CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5583 |
1.5657 |
0.0074 |
0.5% |
1.5487 |
| High |
1.5714 |
1.5698 |
-0.0016 |
-0.1% |
1.5661 |
| Low |
1.5559 |
1.5633 |
0.0074 |
0.5% |
1.5454 |
| Close |
1.5661 |
1.5688 |
0.0027 |
0.2% |
1.5649 |
| Range |
0.0155 |
0.0065 |
-0.0090 |
-58.1% |
0.0207 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
102,364 |
72,125 |
-30,239 |
-29.5% |
395,568 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5868 |
1.5843 |
1.5724 |
|
| R3 |
1.5803 |
1.5778 |
1.5706 |
|
| R2 |
1.5738 |
1.5738 |
1.5700 |
|
| R1 |
1.5713 |
1.5713 |
1.5694 |
1.5726 |
| PP |
1.5673 |
1.5673 |
1.5673 |
1.5679 |
| S1 |
1.5648 |
1.5648 |
1.5682 |
1.5661 |
| S2 |
1.5608 |
1.5608 |
1.5676 |
|
| S3 |
1.5543 |
1.5583 |
1.5670 |
|
| S4 |
1.5478 |
1.5518 |
1.5652 |
|
|
| 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 |
1.5559 |
0.0155 |
1.0% |
0.0095 |
0.6% |
83% |
False |
False |
72,836 |
| 10 |
1.5714 |
1.5419 |
0.0295 |
1.9% |
0.0111 |
0.7% |
91% |
False |
False |
90,413 |
| 20 |
1.5714 |
1.5419 |
0.0295 |
1.9% |
0.0108 |
0.7% |
91% |
False |
False |
85,449 |
| 40 |
1.5794 |
1.5323 |
0.0471 |
3.0% |
0.0111 |
0.7% |
77% |
False |
False |
83,438 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0120 |
0.8% |
69% |
False |
False |
71,497 |
| 80 |
1.5924 |
1.5074 |
0.0850 |
5.4% |
0.0125 |
0.8% |
72% |
False |
False |
53,675 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0123 |
0.8% |
82% |
False |
False |
42,957 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0121 |
0.8% |
82% |
False |
False |
35,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5974 |
|
2.618 |
1.5868 |
|
1.618 |
1.5803 |
|
1.000 |
1.5763 |
|
0.618 |
1.5738 |
|
HIGH |
1.5698 |
|
0.618 |
1.5673 |
|
0.500 |
1.5666 |
|
0.382 |
1.5658 |
|
LOW |
1.5633 |
|
0.618 |
1.5593 |
|
1.000 |
1.5568 |
|
1.618 |
1.5528 |
|
2.618 |
1.5463 |
|
4.250 |
1.5357 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5681 |
1.5671 |
| PP |
1.5673 |
1.5654 |
| S1 |
1.5666 |
1.5637 |
|