CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5462 |
1.5628 |
0.0166 |
1.1% |
1.5590 |
| High |
1.5615 |
1.5650 |
0.0035 |
0.2% |
1.5620 |
| Low |
1.5441 |
1.5560 |
0.0119 |
0.8% |
1.5325 |
| Close |
1.5615 |
1.5613 |
-0.0002 |
0.0% |
1.5488 |
| Range |
0.0174 |
0.0090 |
-0.0084 |
-48.3% |
0.0295 |
| ATR |
0.0108 |
0.0106 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
53 |
36 |
-17 |
-32.1% |
173 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5878 |
1.5835 |
1.5663 |
|
| R3 |
1.5788 |
1.5745 |
1.5638 |
|
| R2 |
1.5698 |
1.5698 |
1.5630 |
|
| R1 |
1.5655 |
1.5655 |
1.5621 |
1.5632 |
| PP |
1.5608 |
1.5608 |
1.5608 |
1.5596 |
| S1 |
1.5565 |
1.5565 |
1.5605 |
1.5542 |
| S2 |
1.5518 |
1.5518 |
1.5597 |
|
| S3 |
1.5428 |
1.5475 |
1.5588 |
|
| S4 |
1.5338 |
1.5385 |
1.5564 |
|
|
| 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 |
1.5650 |
1.5340 |
0.0310 |
2.0% |
0.0119 |
0.8% |
88% |
True |
False |
33 |
| 10 |
1.5700 |
1.5325 |
0.0375 |
2.4% |
0.0115 |
0.7% |
77% |
False |
False |
37 |
| 20 |
1.5892 |
1.5325 |
0.0567 |
3.6% |
0.0101 |
0.6% |
51% |
False |
False |
37 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0085 |
0.5% |
61% |
False |
False |
23 |
| 60 |
1.5892 |
1.4904 |
0.0988 |
6.3% |
0.0072 |
0.5% |
72% |
False |
False |
17 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0055 |
0.4% |
78% |
False |
False |
14 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0047 |
0.3% |
78% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6033 |
|
2.618 |
1.5886 |
|
1.618 |
1.5796 |
|
1.000 |
1.5740 |
|
0.618 |
1.5706 |
|
HIGH |
1.5650 |
|
0.618 |
1.5616 |
|
0.500 |
1.5605 |
|
0.382 |
1.5594 |
|
LOW |
1.5560 |
|
0.618 |
1.5504 |
|
1.000 |
1.5470 |
|
1.618 |
1.5414 |
|
2.618 |
1.5324 |
|
4.250 |
1.5178 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5610 |
1.5591 |
| PP |
1.5608 |
1.5568 |
| S1 |
1.5605 |
1.5546 |
|