CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5352 |
1.5495 |
0.0143 |
0.9% |
1.5590 |
| High |
1.5534 |
1.5558 |
0.0024 |
0.2% |
1.5620 |
| Low |
1.5352 |
1.5467 |
0.0115 |
0.7% |
1.5325 |
| Close |
1.5488 |
1.5467 |
-0.0021 |
-0.1% |
1.5488 |
| Range |
0.0182 |
0.0091 |
-0.0091 |
-50.0% |
0.0295 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
17 |
41 |
24 |
141.2% |
173 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5770 |
1.5710 |
1.5517 |
|
| R3 |
1.5679 |
1.5619 |
1.5492 |
|
| R2 |
1.5588 |
1.5588 |
1.5484 |
|
| R1 |
1.5528 |
1.5528 |
1.5475 |
1.5513 |
| PP |
1.5497 |
1.5497 |
1.5497 |
1.5490 |
| S1 |
1.5437 |
1.5437 |
1.5459 |
1.5422 |
| S2 |
1.5406 |
1.5406 |
1.5450 |
|
| S3 |
1.5315 |
1.5346 |
1.5442 |
|
| S4 |
1.5224 |
1.5255 |
1.5417 |
|
|
| 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 |
1.5585 |
1.5325 |
0.0260 |
1.7% |
0.0124 |
0.8% |
55% |
False |
False |
37 |
| 10 |
1.5767 |
1.5325 |
0.0442 |
2.9% |
0.0102 |
0.7% |
32% |
False |
False |
46 |
| 20 |
1.5892 |
1.5325 |
0.0567 |
3.7% |
0.0098 |
0.6% |
25% |
False |
False |
36 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0080 |
0.5% |
40% |
False |
False |
21 |
| 60 |
1.5892 |
1.4882 |
0.1010 |
6.5% |
0.0067 |
0.4% |
58% |
False |
False |
16 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0052 |
0.3% |
66% |
False |
False |
13 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0044 |
0.3% |
66% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5945 |
|
2.618 |
1.5796 |
|
1.618 |
1.5705 |
|
1.000 |
1.5649 |
|
0.618 |
1.5614 |
|
HIGH |
1.5558 |
|
0.618 |
1.5523 |
|
0.500 |
1.5513 |
|
0.382 |
1.5502 |
|
LOW |
1.5467 |
|
0.618 |
1.5411 |
|
1.000 |
1.5376 |
|
1.618 |
1.5320 |
|
2.618 |
1.5229 |
|
4.250 |
1.5080 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5513 |
1.5461 |
| PP |
1.5497 |
1.5455 |
| S1 |
1.5482 |
1.5449 |
|