CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5495 |
1.5462 |
-0.0033 |
-0.2% |
1.5590 |
| High |
1.5558 |
1.5615 |
0.0057 |
0.4% |
1.5620 |
| Low |
1.5467 |
1.5441 |
-0.0026 |
-0.2% |
1.5325 |
| Close |
1.5467 |
1.5615 |
0.0148 |
1.0% |
1.5488 |
| Range |
0.0091 |
0.0174 |
0.0083 |
91.2% |
0.0295 |
| ATR |
0.0103 |
0.0108 |
0.0005 |
5.0% |
0.0000 |
| Volume |
41 |
53 |
12 |
29.3% |
173 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6079 |
1.6021 |
1.5711 |
|
| R3 |
1.5905 |
1.5847 |
1.5663 |
|
| R2 |
1.5731 |
1.5731 |
1.5647 |
|
| R1 |
1.5673 |
1.5673 |
1.5631 |
1.5702 |
| PP |
1.5557 |
1.5557 |
1.5557 |
1.5572 |
| S1 |
1.5499 |
1.5499 |
1.5599 |
1.5528 |
| S2 |
1.5383 |
1.5383 |
1.5583 |
|
| S3 |
1.5209 |
1.5325 |
1.5567 |
|
| S4 |
1.5035 |
1.5151 |
1.5519 |
|
|
| 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 |
1.5615 |
1.5325 |
0.0290 |
1.9% |
0.0122 |
0.8% |
100% |
True |
False |
39 |
| 10 |
1.5737 |
1.5325 |
0.0412 |
2.6% |
0.0110 |
0.7% |
70% |
False |
False |
47 |
| 20 |
1.5892 |
1.5325 |
0.0567 |
3.6% |
0.0101 |
0.6% |
51% |
False |
False |
38 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0084 |
0.5% |
61% |
False |
False |
22 |
| 60 |
1.5892 |
1.4882 |
0.1010 |
6.5% |
0.0070 |
0.4% |
73% |
False |
False |
17 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0054 |
0.3% |
78% |
False |
False |
13 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0046 |
0.3% |
78% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6355 |
|
2.618 |
1.6071 |
|
1.618 |
1.5897 |
|
1.000 |
1.5789 |
|
0.618 |
1.5723 |
|
HIGH |
1.5615 |
|
0.618 |
1.5549 |
|
0.500 |
1.5528 |
|
0.382 |
1.5507 |
|
LOW |
1.5441 |
|
0.618 |
1.5333 |
|
1.000 |
1.5267 |
|
1.618 |
1.5159 |
|
2.618 |
1.4985 |
|
4.250 |
1.4702 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5586 |
1.5571 |
| PP |
1.5557 |
1.5527 |
| S1 |
1.5528 |
1.5484 |
|