CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5687 |
1.5467 |
-0.0220 |
-1.4% |
1.5646 |
| High |
1.5718 |
1.5507 |
-0.0211 |
-1.3% |
1.5721 |
| Low |
1.5451 |
1.5369 |
-0.0082 |
-0.5% |
1.5559 |
| Close |
1.5466 |
1.5423 |
-0.0043 |
-0.3% |
1.5696 |
| Range |
0.0267 |
0.0138 |
-0.0129 |
-48.3% |
0.0162 |
| ATR |
0.0123 |
0.0124 |
0.0001 |
0.9% |
0.0000 |
| Volume |
158,785 |
116,909 |
-41,876 |
-26.4% |
417,375 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5847 |
1.5773 |
1.5499 |
|
| R3 |
1.5709 |
1.5635 |
1.5461 |
|
| R2 |
1.5571 |
1.5571 |
1.5448 |
|
| R1 |
1.5497 |
1.5497 |
1.5436 |
1.5465 |
| PP |
1.5433 |
1.5433 |
1.5433 |
1.5417 |
| S1 |
1.5359 |
1.5359 |
1.5410 |
1.5327 |
| S2 |
1.5295 |
1.5295 |
1.5398 |
|
| S3 |
1.5157 |
1.5221 |
1.5385 |
|
| S4 |
1.5019 |
1.5083 |
1.5347 |
|
|
| 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 |
1.5369 |
0.0448 |
2.9% |
0.0157 |
1.0% |
12% |
False |
True |
124,273 |
| 10 |
1.5817 |
1.5369 |
0.0448 |
2.9% |
0.0129 |
0.8% |
12% |
False |
True |
101,317 |
| 20 |
1.5817 |
1.5369 |
0.0448 |
2.9% |
0.0120 |
0.8% |
12% |
False |
True |
99,506 |
| 40 |
1.5817 |
1.5323 |
0.0494 |
3.2% |
0.0117 |
0.8% |
20% |
False |
False |
88,144 |
| 60 |
1.5924 |
1.5180 |
0.0744 |
4.8% |
0.0121 |
0.8% |
33% |
False |
False |
83,116 |
| 80 |
1.5924 |
1.5153 |
0.0771 |
5.0% |
0.0125 |
0.8% |
35% |
False |
False |
62,527 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0127 |
0.8% |
62% |
False |
False |
50,041 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0126 |
0.8% |
62% |
False |
False |
41,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6094 |
|
2.618 |
1.5868 |
|
1.618 |
1.5730 |
|
1.000 |
1.5645 |
|
0.618 |
1.5592 |
|
HIGH |
1.5507 |
|
0.618 |
1.5454 |
|
0.500 |
1.5438 |
|
0.382 |
1.5422 |
|
LOW |
1.5369 |
|
0.618 |
1.5284 |
|
1.000 |
1.5231 |
|
1.618 |
1.5146 |
|
2.618 |
1.5008 |
|
4.250 |
1.4783 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5438 |
1.5593 |
| PP |
1.5433 |
1.5536 |
| S1 |
1.5428 |
1.5480 |
|