CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5302 |
1.5253 |
-0.0049 |
-0.3% |
1.5403 |
| High |
1.5313 |
1.5278 |
-0.0035 |
-0.2% |
1.5435 |
| Low |
1.5218 |
1.5164 |
-0.0054 |
-0.4% |
1.5164 |
| Close |
1.5256 |
1.5184 |
-0.0072 |
-0.5% |
1.5184 |
| Range |
0.0095 |
0.0114 |
0.0019 |
20.0% |
0.0271 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.0% |
0.0000 |
| Volume |
95,037 |
78,923 |
-16,114 |
-17.0% |
417,298 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5551 |
1.5481 |
1.5247 |
|
| R3 |
1.5437 |
1.5367 |
1.5215 |
|
| R2 |
1.5323 |
1.5323 |
1.5205 |
|
| R1 |
1.5253 |
1.5253 |
1.5194 |
1.5231 |
| PP |
1.5209 |
1.5209 |
1.5209 |
1.5198 |
| S1 |
1.5139 |
1.5139 |
1.5174 |
1.5117 |
| S2 |
1.5095 |
1.5095 |
1.5163 |
|
| S3 |
1.4981 |
1.5025 |
1.5153 |
|
| S4 |
1.4867 |
1.4911 |
1.5121 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6074 |
1.5900 |
1.5333 |
|
| R3 |
1.5803 |
1.5629 |
1.5259 |
|
| R2 |
1.5532 |
1.5532 |
1.5234 |
|
| R1 |
1.5358 |
1.5358 |
1.5209 |
1.5310 |
| PP |
1.5261 |
1.5261 |
1.5261 |
1.5237 |
| S1 |
1.5087 |
1.5087 |
1.5159 |
1.5039 |
| S2 |
1.4990 |
1.4990 |
1.5134 |
|
| S3 |
1.4719 |
1.4816 |
1.5109 |
|
| S4 |
1.4448 |
1.4545 |
1.5035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5435 |
1.5164 |
0.0271 |
1.8% |
0.0095 |
0.6% |
7% |
False |
True |
83,459 |
| 10 |
1.5817 |
1.5164 |
0.0653 |
4.3% |
0.0130 |
0.9% |
3% |
False |
True |
105,113 |
| 20 |
1.5817 |
1.5164 |
0.0653 |
4.3% |
0.0114 |
0.7% |
3% |
False |
True |
93,204 |
| 40 |
1.5817 |
1.5164 |
0.0653 |
4.3% |
0.0112 |
0.7% |
3% |
False |
True |
87,950 |
| 60 |
1.5924 |
1.5164 |
0.0760 |
5.0% |
0.0116 |
0.8% |
3% |
False |
True |
87,980 |
| 80 |
1.5924 |
1.5160 |
0.0764 |
5.0% |
0.0122 |
0.8% |
3% |
False |
False |
69,018 |
| 100 |
1.5924 |
1.4812 |
0.1112 |
7.3% |
0.0124 |
0.8% |
33% |
False |
False |
55,240 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.8% |
0.0124 |
0.8% |
44% |
False |
False |
46,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5763 |
|
2.618 |
1.5576 |
|
1.618 |
1.5462 |
|
1.000 |
1.5392 |
|
0.618 |
1.5348 |
|
HIGH |
1.5278 |
|
0.618 |
1.5234 |
|
0.500 |
1.5221 |
|
0.382 |
1.5208 |
|
LOW |
1.5164 |
|
0.618 |
1.5094 |
|
1.000 |
1.5050 |
|
1.618 |
1.4980 |
|
2.618 |
1.4866 |
|
4.250 |
1.4680 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5221 |
1.5245 |
| PP |
1.5209 |
1.5224 |
| S1 |
1.5196 |
1.5204 |
|