CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5590 |
1.5581 |
-0.0009 |
-0.1% |
1.5702 |
| High |
1.5620 |
1.5585 |
-0.0035 |
-0.2% |
1.5767 |
| Low |
1.5537 |
1.5401 |
-0.0136 |
-0.9% |
1.5562 |
| Close |
1.5587 |
1.5427 |
-0.0160 |
-1.0% |
1.5583 |
| Range |
0.0083 |
0.0184 |
0.0101 |
121.7% |
0.0205 |
| ATR |
0.0093 |
0.0099 |
0.0007 |
7.2% |
0.0000 |
| Volume |
28 |
43 |
15 |
53.6% |
250 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6023 |
1.5909 |
1.5528 |
|
| R3 |
1.5839 |
1.5725 |
1.5478 |
|
| R2 |
1.5655 |
1.5655 |
1.5461 |
|
| R1 |
1.5541 |
1.5541 |
1.5444 |
1.5506 |
| PP |
1.5471 |
1.5471 |
1.5471 |
1.5454 |
| S1 |
1.5357 |
1.5357 |
1.5410 |
1.5322 |
| S2 |
1.5287 |
1.5287 |
1.5393 |
|
| S3 |
1.5103 |
1.5173 |
1.5376 |
|
| S4 |
1.4919 |
1.4989 |
1.5326 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6252 |
1.6123 |
1.5696 |
|
| R3 |
1.6047 |
1.5918 |
1.5639 |
|
| R2 |
1.5842 |
1.5842 |
1.5621 |
|
| R1 |
1.5713 |
1.5713 |
1.5602 |
1.5675 |
| PP |
1.5637 |
1.5637 |
1.5637 |
1.5619 |
| S1 |
1.5508 |
1.5508 |
1.5564 |
1.5470 |
| S2 |
1.5432 |
1.5432 |
1.5545 |
|
| S3 |
1.5227 |
1.5303 |
1.5527 |
|
| S4 |
1.5022 |
1.5098 |
1.5470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5737 |
1.5401 |
0.0336 |
2.2% |
0.0097 |
0.6% |
8% |
False |
True |
55 |
| 10 |
1.5791 |
1.5401 |
0.0390 |
2.5% |
0.0093 |
0.6% |
7% |
False |
True |
41 |
| 20 |
1.5892 |
1.5300 |
0.0592 |
3.8% |
0.0097 |
0.6% |
21% |
False |
False |
32 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0074 |
0.5% |
35% |
False |
False |
17 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0062 |
0.4% |
63% |
False |
False |
14 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0046 |
0.3% |
63% |
False |
False |
11 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0040 |
0.3% |
63% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6367 |
|
2.618 |
1.6067 |
|
1.618 |
1.5883 |
|
1.000 |
1.5769 |
|
0.618 |
1.5699 |
|
HIGH |
1.5585 |
|
0.618 |
1.5515 |
|
0.500 |
1.5493 |
|
0.382 |
1.5471 |
|
LOW |
1.5401 |
|
0.618 |
1.5287 |
|
1.000 |
1.5217 |
|
1.618 |
1.5103 |
|
2.618 |
1.4919 |
|
4.250 |
1.4619 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5493 |
1.5511 |
| PP |
1.5471 |
1.5483 |
| S1 |
1.5449 |
1.5455 |
|