CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5407 |
1.5403 |
-0.0004 |
0.0% |
1.5685 |
| High |
1.5442 |
1.5435 |
-0.0007 |
0.0% |
1.5817 |
| Low |
1.5333 |
1.5338 |
0.0005 |
0.0% |
1.5333 |
| Close |
1.5390 |
1.5348 |
-0.0042 |
-0.3% |
1.5390 |
| Range |
0.0109 |
0.0097 |
-0.0012 |
-11.0% |
0.0484 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
103,203 |
63,877 |
-39,326 |
-38.1% |
633,841 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5665 |
1.5603 |
1.5401 |
|
| R3 |
1.5568 |
1.5506 |
1.5375 |
|
| R2 |
1.5471 |
1.5471 |
1.5366 |
|
| R1 |
1.5409 |
1.5409 |
1.5357 |
1.5392 |
| PP |
1.5374 |
1.5374 |
1.5374 |
1.5365 |
| S1 |
1.5312 |
1.5312 |
1.5339 |
1.5295 |
| S2 |
1.5277 |
1.5277 |
1.5330 |
|
| S3 |
1.5180 |
1.5215 |
1.5321 |
|
| S4 |
1.5083 |
1.5118 |
1.5295 |
|
|
| 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 |
3.2% |
0.0150 |
1.0% |
3% |
False |
False |
109,019 |
| 10 |
1.5817 |
1.5333 |
0.0484 |
3.2% |
0.0131 |
0.9% |
3% |
False |
False |
105,029 |
| 20 |
1.5817 |
1.5333 |
0.0484 |
3.2% |
0.0120 |
0.8% |
3% |
False |
False |
98,308 |
| 40 |
1.5817 |
1.5323 |
0.0494 |
3.2% |
0.0118 |
0.8% |
5% |
False |
False |
88,215 |
| 60 |
1.5924 |
1.5211 |
0.0713 |
4.6% |
0.0119 |
0.8% |
19% |
False |
False |
85,737 |
| 80 |
1.5924 |
1.5160 |
0.0764 |
5.0% |
0.0125 |
0.8% |
25% |
False |
False |
64,614 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0126 |
0.8% |
57% |
False |
False |
51,710 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0126 |
0.8% |
57% |
False |
False |
43,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5847 |
|
2.618 |
1.5689 |
|
1.618 |
1.5592 |
|
1.000 |
1.5532 |
|
0.618 |
1.5495 |
|
HIGH |
1.5435 |
|
0.618 |
1.5398 |
|
0.500 |
1.5387 |
|
0.382 |
1.5375 |
|
LOW |
1.5338 |
|
0.618 |
1.5278 |
|
1.000 |
1.5241 |
|
1.618 |
1.5181 |
|
2.618 |
1.5084 |
|
4.250 |
1.4926 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5387 |
1.5420 |
| PP |
1.5374 |
1.5396 |
| S1 |
1.5361 |
1.5372 |
|