CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5554 |
1.5607 |
0.0053 |
0.3% |
1.5598 |
| High |
1.5623 |
1.5685 |
0.0062 |
0.4% |
1.5665 |
| Low |
1.5522 |
1.5582 |
0.0060 |
0.4% |
1.5461 |
| Close |
1.5591 |
1.5610 |
0.0019 |
0.1% |
1.5505 |
| Range |
0.0101 |
0.0103 |
0.0002 |
2.0% |
0.0204 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
72,824 |
80,114 |
7,290 |
10.0% |
344,584 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5935 |
1.5875 |
1.5667 |
|
| R3 |
1.5832 |
1.5772 |
1.5638 |
|
| R2 |
1.5729 |
1.5729 |
1.5629 |
|
| R1 |
1.5669 |
1.5669 |
1.5619 |
1.5699 |
| PP |
1.5626 |
1.5626 |
1.5626 |
1.5641 |
| S1 |
1.5566 |
1.5566 |
1.5601 |
1.5596 |
| S2 |
1.5523 |
1.5523 |
1.5591 |
|
| S3 |
1.5420 |
1.5463 |
1.5582 |
|
| S4 |
1.5317 |
1.5360 |
1.5553 |
|
|
| 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 |
1.5685 |
1.5461 |
0.0224 |
1.4% |
0.0109 |
0.7% |
67% |
True |
False |
73,046 |
| 10 |
1.5685 |
1.5461 |
0.0224 |
1.4% |
0.0101 |
0.6% |
67% |
True |
False |
69,294 |
| 20 |
1.5730 |
1.5323 |
0.0407 |
2.6% |
0.0117 |
0.8% |
71% |
False |
False |
78,217 |
| 40 |
1.5924 |
1.5180 |
0.0744 |
4.8% |
0.0123 |
0.8% |
58% |
False |
False |
73,407 |
| 60 |
1.5924 |
1.5090 |
0.0834 |
5.3% |
0.0127 |
0.8% |
62% |
False |
False |
49,162 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0129 |
0.8% |
76% |
False |
False |
36,895 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0127 |
0.8% |
76% |
False |
False |
29,525 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0110 |
0.7% |
76% |
False |
False |
24,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6123 |
|
2.618 |
1.5955 |
|
1.618 |
1.5852 |
|
1.000 |
1.5788 |
|
0.618 |
1.5749 |
|
HIGH |
1.5685 |
|
0.618 |
1.5646 |
|
0.500 |
1.5634 |
|
0.382 |
1.5621 |
|
LOW |
1.5582 |
|
0.618 |
1.5518 |
|
1.000 |
1.5479 |
|
1.618 |
1.5415 |
|
2.618 |
1.5312 |
|
4.250 |
1.5144 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5634 |
1.5602 |
| PP |
1.5626 |
1.5593 |
| S1 |
1.5618 |
1.5585 |
|