CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5343 |
1.5302 |
-0.0041 |
-0.3% |
1.5685 |
| High |
1.5407 |
1.5325 |
-0.0082 |
-0.5% |
1.5817 |
| Low |
1.5298 |
1.5263 |
-0.0035 |
-0.2% |
1.5333 |
| Close |
1.5306 |
1.5300 |
-0.0006 |
0.0% |
1.5390 |
| Range |
0.0109 |
0.0062 |
-0.0047 |
-43.1% |
0.0484 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
103,764 |
75,697 |
-28,067 |
-27.0% |
633,841 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5482 |
1.5453 |
1.5334 |
|
| R3 |
1.5420 |
1.5391 |
1.5317 |
|
| R2 |
1.5358 |
1.5358 |
1.5311 |
|
| R1 |
1.5329 |
1.5329 |
1.5306 |
1.5313 |
| PP |
1.5296 |
1.5296 |
1.5296 |
1.5288 |
| S1 |
1.5267 |
1.5267 |
1.5294 |
1.5251 |
| S2 |
1.5234 |
1.5234 |
1.5289 |
|
| S3 |
1.5172 |
1.5205 |
1.5283 |
|
| S4 |
1.5110 |
1.5143 |
1.5266 |
|
|
| 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 |
1.5507 |
1.5263 |
0.0244 |
1.6% |
0.0103 |
0.7% |
15% |
False |
True |
92,690 |
| 10 |
1.5817 |
1.5263 |
0.0554 |
3.6% |
0.0126 |
0.8% |
7% |
False |
True |
105,526 |
| 20 |
1.5817 |
1.5263 |
0.0554 |
3.6% |
0.0118 |
0.8% |
7% |
False |
True |
97,970 |
| 40 |
1.5817 |
1.5263 |
0.0554 |
3.6% |
0.0114 |
0.7% |
7% |
False |
True |
87,761 |
| 60 |
1.5924 |
1.5263 |
0.0661 |
4.3% |
0.0117 |
0.8% |
6% |
False |
True |
87,724 |
| 80 |
1.5924 |
1.5160 |
0.0764 |
5.0% |
0.0122 |
0.8% |
18% |
False |
False |
66,852 |
| 100 |
1.5924 |
1.4600 |
0.1324 |
8.7% |
0.0126 |
0.8% |
53% |
False |
False |
53,503 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0126 |
0.8% |
53% |
False |
False |
44,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5589 |
|
2.618 |
1.5487 |
|
1.618 |
1.5425 |
|
1.000 |
1.5387 |
|
0.618 |
1.5363 |
|
HIGH |
1.5325 |
|
0.618 |
1.5301 |
|
0.500 |
1.5294 |
|
0.382 |
1.5287 |
|
LOW |
1.5263 |
|
0.618 |
1.5225 |
|
1.000 |
1.5201 |
|
1.618 |
1.5163 |
|
2.618 |
1.5101 |
|
4.250 |
1.5000 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5298 |
1.5349 |
| PP |
1.5296 |
1.5333 |
| S1 |
1.5294 |
1.5316 |
|