CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5562 |
1.5598 |
0.0036 |
0.2% |
1.5505 |
| High |
1.5653 |
1.5632 |
-0.0021 |
-0.1% |
1.5685 |
| Low |
1.5520 |
1.5462 |
-0.0058 |
-0.4% |
1.5485 |
| Close |
1.5593 |
1.5513 |
-0.0080 |
-0.5% |
1.5610 |
| Range |
0.0133 |
0.0170 |
0.0037 |
27.8% |
0.0200 |
| ATR |
0.0111 |
0.0115 |
0.0004 |
3.8% |
0.0000 |
| Volume |
100,815 |
148,806 |
47,991 |
47.6% |
403,923 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6046 |
1.5949 |
1.5607 |
|
| R3 |
1.5876 |
1.5779 |
1.5560 |
|
| R2 |
1.5706 |
1.5706 |
1.5544 |
|
| R1 |
1.5609 |
1.5609 |
1.5529 |
1.5573 |
| PP |
1.5536 |
1.5536 |
1.5536 |
1.5517 |
| S1 |
1.5439 |
1.5439 |
1.5497 |
1.5403 |
| S2 |
1.5366 |
1.5366 |
1.5482 |
|
| S3 |
1.5196 |
1.5269 |
1.5466 |
|
| S4 |
1.5026 |
1.5099 |
1.5420 |
|
|
| 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 |
1.5674 |
1.5462 |
0.0212 |
1.4% |
0.0118 |
0.8% |
24% |
False |
True |
105,214 |
| 10 |
1.5685 |
1.5461 |
0.0224 |
1.4% |
0.0104 |
0.7% |
23% |
False |
False |
86,229 |
| 20 |
1.5685 |
1.5357 |
0.0328 |
2.1% |
0.0114 |
0.7% |
48% |
False |
False |
81,571 |
| 40 |
1.5924 |
1.5323 |
0.0601 |
3.9% |
0.0116 |
0.7% |
32% |
False |
False |
83,977 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0124 |
0.8% |
46% |
False |
False |
58,954 |
| 80 |
1.5924 |
1.4690 |
0.1234 |
8.0% |
0.0127 |
0.8% |
67% |
False |
False |
44,245 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0128 |
0.8% |
69% |
False |
False |
35,409 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0115 |
0.7% |
69% |
False |
False |
29,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6355 |
|
2.618 |
1.6077 |
|
1.618 |
1.5907 |
|
1.000 |
1.5802 |
|
0.618 |
1.5737 |
|
HIGH |
1.5632 |
|
0.618 |
1.5567 |
|
0.500 |
1.5547 |
|
0.382 |
1.5527 |
|
LOW |
1.5462 |
|
0.618 |
1.5357 |
|
1.000 |
1.5292 |
|
1.618 |
1.5187 |
|
2.618 |
1.5017 |
|
4.250 |
1.4740 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5547 |
1.5558 |
| PP |
1.5536 |
1.5543 |
| S1 |
1.5524 |
1.5528 |
|