CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5598 |
1.5511 |
-0.0087 |
-0.6% |
1.5623 |
| High |
1.5632 |
1.5546 |
-0.0086 |
-0.6% |
1.5653 |
| Low |
1.5462 |
1.5419 |
-0.0043 |
-0.3% |
1.5419 |
| Close |
1.5513 |
1.5490 |
-0.0023 |
-0.1% |
1.5490 |
| Range |
0.0170 |
0.0127 |
-0.0043 |
-25.3% |
0.0234 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.8% |
0.0000 |
| Volume |
148,806 |
120,476 |
-28,330 |
-19.0% |
529,401 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5866 |
1.5805 |
1.5560 |
|
| R3 |
1.5739 |
1.5678 |
1.5525 |
|
| R2 |
1.5612 |
1.5612 |
1.5513 |
|
| R1 |
1.5551 |
1.5551 |
1.5502 |
1.5518 |
| PP |
1.5485 |
1.5485 |
1.5485 |
1.5469 |
| S1 |
1.5424 |
1.5424 |
1.5478 |
1.5391 |
| S2 |
1.5358 |
1.5358 |
1.5467 |
|
| S3 |
1.5231 |
1.5297 |
1.5455 |
|
| S4 |
1.5104 |
1.5170 |
1.5420 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6223 |
1.6090 |
1.5619 |
|
| R3 |
1.5989 |
1.5856 |
1.5554 |
|
| R2 |
1.5755 |
1.5755 |
1.5533 |
|
| R1 |
1.5622 |
1.5622 |
1.5511 |
1.5572 |
| PP |
1.5521 |
1.5521 |
1.5521 |
1.5495 |
| S1 |
1.5388 |
1.5388 |
1.5469 |
1.5338 |
| S2 |
1.5287 |
1.5287 |
1.5447 |
|
| S3 |
1.5053 |
1.5154 |
1.5426 |
|
| S4 |
1.4819 |
1.4920 |
1.5361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5653 |
1.5419 |
0.0234 |
1.5% |
0.0118 |
0.8% |
30% |
False |
True |
105,880 |
| 10 |
1.5685 |
1.5419 |
0.0266 |
1.7% |
0.0111 |
0.7% |
27% |
False |
True |
93,332 |
| 20 |
1.5685 |
1.5419 |
0.0266 |
1.7% |
0.0110 |
0.7% |
27% |
False |
True |
82,695 |
| 40 |
1.5924 |
1.5323 |
0.0601 |
3.9% |
0.0116 |
0.8% |
28% |
False |
False |
85,369 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0124 |
0.8% |
43% |
False |
False |
60,956 |
| 80 |
1.5924 |
1.4812 |
0.1112 |
7.2% |
0.0127 |
0.8% |
61% |
False |
False |
45,749 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0126 |
0.8% |
67% |
False |
False |
36,614 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0115 |
0.7% |
67% |
False |
False |
30,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6086 |
|
2.618 |
1.5878 |
|
1.618 |
1.5751 |
|
1.000 |
1.5673 |
|
0.618 |
1.5624 |
|
HIGH |
1.5546 |
|
0.618 |
1.5497 |
|
0.500 |
1.5483 |
|
0.382 |
1.5468 |
|
LOW |
1.5419 |
|
0.618 |
1.5341 |
|
1.000 |
1.5292 |
|
1.618 |
1.5214 |
|
2.618 |
1.5087 |
|
4.250 |
1.4879 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5488 |
1.5536 |
| PP |
1.5485 |
1.5521 |
| S1 |
1.5483 |
1.5505 |
|