CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5505 |
1.5554 |
0.0049 |
0.3% |
1.5598 |
| High |
1.5590 |
1.5623 |
0.0033 |
0.2% |
1.5665 |
| Low |
1.5485 |
1.5522 |
0.0037 |
0.2% |
1.5461 |
| Close |
1.5551 |
1.5591 |
0.0040 |
0.3% |
1.5505 |
| Range |
0.0105 |
0.0101 |
-0.0004 |
-3.8% |
0.0204 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
71,487 |
72,824 |
1,337 |
1.9% |
344,584 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5882 |
1.5837 |
1.5647 |
|
| R3 |
1.5781 |
1.5736 |
1.5619 |
|
| R2 |
1.5680 |
1.5680 |
1.5610 |
|
| R1 |
1.5635 |
1.5635 |
1.5600 |
1.5658 |
| PP |
1.5579 |
1.5579 |
1.5579 |
1.5590 |
| S1 |
1.5534 |
1.5534 |
1.5582 |
1.5557 |
| S2 |
1.5478 |
1.5478 |
1.5572 |
|
| S3 |
1.5377 |
1.5433 |
1.5563 |
|
| S4 |
1.5276 |
1.5332 |
1.5535 |
|
|
| 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% |
0.0107 |
0.7% |
64% |
False |
False |
74,057 |
| 10 |
1.5669 |
1.5461 |
0.0208 |
1.3% |
0.0100 |
0.6% |
63% |
False |
False |
69,053 |
| 20 |
1.5769 |
1.5323 |
0.0446 |
2.9% |
0.0116 |
0.7% |
60% |
False |
False |
79,245 |
| 40 |
1.5924 |
1.5169 |
0.0755 |
4.8% |
0.0125 |
0.8% |
56% |
False |
False |
71,478 |
| 60 |
1.5924 |
1.5074 |
0.0850 |
5.5% |
0.0126 |
0.8% |
61% |
False |
False |
47,830 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0128 |
0.8% |
75% |
False |
False |
35,894 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0126 |
0.8% |
75% |
False |
False |
28,724 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0109 |
0.7% |
75% |
False |
False |
23,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6052 |
|
2.618 |
1.5887 |
|
1.618 |
1.5786 |
|
1.000 |
1.5724 |
|
0.618 |
1.5685 |
|
HIGH |
1.5623 |
|
0.618 |
1.5584 |
|
0.500 |
1.5573 |
|
0.382 |
1.5561 |
|
LOW |
1.5522 |
|
0.618 |
1.5460 |
|
1.000 |
1.5421 |
|
1.618 |
1.5359 |
|
2.618 |
1.5258 |
|
4.250 |
1.5093 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5585 |
1.5575 |
| PP |
1.5579 |
1.5558 |
| S1 |
1.5573 |
1.5542 |
|