CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5403 |
1.5343 |
-0.0060 |
-0.4% |
1.5685 |
| High |
1.5435 |
1.5407 |
-0.0028 |
-0.2% |
1.5817 |
| Low |
1.5338 |
1.5298 |
-0.0040 |
-0.3% |
1.5333 |
| Close |
1.5348 |
1.5306 |
-0.0042 |
-0.3% |
1.5390 |
| Range |
0.0097 |
0.0109 |
0.0012 |
12.4% |
0.0484 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
63,877 |
103,764 |
39,887 |
62.4% |
633,841 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5664 |
1.5594 |
1.5366 |
|
| R3 |
1.5555 |
1.5485 |
1.5336 |
|
| R2 |
1.5446 |
1.5446 |
1.5326 |
|
| R1 |
1.5376 |
1.5376 |
1.5316 |
1.5357 |
| PP |
1.5337 |
1.5337 |
1.5337 |
1.5327 |
| S1 |
1.5267 |
1.5267 |
1.5296 |
1.5248 |
| S2 |
1.5228 |
1.5228 |
1.5286 |
|
| S3 |
1.5119 |
1.5158 |
1.5276 |
|
| S4 |
1.5010 |
1.5049 |
1.5246 |
|
|
| 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 |
1.5718 |
1.5298 |
0.0420 |
2.7% |
0.0144 |
0.9% |
2% |
False |
True |
109,307 |
| 10 |
1.5817 |
1.5298 |
0.0519 |
3.4% |
0.0126 |
0.8% |
2% |
False |
True |
105,169 |
| 20 |
1.5817 |
1.5298 |
0.0519 |
3.4% |
0.0122 |
0.8% |
2% |
False |
True |
99,226 |
| 40 |
1.5817 |
1.5298 |
0.0519 |
3.4% |
0.0115 |
0.8% |
2% |
False |
True |
88,015 |
| 60 |
1.5924 |
1.5247 |
0.0677 |
4.4% |
0.0118 |
0.8% |
9% |
False |
False |
87,113 |
| 80 |
1.5924 |
1.5160 |
0.0764 |
5.0% |
0.0124 |
0.8% |
19% |
False |
False |
65,910 |
| 100 |
1.5924 |
1.4592 |
0.1332 |
8.7% |
0.0126 |
0.8% |
54% |
False |
False |
52,748 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0126 |
0.8% |
54% |
False |
False |
43,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5870 |
|
2.618 |
1.5692 |
|
1.618 |
1.5583 |
|
1.000 |
1.5516 |
|
0.618 |
1.5474 |
|
HIGH |
1.5407 |
|
0.618 |
1.5365 |
|
0.500 |
1.5353 |
|
0.382 |
1.5340 |
|
LOW |
1.5298 |
|
0.618 |
1.5231 |
|
1.000 |
1.5189 |
|
1.618 |
1.5122 |
|
2.618 |
1.5013 |
|
4.250 |
1.4835 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5353 |
1.5370 |
| PP |
1.5337 |
1.5349 |
| S1 |
1.5322 |
1.5327 |
|