CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5302 |
1.5302 |
0.0000 |
0.0% |
1.5685 |
| High |
1.5325 |
1.5313 |
-0.0012 |
-0.1% |
1.5817 |
| Low |
1.5263 |
1.5218 |
-0.0045 |
-0.3% |
1.5333 |
| Close |
1.5300 |
1.5256 |
-0.0044 |
-0.3% |
1.5390 |
| Range |
0.0062 |
0.0095 |
0.0033 |
53.2% |
0.0484 |
| ATR |
0.0116 |
0.0115 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
75,697 |
95,037 |
19,340 |
25.5% |
633,841 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5547 |
1.5497 |
1.5308 |
|
| R3 |
1.5452 |
1.5402 |
1.5282 |
|
| R2 |
1.5357 |
1.5357 |
1.5273 |
|
| R1 |
1.5307 |
1.5307 |
1.5265 |
1.5285 |
| PP |
1.5262 |
1.5262 |
1.5262 |
1.5251 |
| S1 |
1.5212 |
1.5212 |
1.5247 |
1.5190 |
| S2 |
1.5167 |
1.5167 |
1.5239 |
|
| S3 |
1.5072 |
1.5117 |
1.5230 |
|
| S4 |
1.4977 |
1.5022 |
1.5204 |
|
|
| 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 |
1.5442 |
1.5218 |
0.0224 |
1.5% |
0.0094 |
0.6% |
17% |
False |
True |
88,315 |
| 10 |
1.5817 |
1.5218 |
0.0599 |
3.9% |
0.0126 |
0.8% |
6% |
False |
True |
106,294 |
| 20 |
1.5817 |
1.5218 |
0.0599 |
3.9% |
0.0115 |
0.8% |
6% |
False |
True |
95,281 |
| 40 |
1.5817 |
1.5218 |
0.0599 |
3.9% |
0.0114 |
0.7% |
6% |
False |
True |
88,426 |
| 60 |
1.5924 |
1.5218 |
0.0706 |
4.6% |
0.0116 |
0.8% |
5% |
False |
True |
87,745 |
| 80 |
1.5924 |
1.5160 |
0.0764 |
5.0% |
0.0122 |
0.8% |
13% |
False |
False |
68,036 |
| 100 |
1.5924 |
1.4690 |
0.1234 |
8.1% |
0.0125 |
0.8% |
46% |
False |
False |
54,452 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0126 |
0.8% |
50% |
False |
False |
45,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5717 |
|
2.618 |
1.5562 |
|
1.618 |
1.5467 |
|
1.000 |
1.5408 |
|
0.618 |
1.5372 |
|
HIGH |
1.5313 |
|
0.618 |
1.5277 |
|
0.500 |
1.5266 |
|
0.382 |
1.5254 |
|
LOW |
1.5218 |
|
0.618 |
1.5159 |
|
1.000 |
1.5123 |
|
1.618 |
1.5064 |
|
2.618 |
1.4969 |
|
4.250 |
1.4814 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5266 |
1.5313 |
| PP |
1.5262 |
1.5294 |
| S1 |
1.5259 |
1.5275 |
|