CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5596 |
1.5594 |
-0.0002 |
0.0% |
1.5505 |
| High |
1.5641 |
1.5674 |
0.0033 |
0.2% |
1.5685 |
| Low |
1.5558 |
1.5544 |
-0.0014 |
-0.1% |
1.5485 |
| Close |
1.5595 |
1.5610 |
0.0015 |
0.1% |
1.5610 |
| Range |
0.0083 |
0.0130 |
0.0047 |
56.6% |
0.0200 |
| ATR |
0.0112 |
0.0114 |
0.0001 |
1.1% |
0.0000 |
| Volume |
62,349 |
117,149 |
54,800 |
87.9% |
403,923 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5999 |
1.5935 |
1.5682 |
|
| R3 |
1.5869 |
1.5805 |
1.5646 |
|
| R2 |
1.5739 |
1.5739 |
1.5634 |
|
| R1 |
1.5675 |
1.5675 |
1.5622 |
1.5707 |
| PP |
1.5609 |
1.5609 |
1.5609 |
1.5626 |
| S1 |
1.5545 |
1.5545 |
1.5598 |
1.5577 |
| S2 |
1.5479 |
1.5479 |
1.5586 |
|
| S3 |
1.5349 |
1.5415 |
1.5574 |
|
| S4 |
1.5219 |
1.5285 |
1.5539 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6193 |
1.6102 |
1.5720 |
|
| R3 |
1.5993 |
1.5902 |
1.5665 |
|
| R2 |
1.5793 |
1.5793 |
1.5647 |
|
| R1 |
1.5702 |
1.5702 |
1.5628 |
1.5748 |
| PP |
1.5593 |
1.5593 |
1.5593 |
1.5616 |
| S1 |
1.5502 |
1.5502 |
1.5592 |
1.5548 |
| S2 |
1.5393 |
1.5393 |
1.5573 |
|
| S3 |
1.5193 |
1.5302 |
1.5555 |
|
| S4 |
1.4993 |
1.5102 |
1.5500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5685 |
1.5485 |
0.0200 |
1.3% |
0.0104 |
0.7% |
63% |
False |
False |
80,784 |
| 10 |
1.5685 |
1.5461 |
0.0224 |
1.4% |
0.0101 |
0.6% |
67% |
False |
False |
74,850 |
| 20 |
1.5685 |
1.5323 |
0.0362 |
2.3% |
0.0117 |
0.7% |
79% |
False |
False |
79,433 |
| 40 |
1.5924 |
1.5180 |
0.0744 |
4.8% |
0.0121 |
0.8% |
58% |
False |
False |
77,788 |
| 60 |
1.5924 |
1.5158 |
0.0766 |
4.9% |
0.0127 |
0.8% |
59% |
False |
False |
52,152 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0128 |
0.8% |
76% |
False |
False |
39,138 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0128 |
0.8% |
76% |
False |
False |
31,320 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0111 |
0.7% |
76% |
False |
False |
26,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6227 |
|
2.618 |
1.6014 |
|
1.618 |
1.5884 |
|
1.000 |
1.5804 |
|
0.618 |
1.5754 |
|
HIGH |
1.5674 |
|
0.618 |
1.5624 |
|
0.500 |
1.5609 |
|
0.382 |
1.5594 |
|
LOW |
1.5544 |
|
0.618 |
1.5464 |
|
1.000 |
1.5414 |
|
1.618 |
1.5334 |
|
2.618 |
1.5204 |
|
4.250 |
1.4992 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5610 |
1.5615 |
| PP |
1.5609 |
1.5613 |
| S1 |
1.5609 |
1.5612 |
|