CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5581 |
1.5429 |
-0.0152 |
-1.0% |
1.5702 |
| High |
1.5585 |
1.5429 |
-0.0156 |
-1.0% |
1.5767 |
| Low |
1.5401 |
1.5325 |
-0.0076 |
-0.5% |
1.5562 |
| Close |
1.5427 |
1.5338 |
-0.0089 |
-0.6% |
1.5583 |
| Range |
0.0184 |
0.0104 |
-0.0080 |
-43.5% |
0.0205 |
| ATR |
0.0099 |
0.0100 |
0.0000 |
0.3% |
0.0000 |
| Volume |
43 |
67 |
24 |
55.8% |
250 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5676 |
1.5611 |
1.5395 |
|
| R3 |
1.5572 |
1.5507 |
1.5367 |
|
| R2 |
1.5468 |
1.5468 |
1.5357 |
|
| R1 |
1.5403 |
1.5403 |
1.5348 |
1.5384 |
| PP |
1.5364 |
1.5364 |
1.5364 |
1.5354 |
| S1 |
1.5299 |
1.5299 |
1.5328 |
1.5280 |
| S2 |
1.5260 |
1.5260 |
1.5319 |
|
| S3 |
1.5156 |
1.5195 |
1.5309 |
|
| S4 |
1.5052 |
1.5091 |
1.5281 |
|
|
| 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 |
1.5700 |
1.5325 |
0.0375 |
2.4% |
0.0111 |
0.7% |
3% |
False |
True |
42 |
| 10 |
1.5777 |
1.5325 |
0.0452 |
2.9% |
0.0094 |
0.6% |
3% |
False |
True |
46 |
| 20 |
1.5892 |
1.5325 |
0.0567 |
3.7% |
0.0100 |
0.7% |
2% |
False |
True |
35 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0075 |
0.5% |
22% |
False |
False |
19 |
| 60 |
1.5892 |
1.4754 |
0.1138 |
7.4% |
0.0063 |
0.4% |
51% |
False |
False |
15 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0048 |
0.3% |
56% |
False |
False |
12 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0041 |
0.3% |
56% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5871 |
|
2.618 |
1.5701 |
|
1.618 |
1.5597 |
|
1.000 |
1.5533 |
|
0.618 |
1.5493 |
|
HIGH |
1.5429 |
|
0.618 |
1.5389 |
|
0.500 |
1.5377 |
|
0.382 |
1.5365 |
|
LOW |
1.5325 |
|
0.618 |
1.5261 |
|
1.000 |
1.5221 |
|
1.618 |
1.5157 |
|
2.618 |
1.5053 |
|
4.250 |
1.4883 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5377 |
1.5473 |
| PP |
1.5364 |
1.5428 |
| S1 |
1.5351 |
1.5383 |
|