CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5345 |
1.5352 |
0.0007 |
0.0% |
1.5590 |
| High |
1.5400 |
1.5534 |
0.0134 |
0.9% |
1.5620 |
| Low |
1.5340 |
1.5352 |
0.0012 |
0.1% |
1.5325 |
| Close |
1.5347 |
1.5488 |
0.0141 |
0.9% |
1.5488 |
| Range |
0.0060 |
0.0182 |
0.0122 |
203.3% |
0.0295 |
| ATR |
0.0097 |
0.0104 |
0.0006 |
6.6% |
0.0000 |
| Volume |
18 |
17 |
-1 |
-5.6% |
173 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6004 |
1.5928 |
1.5588 |
|
| R3 |
1.5822 |
1.5746 |
1.5538 |
|
| R2 |
1.5640 |
1.5640 |
1.5521 |
|
| R1 |
1.5564 |
1.5564 |
1.5505 |
1.5602 |
| PP |
1.5458 |
1.5458 |
1.5458 |
1.5477 |
| S1 |
1.5382 |
1.5382 |
1.5471 |
1.5420 |
| S2 |
1.5276 |
1.5276 |
1.5455 |
|
| S3 |
1.5094 |
1.5200 |
1.5438 |
|
| S4 |
1.4912 |
1.5018 |
1.5388 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6363 |
1.6220 |
1.5650 |
|
| R3 |
1.6068 |
1.5925 |
1.5569 |
|
| R2 |
1.5773 |
1.5773 |
1.5542 |
|
| R1 |
1.5630 |
1.5630 |
1.5515 |
1.5554 |
| PP |
1.5478 |
1.5478 |
1.5478 |
1.5440 |
| S1 |
1.5335 |
1.5335 |
1.5461 |
1.5259 |
| S2 |
1.5183 |
1.5183 |
1.5434 |
|
| S3 |
1.4888 |
1.5040 |
1.5407 |
|
| S4 |
1.4593 |
1.4745 |
1.5326 |
|
|
| 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% |
0.0123 |
0.8% |
55% |
False |
False |
34 |
| 10 |
1.5767 |
1.5325 |
0.0442 |
2.9% |
0.0098 |
0.6% |
37% |
False |
False |
45 |
| 20 |
1.5892 |
1.5325 |
0.0567 |
3.7% |
0.0099 |
0.6% |
29% |
False |
False |
34 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0078 |
0.5% |
43% |
False |
False |
20 |
| 60 |
1.5892 |
1.4882 |
0.1010 |
6.5% |
0.0066 |
0.4% |
60% |
False |
False |
16 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0051 |
0.3% |
68% |
False |
False |
12 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0043 |
0.3% |
68% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6308 |
|
2.618 |
1.6010 |
|
1.618 |
1.5828 |
|
1.000 |
1.5716 |
|
0.618 |
1.5646 |
|
HIGH |
1.5534 |
|
0.618 |
1.5464 |
|
0.500 |
1.5443 |
|
0.382 |
1.5422 |
|
LOW |
1.5352 |
|
0.618 |
1.5240 |
|
1.000 |
1.5170 |
|
1.618 |
1.5058 |
|
2.618 |
1.4876 |
|
4.250 |
1.4579 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5473 |
1.5469 |
| PP |
1.5458 |
1.5449 |
| S1 |
1.5443 |
1.5430 |
|