CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5507 |
1.5505 |
-0.0002 |
0.0% |
1.5598 |
| High |
1.5521 |
1.5590 |
0.0069 |
0.4% |
1.5665 |
| Low |
1.5461 |
1.5485 |
0.0024 |
0.2% |
1.5461 |
| Close |
1.5505 |
1.5551 |
0.0046 |
0.3% |
1.5505 |
| Range |
0.0060 |
0.0105 |
0.0045 |
75.0% |
0.0204 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
49,445 |
71,487 |
22,042 |
44.6% |
344,584 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5857 |
1.5809 |
1.5609 |
|
| R3 |
1.5752 |
1.5704 |
1.5580 |
|
| R2 |
1.5647 |
1.5647 |
1.5570 |
|
| R1 |
1.5599 |
1.5599 |
1.5561 |
1.5623 |
| PP |
1.5542 |
1.5542 |
1.5542 |
1.5554 |
| S1 |
1.5494 |
1.5494 |
1.5541 |
1.5518 |
| S2 |
1.5437 |
1.5437 |
1.5532 |
|
| S3 |
1.5332 |
1.5389 |
1.5522 |
|
| S4 |
1.5227 |
1.5284 |
1.5493 |
|
|
| 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% |
0.0100 |
0.6% |
44% |
False |
False |
72,068 |
| 10 |
1.5669 |
1.5443 |
0.0226 |
1.5% |
0.0109 |
0.7% |
48% |
False |
False |
71,385 |
| 20 |
1.5781 |
1.5323 |
0.0458 |
2.9% |
0.0118 |
0.8% |
50% |
False |
False |
81,113 |
| 40 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0125 |
0.8% |
51% |
False |
False |
69,715 |
| 60 |
1.5924 |
1.5074 |
0.0850 |
5.5% |
0.0129 |
0.8% |
56% |
False |
False |
46,619 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0127 |
0.8% |
72% |
False |
False |
34,984 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0127 |
0.8% |
72% |
False |
False |
27,996 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0108 |
0.7% |
72% |
False |
False |
23,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6036 |
|
2.618 |
1.5865 |
|
1.618 |
1.5760 |
|
1.000 |
1.5695 |
|
0.618 |
1.5655 |
|
HIGH |
1.5590 |
|
0.618 |
1.5550 |
|
0.500 |
1.5538 |
|
0.382 |
1.5525 |
|
LOW |
1.5485 |
|
0.618 |
1.5420 |
|
1.000 |
1.5380 |
|
1.618 |
1.5315 |
|
2.618 |
1.5210 |
|
4.250 |
1.5039 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5547 |
1.5563 |
| PP |
1.5542 |
1.5559 |
| S1 |
1.5538 |
1.5555 |
|