CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5607 |
1.5596 |
-0.0011 |
-0.1% |
1.5598 |
| High |
1.5685 |
1.5641 |
-0.0044 |
-0.3% |
1.5665 |
| Low |
1.5582 |
1.5558 |
-0.0024 |
-0.2% |
1.5461 |
| Close |
1.5610 |
1.5595 |
-0.0015 |
-0.1% |
1.5505 |
| Range |
0.0103 |
0.0083 |
-0.0020 |
-19.4% |
0.0204 |
| ATR |
0.0115 |
0.0112 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
80,114 |
62,349 |
-17,765 |
-22.2% |
344,584 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5847 |
1.5804 |
1.5641 |
|
| R3 |
1.5764 |
1.5721 |
1.5618 |
|
| R2 |
1.5681 |
1.5681 |
1.5610 |
|
| R1 |
1.5638 |
1.5638 |
1.5603 |
1.5618 |
| PP |
1.5598 |
1.5598 |
1.5598 |
1.5588 |
| S1 |
1.5555 |
1.5555 |
1.5587 |
1.5535 |
| S2 |
1.5515 |
1.5515 |
1.5580 |
|
| S3 |
1.5432 |
1.5472 |
1.5572 |
|
| S4 |
1.5349 |
1.5389 |
1.5549 |
|
|
| 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% |
0.0090 |
0.6% |
60% |
False |
False |
67,243 |
| 10 |
1.5685 |
1.5461 |
0.0224 |
1.4% |
0.0100 |
0.6% |
60% |
False |
False |
69,438 |
| 20 |
1.5685 |
1.5323 |
0.0362 |
2.3% |
0.0114 |
0.7% |
75% |
False |
False |
76,783 |
| 40 |
1.5924 |
1.5180 |
0.0744 |
4.8% |
0.0122 |
0.8% |
56% |
False |
False |
74,921 |
| 60 |
1.5924 |
1.5153 |
0.0771 |
4.9% |
0.0126 |
0.8% |
57% |
False |
False |
50,201 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0128 |
0.8% |
75% |
False |
False |
37,674 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0128 |
0.8% |
75% |
False |
False |
30,149 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0110 |
0.7% |
75% |
False |
False |
25,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5994 |
|
2.618 |
1.5858 |
|
1.618 |
1.5775 |
|
1.000 |
1.5724 |
|
0.618 |
1.5692 |
|
HIGH |
1.5641 |
|
0.618 |
1.5609 |
|
0.500 |
1.5600 |
|
0.382 |
1.5590 |
|
LOW |
1.5558 |
|
0.618 |
1.5507 |
|
1.000 |
1.5475 |
|
1.618 |
1.5424 |
|
2.618 |
1.5341 |
|
4.250 |
1.5205 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5600 |
1.5604 |
| PP |
1.5598 |
1.5601 |
| S1 |
1.5597 |
1.5598 |
|