,429 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0127 |
0.8% |
69% |
False |
False |
34,092 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0126 |
0.8% |
69% |
False |
False |
27,281 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0107 |
0.7% |
69% |
False |
False |
22,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5776 |
|
2.618 |
1.5678 |
|
1.618 |
1.5618 |
|
1.000 |
1.5581 |
|
0.618 |
1.5558 |
|
HIGH |
1.5521 |
|
0.618 |
1.5498 |
|
0.500 |
1.5491 |
|
0.382 |
1.5484 |
|
LOW |
1.5461 |
|
0.618 |
1.5424 |
|
1.000 |
1.5401 |
|
1.618 |
1.5364 |
|
2.618 |
1.5304 |
|
4.250 |
1.5206 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5500 |
1.5563 |
| PP |
1.5496 |
1.5544 |
| S1 |
1.5491 |
1.5524 |
|