CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5394 |
1.5360 |
-0.0034 |
-0.2% |
1.5403 |
| High |
1.5404 |
1.5477 |
0.0073 |
0.5% |
1.5435 |
| Low |
1.5349 |
1.5338 |
-0.0011 |
-0.1% |
1.5164 |
| Close |
1.5365 |
1.5468 |
0.0103 |
0.7% |
1.5184 |
| Range |
0.0055 |
0.0139 |
0.0084 |
152.7% |
0.0271 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
1.2% |
0.0000 |
| Volume |
125,522 |
138,513 |
12,991 |
10.3% |
417,298 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5845 |
1.5795 |
1.5544 |
|
| R3 |
1.5706 |
1.5656 |
1.5506 |
|
| R2 |
1.5567 |
1.5567 |
1.5493 |
|
| R1 |
1.5517 |
1.5517 |
1.5481 |
1.5542 |
| PP |
1.5428 |
1.5428 |
1.5428 |
1.5440 |
| S1 |
1.5378 |
1.5378 |
1.5455 |
1.5403 |
| S2 |
1.5289 |
1.5289 |
1.5443 |
|
| S3 |
1.5150 |
1.5239 |
1.5430 |
|
| S4 |
1.5011 |
1.5100 |
1.5392 |
|
|
| 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 |
1.5477 |
1.5164 |
0.0313 |
2.0% |
0.0129 |
0.8% |
97% |
True |
False |
119,249 |
| 10 |
1.5507 |
1.5164 |
0.0343 |
2.2% |
0.0116 |
0.7% |
89% |
False |
False |
105,969 |
| 20 |
1.5817 |
1.5164 |
0.0653 |
4.2% |
0.0119 |
0.8% |
47% |
False |
False |
100,784 |
| 40 |
1.5817 |
1.5164 |
0.0653 |
4.2% |
0.0113 |
0.7% |
47% |
False |
False |
92,205 |
| 60 |
1.5924 |
1.5164 |
0.0760 |
4.9% |
0.0117 |
0.8% |
40% |
False |
False |
90,824 |
| 80 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0124 |
0.8% |
40% |
False |
False |
74,288 |
| 100 |
1.5924 |
1.4842 |
0.1082 |
7.0% |
0.0125 |
0.8% |
58% |
False |
False |
59,459 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0123 |
0.8% |
66% |
False |
False |
49,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6068 |
|
2.618 |
1.5841 |
|
1.618 |
1.5702 |
|
1.000 |
1.5616 |
|
0.618 |
1.5563 |
|
HIGH |
1.5477 |
|
0.618 |
1.5424 |
|
0.500 |
1.5408 |
|
0.382 |
1.5391 |
|
LOW |
1.5338 |
|
0.618 |
1.5252 |
|
1.000 |
1.5199 |
|
1.618 |
1.5113 |
|
2.618 |
1.4974 |
|
4.250 |
1.4747 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5448 |
1.5420 |
| PP |
1.5428 |
1.5372 |
| S1 |
1.5408 |
1.5325 |
|