CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5429 |
1.5345 |
-0.0084 |
-0.5% |
1.5702 |
| High |
1.5429 |
1.5400 |
-0.0029 |
-0.2% |
1.5767 |
| Low |
1.5325 |
1.5340 |
0.0015 |
0.1% |
1.5562 |
| Close |
1.5338 |
1.5347 |
0.0009 |
0.1% |
1.5583 |
| Range |
0.0104 |
0.0060 |
-0.0044 |
-42.3% |
0.0205 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
67 |
18 |
-49 |
-73.1% |
250 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5542 |
1.5505 |
1.5380 |
|
| R3 |
1.5482 |
1.5445 |
1.5364 |
|
| R2 |
1.5422 |
1.5422 |
1.5358 |
|
| R1 |
1.5385 |
1.5385 |
1.5353 |
1.5404 |
| PP |
1.5362 |
1.5362 |
1.5362 |
1.5372 |
| S1 |
1.5325 |
1.5325 |
1.5342 |
1.5344 |
| S2 |
1.5302 |
1.5302 |
1.5336 |
|
| S3 |
1.5242 |
1.5265 |
1.5331 |
|
| S4 |
1.5182 |
1.5205 |
1.5314 |
|
|
| 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 |
1.5620 |
1.5325 |
0.0295 |
1.9% |
0.0098 |
0.6% |
7% |
False |
False |
43 |
| 10 |
1.5767 |
1.5325 |
0.0442 |
2.9% |
0.0088 |
0.6% |
5% |
False |
False |
45 |
| 20 |
1.5892 |
1.5325 |
0.0567 |
3.7% |
0.0093 |
0.6% |
4% |
False |
False |
35 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0074 |
0.5% |
24% |
False |
False |
19 |
| 60 |
1.5892 |
1.4754 |
0.1138 |
7.4% |
0.0064 |
0.4% |
52% |
False |
False |
15 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0048 |
0.3% |
57% |
False |
False |
12 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0042 |
0.3% |
57% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5655 |
|
2.618 |
1.5557 |
|
1.618 |
1.5497 |
|
1.000 |
1.5460 |
|
0.618 |
1.5437 |
|
HIGH |
1.5400 |
|
0.618 |
1.5377 |
|
0.500 |
1.5370 |
|
0.382 |
1.5363 |
|
LOW |
1.5340 |
|
0.618 |
1.5303 |
|
1.000 |
1.5280 |
|
1.618 |
1.5243 |
|
2.618 |
1.5183 |
|
4.250 |
1.5085 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5370 |
1.5455 |
| PP |
1.5362 |
1.5419 |
| S1 |
1.5355 |
1.5383 |
|