CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5585 |
1.5570 |
-0.0015 |
-0.1% |
1.5623 |
| High |
1.5613 |
1.5657 |
0.0044 |
0.3% |
1.5653 |
| Low |
1.5551 |
1.5531 |
-0.0020 |
-0.1% |
1.5419 |
| Close |
1.5557 |
1.5610 |
0.0053 |
0.3% |
1.5490 |
| Range |
0.0062 |
0.0126 |
0.0064 |
103.2% |
0.0234 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
0.7% |
0.0000 |
| Volume |
74,674 |
105,502 |
30,828 |
41.3% |
529,401 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5977 |
1.5920 |
1.5679 |
|
| R3 |
1.5851 |
1.5794 |
1.5645 |
|
| R2 |
1.5725 |
1.5725 |
1.5633 |
|
| R1 |
1.5668 |
1.5668 |
1.5622 |
1.5697 |
| PP |
1.5599 |
1.5599 |
1.5599 |
1.5614 |
| S1 |
1.5542 |
1.5542 |
1.5598 |
1.5571 |
| S2 |
1.5473 |
1.5473 |
1.5587 |
|
| S3 |
1.5347 |
1.5416 |
1.5575 |
|
| S4 |
1.5221 |
1.5290 |
1.5541 |
|
|
| 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 |
1.5657 |
1.5419 |
0.0238 |
1.5% |
0.0127 |
0.8% |
80% |
True |
False |
107,991 |
| 10 |
1.5674 |
1.5419 |
0.0255 |
1.6% |
0.0114 |
0.7% |
75% |
False |
False |
97,957 |
| 20 |
1.5685 |
1.5419 |
0.0266 |
1.7% |
0.0107 |
0.7% |
72% |
False |
False |
83,626 |
| 40 |
1.5924 |
1.5323 |
0.0601 |
3.9% |
0.0116 |
0.7% |
48% |
False |
False |
85,844 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0126 |
0.8% |
59% |
False |
False |
65,456 |
| 80 |
1.5924 |
1.4842 |
0.1082 |
6.9% |
0.0127 |
0.8% |
71% |
False |
False |
49,127 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0124 |
0.8% |
76% |
False |
False |
39,317 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0118 |
0.8% |
76% |
False |
False |
32,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6193 |
|
2.618 |
1.5987 |
|
1.618 |
1.5861 |
|
1.000 |
1.5783 |
|
0.618 |
1.5735 |
|
HIGH |
1.5657 |
|
0.618 |
1.5609 |
|
0.500 |
1.5594 |
|
0.382 |
1.5579 |
|
LOW |
1.5531 |
|
0.618 |
1.5453 |
|
1.000 |
1.5405 |
|
1.618 |
1.5327 |
|
2.618 |
1.5201 |
|
4.250 |
1.4996 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5605 |
1.5592 |
| PP |
1.5599 |
1.5574 |
| S1 |
1.5594 |
1.5556 |
|