CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5685 |
1.5759 |
0.0074 |
0.5% |
1.5646 |
| High |
1.5802 |
1.5817 |
0.0015 |
0.1% |
1.5721 |
| Low |
1.5628 |
1.5678 |
0.0050 |
0.3% |
1.5559 |
| Close |
1.5774 |
1.5683 |
-0.0091 |
-0.6% |
1.5696 |
| Range |
0.0174 |
0.0139 |
-0.0035 |
-20.1% |
0.0162 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.9% |
0.0000 |
| Volume |
152,621 |
102,323 |
-50,298 |
-33.0% |
417,375 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6143 |
1.6052 |
1.5759 |
|
| R3 |
1.6004 |
1.5913 |
1.5721 |
|
| R2 |
1.5865 |
1.5865 |
1.5708 |
|
| R1 |
1.5774 |
1.5774 |
1.5696 |
1.5750 |
| PP |
1.5726 |
1.5726 |
1.5726 |
1.5714 |
| S1 |
1.5635 |
1.5635 |
1.5670 |
1.5611 |
| S2 |
1.5587 |
1.5587 |
1.5658 |
|
| S3 |
1.5448 |
1.5496 |
1.5645 |
|
| S4 |
1.5309 |
1.5357 |
1.5607 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6145 |
1.6082 |
1.5785 |
|
| R3 |
1.5983 |
1.5920 |
1.5741 |
|
| R2 |
1.5821 |
1.5821 |
1.5726 |
|
| R1 |
1.5758 |
1.5758 |
1.5711 |
1.5790 |
| PP |
1.5659 |
1.5659 |
1.5659 |
1.5674 |
| S1 |
1.5596 |
1.5596 |
1.5681 |
1.5628 |
| S2 |
1.5497 |
1.5497 |
1.5666 |
|
| S3 |
1.5335 |
1.5434 |
1.5651 |
|
| S4 |
1.5173 |
1.5272 |
1.5607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5817 |
1.5604 |
0.0213 |
1.4% |
0.0108 |
0.7% |
37% |
True |
False |
101,031 |
| 10 |
1.5817 |
1.5531 |
0.0286 |
1.8% |
0.0108 |
0.7% |
53% |
True |
False |
90,271 |
| 20 |
1.5817 |
1.5419 |
0.0398 |
2.5% |
0.0110 |
0.7% |
66% |
True |
False |
92,845 |
| 40 |
1.5817 |
1.5323 |
0.0494 |
3.1% |
0.0113 |
0.7% |
73% |
True |
False |
86,045 |
| 60 |
1.5924 |
1.5169 |
0.0755 |
4.8% |
0.0120 |
0.8% |
68% |
False |
False |
78,600 |
| 80 |
1.5924 |
1.5074 |
0.0850 |
5.4% |
0.0122 |
0.8% |
72% |
False |
False |
59,084 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0124 |
0.8% |
82% |
False |
False |
47,284 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0123 |
0.8% |
82% |
False |
False |
39,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6408 |
|
2.618 |
1.6181 |
|
1.618 |
1.6042 |
|
1.000 |
1.5956 |
|
0.618 |
1.5903 |
|
HIGH |
1.5817 |
|
0.618 |
1.5764 |
|
0.500 |
1.5748 |
|
0.382 |
1.5731 |
|
LOW |
1.5678 |
|
0.618 |
1.5592 |
|
1.000 |
1.5539 |
|
1.618 |
1.5453 |
|
2.618 |
1.5314 |
|
4.250 |
1.5087 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5748 |
1.5723 |
| PP |
1.5726 |
1.5709 |
| S1 |
1.5705 |
1.5696 |
|