CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5646 |
1.5583 |
-0.0063 |
-0.4% |
1.5487 |
| High |
1.5689 |
1.5714 |
0.0025 |
0.2% |
1.5661 |
| Low |
1.5575 |
1.5559 |
-0.0016 |
-0.1% |
1.5454 |
| Close |
1.5582 |
1.5661 |
0.0079 |
0.5% |
1.5649 |
| Range |
0.0114 |
0.0155 |
0.0041 |
36.0% |
0.0207 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
3.0% |
0.0000 |
| Volume |
64,797 |
102,364 |
37,567 |
58.0% |
395,568 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6110 |
1.6040 |
1.5746 |
|
| R3 |
1.5955 |
1.5885 |
1.5704 |
|
| R2 |
1.5800 |
1.5800 |
1.5689 |
|
| R1 |
1.5730 |
1.5730 |
1.5675 |
1.5765 |
| PP |
1.5645 |
1.5645 |
1.5645 |
1.5662 |
| S1 |
1.5575 |
1.5575 |
1.5647 |
1.5610 |
| S2 |
1.5490 |
1.5490 |
1.5633 |
|
| S3 |
1.5335 |
1.5420 |
1.5618 |
|
| S4 |
1.5180 |
1.5265 |
1.5576 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6209 |
1.6136 |
1.5763 |
|
| R3 |
1.6002 |
1.5929 |
1.5706 |
|
| R2 |
1.5795 |
1.5795 |
1.5687 |
|
| R1 |
1.5722 |
1.5722 |
1.5668 |
1.5759 |
| PP |
1.5588 |
1.5588 |
1.5588 |
1.5606 |
| S1 |
1.5515 |
1.5515 |
1.5630 |
1.5552 |
| S2 |
1.5381 |
1.5381 |
1.5611 |
|
| S3 |
1.5174 |
1.5308 |
1.5592 |
|
| S4 |
1.4967 |
1.5101 |
1.5535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5714 |
1.5531 |
0.0183 |
1.2% |
0.0107 |
0.7% |
71% |
True |
False |
79,511 |
| 10 |
1.5714 |
1.5419 |
0.0295 |
1.9% |
0.0118 |
0.8% |
82% |
True |
False |
93,282 |
| 20 |
1.5714 |
1.5419 |
0.0295 |
1.9% |
0.0109 |
0.7% |
82% |
True |
False |
86,101 |
| 40 |
1.5822 |
1.5323 |
0.0499 |
3.2% |
0.0113 |
0.7% |
68% |
False |
False |
84,067 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0121 |
0.8% |
66% |
False |
False |
70,303 |
| 80 |
1.5924 |
1.5074 |
0.0850 |
5.4% |
0.0126 |
0.8% |
69% |
False |
False |
52,775 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0123 |
0.8% |
80% |
False |
False |
42,236 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0121 |
0.8% |
80% |
False |
False |
35,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6373 |
|
2.618 |
1.6120 |
|
1.618 |
1.5965 |
|
1.000 |
1.5869 |
|
0.618 |
1.5810 |
|
HIGH |
1.5714 |
|
0.618 |
1.5655 |
|
0.500 |
1.5637 |
|
0.382 |
1.5618 |
|
LOW |
1.5559 |
|
0.618 |
1.5463 |
|
1.000 |
1.5404 |
|
1.618 |
1.5308 |
|
2.618 |
1.5153 |
|
4.250 |
1.4900 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5653 |
1.5653 |
| PP |
1.5645 |
1.5645 |
| S1 |
1.5637 |
1.5637 |
|