CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5511 |
1.5487 |
-0.0024 |
-0.2% |
1.5623 |
| High |
1.5546 |
1.5603 |
0.0057 |
0.4% |
1.5653 |
| Low |
1.5419 |
1.5454 |
0.0035 |
0.2% |
1.5419 |
| Close |
1.5490 |
1.5600 |
0.0110 |
0.7% |
1.5490 |
| Range |
0.0127 |
0.0149 |
0.0022 |
17.3% |
0.0234 |
| ATR |
0.0116 |
0.0118 |
0.0002 |
2.1% |
0.0000 |
| Volume |
120,476 |
90,497 |
-29,979 |
-24.9% |
529,401 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5999 |
1.5949 |
1.5682 |
|
| R3 |
1.5850 |
1.5800 |
1.5641 |
|
| R2 |
1.5701 |
1.5701 |
1.5627 |
|
| R1 |
1.5651 |
1.5651 |
1.5614 |
1.5676 |
| PP |
1.5552 |
1.5552 |
1.5552 |
1.5565 |
| S1 |
1.5502 |
1.5502 |
1.5586 |
1.5527 |
| S2 |
1.5403 |
1.5403 |
1.5573 |
|
| S3 |
1.5254 |
1.5353 |
1.5559 |
|
| S4 |
1.5105 |
1.5204 |
1.5518 |
|
|
| 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% |
0.0131 |
0.8% |
77% |
False |
False |
109,199 |
| 10 |
1.5685 |
1.5419 |
0.0266 |
1.7% |
0.0115 |
0.7% |
68% |
False |
False |
95,233 |
| 20 |
1.5685 |
1.5419 |
0.0266 |
1.7% |
0.0112 |
0.7% |
68% |
False |
False |
83,309 |
| 40 |
1.5924 |
1.5323 |
0.0601 |
3.9% |
0.0117 |
0.7% |
46% |
False |
False |
84,815 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0125 |
0.8% |
58% |
False |
False |
62,460 |
| 80 |
1.5924 |
1.4842 |
0.1082 |
6.9% |
0.0127 |
0.8% |
70% |
False |
False |
46,880 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0125 |
0.8% |
76% |
False |
False |
37,517 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0116 |
0.7% |
76% |
False |
False |
31,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6236 |
|
2.618 |
1.5993 |
|
1.618 |
1.5844 |
|
1.000 |
1.5752 |
|
0.618 |
1.5695 |
|
HIGH |
1.5603 |
|
0.618 |
1.5546 |
|
0.500 |
1.5529 |
|
0.382 |
1.5511 |
|
LOW |
1.5454 |
|
0.618 |
1.5362 |
|
1.000 |
1.5305 |
|
1.618 |
1.5213 |
|
2.618 |
1.5064 |
|
4.250 |
1.4821 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5576 |
1.5575 |
| PP |
1.5552 |
1.5550 |
| S1 |
1.5529 |
1.5526 |
|