CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5467 |
1.5407 |
-0.0060 |
-0.4% |
1.5685 |
| High |
1.5507 |
1.5442 |
-0.0065 |
-0.4% |
1.5817 |
| Low |
1.5369 |
1.5333 |
-0.0036 |
-0.2% |
1.5333 |
| Close |
1.5423 |
1.5390 |
-0.0033 |
-0.2% |
1.5390 |
| Range |
0.0138 |
0.0109 |
-0.0029 |
-21.0% |
0.0484 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
116,909 |
103,203 |
-13,706 |
-11.7% |
633,841 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5715 |
1.5662 |
1.5450 |
|
| R3 |
1.5606 |
1.5553 |
1.5420 |
|
| R2 |
1.5497 |
1.5497 |
1.5410 |
|
| R1 |
1.5444 |
1.5444 |
1.5400 |
1.5416 |
| PP |
1.5388 |
1.5388 |
1.5388 |
1.5375 |
| S1 |
1.5335 |
1.5335 |
1.5380 |
1.5307 |
| S2 |
1.5279 |
1.5279 |
1.5370 |
|
| S3 |
1.5170 |
1.5226 |
1.5360 |
|
| S4 |
1.5061 |
1.5117 |
1.5330 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6965 |
1.6662 |
1.5656 |
|
| R3 |
1.6481 |
1.6178 |
1.5523 |
|
| R2 |
1.5997 |
1.5997 |
1.5479 |
|
| R1 |
1.5694 |
1.5694 |
1.5434 |
1.5604 |
| PP |
1.5513 |
1.5513 |
1.5513 |
1.5468 |
| S1 |
1.5210 |
1.5210 |
1.5346 |
1.5120 |
| S2 |
1.5029 |
1.5029 |
1.5301 |
|
| S3 |
1.4545 |
1.4726 |
1.5257 |
|
| S4 |
1.4061 |
1.4242 |
1.5124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5817 |
1.5333 |
0.0484 |
3.1% |
0.0165 |
1.1% |
12% |
False |
True |
126,768 |
| 10 |
1.5817 |
1.5333 |
0.0484 |
3.1% |
0.0132 |
0.9% |
12% |
False |
True |
105,121 |
| 20 |
1.5817 |
1.5333 |
0.0484 |
3.1% |
0.0119 |
0.8% |
12% |
False |
True |
98,809 |
| 40 |
1.5817 |
1.5323 |
0.0494 |
3.2% |
0.0118 |
0.8% |
14% |
False |
False |
89,121 |
| 60 |
1.5924 |
1.5180 |
0.0744 |
4.8% |
0.0121 |
0.8% |
28% |
False |
False |
84,795 |
| 80 |
1.5924 |
1.5158 |
0.0766 |
5.0% |
0.0125 |
0.8% |
30% |
False |
False |
63,816 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0127 |
0.8% |
60% |
False |
False |
51,072 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0126 |
0.8% |
60% |
False |
False |
42,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5905 |
|
2.618 |
1.5727 |
|
1.618 |
1.5618 |
|
1.000 |
1.5551 |
|
0.618 |
1.5509 |
|
HIGH |
1.5442 |
|
0.618 |
1.5400 |
|
0.500 |
1.5388 |
|
0.382 |
1.5375 |
|
LOW |
1.5333 |
|
0.618 |
1.5266 |
|
1.000 |
1.5224 |
|
1.618 |
1.5157 |
|
2.618 |
1.5048 |
|
4.250 |
1.4870 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5389 |
1.5526 |
| PP |
1.5388 |
1.5480 |
| S1 |
1.5388 |
1.5435 |
|