CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5253 |
1.5178 |
-0.0075 |
-0.5% |
1.5403 |
| High |
1.5278 |
1.5412 |
0.0134 |
0.9% |
1.5435 |
| Low |
1.5164 |
1.5172 |
0.0008 |
0.1% |
1.5164 |
| Close |
1.5184 |
1.5394 |
0.0210 |
1.4% |
1.5184 |
| Range |
0.0114 |
0.0240 |
0.0126 |
110.5% |
0.0271 |
| ATR |
0.0115 |
0.0124 |
0.0009 |
7.8% |
0.0000 |
| Volume |
78,923 |
158,251 |
79,328 |
100.5% |
417,298 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6046 |
1.5960 |
1.5526 |
|
| R3 |
1.5806 |
1.5720 |
1.5460 |
|
| R2 |
1.5566 |
1.5566 |
1.5438 |
|
| R1 |
1.5480 |
1.5480 |
1.5416 |
1.5523 |
| PP |
1.5326 |
1.5326 |
1.5326 |
1.5348 |
| S1 |
1.5240 |
1.5240 |
1.5372 |
1.5283 |
| S2 |
1.5086 |
1.5086 |
1.5350 |
|
| S3 |
1.4846 |
1.5000 |
1.5328 |
|
| S4 |
1.4606 |
1.4760 |
1.5262 |
|
|
| 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 |
1.5412 |
1.5164 |
0.0248 |
1.6% |
0.0124 |
0.8% |
93% |
True |
False |
102,334 |
| 10 |
1.5817 |
1.5164 |
0.0653 |
4.2% |
0.0137 |
0.9% |
35% |
False |
False |
105,676 |
| 20 |
1.5817 |
1.5164 |
0.0653 |
4.2% |
0.0118 |
0.8% |
35% |
False |
False |
96,591 |
| 40 |
1.5817 |
1.5164 |
0.0653 |
4.2% |
0.0115 |
0.7% |
35% |
False |
False |
89,950 |
| 60 |
1.5924 |
1.5164 |
0.0760 |
4.9% |
0.0117 |
0.8% |
30% |
False |
False |
88,740 |
| 80 |
1.5924 |
1.5160 |
0.0764 |
5.0% |
0.0124 |
0.8% |
31% |
False |
False |
70,993 |
| 100 |
1.5924 |
1.4842 |
0.1082 |
7.0% |
0.0125 |
0.8% |
51% |
False |
False |
56,822 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0124 |
0.8% |
60% |
False |
False |
47,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6432 |
|
2.618 |
1.6040 |
|
1.618 |
1.5800 |
|
1.000 |
1.5652 |
|
0.618 |
1.5560 |
|
HIGH |
1.5412 |
|
0.618 |
1.5320 |
|
0.500 |
1.5292 |
|
0.382 |
1.5264 |
|
LOW |
1.5172 |
|
0.618 |
1.5024 |
|
1.000 |
1.4932 |
|
1.618 |
1.4784 |
|
2.618 |
1.4544 |
|
4.250 |
1.4152 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5360 |
1.5359 |
| PP |
1.5326 |
1.5323 |
| S1 |
1.5292 |
1.5288 |
|