CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5594 |
1.5623 |
0.0029 |
0.2% |
1.5505 |
| High |
1.5674 |
1.5641 |
-0.0033 |
-0.2% |
1.5685 |
| Low |
1.5544 |
1.5560 |
0.0016 |
0.1% |
1.5485 |
| Close |
1.5610 |
1.5578 |
-0.0032 |
-0.2% |
1.5610 |
| Range |
0.0130 |
0.0081 |
-0.0049 |
-37.7% |
0.0200 |
| ATR |
0.0114 |
0.0111 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
117,149 |
73,899 |
-43,250 |
-36.9% |
403,923 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5836 |
1.5788 |
1.5623 |
|
| R3 |
1.5755 |
1.5707 |
1.5600 |
|
| R2 |
1.5674 |
1.5674 |
1.5593 |
|
| R1 |
1.5626 |
1.5626 |
1.5585 |
1.5610 |
| PP |
1.5593 |
1.5593 |
1.5593 |
1.5585 |
| S1 |
1.5545 |
1.5545 |
1.5571 |
1.5529 |
| S2 |
1.5512 |
1.5512 |
1.5563 |
|
| S3 |
1.5431 |
1.5464 |
1.5556 |
|
| S4 |
1.5350 |
1.5383 |
1.5533 |
|
|
| 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 |
1.5522 |
0.0163 |
1.0% |
0.0100 |
0.6% |
34% |
False |
False |
81,267 |
| 10 |
1.5685 |
1.5461 |
0.0224 |
1.4% |
0.0100 |
0.6% |
52% |
False |
False |
76,667 |
| 20 |
1.5685 |
1.5323 |
0.0362 |
2.3% |
0.0115 |
0.7% |
70% |
False |
False |
78,122 |
| 40 |
1.5924 |
1.5211 |
0.0713 |
4.6% |
0.0118 |
0.8% |
51% |
False |
False |
79,452 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0126 |
0.8% |
55% |
False |
False |
53,382 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0127 |
0.8% |
74% |
False |
False |
40,061 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0127 |
0.8% |
74% |
False |
False |
32,059 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0112 |
0.7% |
74% |
False |
False |
26,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5985 |
|
2.618 |
1.5853 |
|
1.618 |
1.5772 |
|
1.000 |
1.5722 |
|
0.618 |
1.5691 |
|
HIGH |
1.5641 |
|
0.618 |
1.5610 |
|
0.500 |
1.5601 |
|
0.382 |
1.5591 |
|
LOW |
1.5560 |
|
0.618 |
1.5510 |
|
1.000 |
1.5479 |
|
1.618 |
1.5429 |
|
2.618 |
1.5348 |
|
4.250 |
1.5216 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5601 |
1.5609 |
| PP |
1.5593 |
1.5599 |
| S1 |
1.5586 |
1.5588 |
|