CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5759 |
1.5687 |
-0.0072 |
-0.5% |
1.5646 |
| High |
1.5817 |
1.5718 |
-0.0099 |
-0.6% |
1.5721 |
| Low |
1.5678 |
1.5451 |
-0.0227 |
-1.4% |
1.5559 |
| Close |
1.5683 |
1.5466 |
-0.0217 |
-1.4% |
1.5696 |
| Range |
0.0139 |
0.0267 |
0.0128 |
92.1% |
0.0162 |
| ATR |
0.0112 |
0.0123 |
0.0011 |
9.9% |
0.0000 |
| Volume |
102,323 |
158,785 |
56,462 |
55.2% |
417,375 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6346 |
1.6173 |
1.5613 |
|
| R3 |
1.6079 |
1.5906 |
1.5539 |
|
| R2 |
1.5812 |
1.5812 |
1.5515 |
|
| R1 |
1.5639 |
1.5639 |
1.5490 |
1.5592 |
| PP |
1.5545 |
1.5545 |
1.5545 |
1.5522 |
| S1 |
1.5372 |
1.5372 |
1.5442 |
1.5325 |
| S2 |
1.5278 |
1.5278 |
1.5417 |
|
| S3 |
1.5011 |
1.5105 |
1.5393 |
|
| S4 |
1.4744 |
1.4838 |
1.5319 |
|
|
| 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 |
1.5451 |
0.0366 |
2.4% |
0.0148 |
1.0% |
4% |
False |
True |
118,363 |
| 10 |
1.5817 |
1.5451 |
0.0366 |
2.4% |
0.0122 |
0.8% |
4% |
False |
True |
95,599 |
| 20 |
1.5817 |
1.5419 |
0.0398 |
2.6% |
0.0118 |
0.8% |
12% |
False |
False |
96,778 |
| 40 |
1.5817 |
1.5323 |
0.0494 |
3.2% |
0.0117 |
0.8% |
29% |
False |
False |
87,497 |
| 60 |
1.5924 |
1.5180 |
0.0744 |
4.8% |
0.0121 |
0.8% |
38% |
False |
False |
81,198 |
| 80 |
1.5924 |
1.5090 |
0.0834 |
5.4% |
0.0124 |
0.8% |
45% |
False |
False |
61,066 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0126 |
0.8% |
66% |
False |
False |
48,872 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0125 |
0.8% |
66% |
False |
False |
40,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6853 |
|
2.618 |
1.6417 |
|
1.618 |
1.6150 |
|
1.000 |
1.5985 |
|
0.618 |
1.5883 |
|
HIGH |
1.5718 |
|
0.618 |
1.5616 |
|
0.500 |
1.5585 |
|
0.382 |
1.5553 |
|
LOW |
1.5451 |
|
0.618 |
1.5286 |
|
1.000 |
1.5184 |
|
1.618 |
1.5019 |
|
2.618 |
1.4752 |
|
4.250 |
1.4316 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5585 |
1.5634 |
| PP |
1.5545 |
1.5578 |
| S1 |
1.5506 |
1.5522 |
|