CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5178 |
1.5394 |
0.0216 |
1.4% |
1.5403 |
| High |
1.5412 |
1.5404 |
-0.0008 |
-0.1% |
1.5435 |
| Low |
1.5172 |
1.5349 |
0.0177 |
1.2% |
1.5164 |
| Close |
1.5394 |
1.5365 |
-0.0029 |
-0.2% |
1.5184 |
| Range |
0.0240 |
0.0055 |
-0.0185 |
-77.1% |
0.0271 |
| ATR |
0.0124 |
0.0119 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
158,251 |
125,522 |
-32,729 |
-20.7% |
417,298 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5538 |
1.5506 |
1.5395 |
|
| R3 |
1.5483 |
1.5451 |
1.5380 |
|
| R2 |
1.5428 |
1.5428 |
1.5375 |
|
| R1 |
1.5396 |
1.5396 |
1.5370 |
1.5385 |
| PP |
1.5373 |
1.5373 |
1.5373 |
1.5367 |
| S1 |
1.5341 |
1.5341 |
1.5360 |
1.5330 |
| S2 |
1.5318 |
1.5318 |
1.5355 |
|
| S3 |
1.5263 |
1.5286 |
1.5350 |
|
| S4 |
1.5208 |
1.5231 |
1.5335 |
|
|
| 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% |
0.0113 |
0.7% |
81% |
False |
False |
106,686 |
| 10 |
1.5718 |
1.5164 |
0.0554 |
3.6% |
0.0129 |
0.8% |
36% |
False |
False |
107,996 |
| 20 |
1.5817 |
1.5164 |
0.0653 |
4.2% |
0.0118 |
0.8% |
31% |
False |
False |
99,134 |
| 40 |
1.5817 |
1.5164 |
0.0653 |
4.2% |
0.0112 |
0.7% |
31% |
False |
False |
90,685 |
| 60 |
1.5924 |
1.5164 |
0.0760 |
4.9% |
0.0116 |
0.8% |
26% |
False |
False |
89,765 |
| 80 |
1.5924 |
1.5160 |
0.0764 |
5.0% |
0.0123 |
0.8% |
27% |
False |
False |
72,560 |
| 100 |
1.5924 |
1.4842 |
0.1082 |
7.0% |
0.0125 |
0.8% |
48% |
False |
False |
58,075 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0123 |
0.8% |
58% |
False |
False |
48,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5638 |
|
2.618 |
1.5548 |
|
1.618 |
1.5493 |
|
1.000 |
1.5459 |
|
0.618 |
1.5438 |
|
HIGH |
1.5404 |
|
0.618 |
1.5383 |
|
0.500 |
1.5377 |
|
0.382 |
1.5370 |
|
LOW |
1.5349 |
|
0.618 |
1.5315 |
|
1.000 |
1.5294 |
|
1.618 |
1.5260 |
|
2.618 |
1.5205 |
|
4.250 |
1.5115 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5377 |
1.5339 |
| PP |
1.5373 |
1.5314 |
| S1 |
1.5369 |
1.5288 |
|