CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5628 |
1.5622 |
-0.0006 |
0.0% |
1.5590 |
| High |
1.5650 |
1.5625 |
-0.0025 |
-0.2% |
1.5620 |
| Low |
1.5560 |
1.5544 |
-0.0016 |
-0.1% |
1.5325 |
| Close |
1.5613 |
1.5589 |
-0.0024 |
-0.2% |
1.5488 |
| Range |
0.0090 |
0.0081 |
-0.0009 |
-10.0% |
0.0295 |
| ATR |
0.0106 |
0.0105 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
36 |
183 |
147 |
408.3% |
173 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5829 |
1.5790 |
1.5634 |
|
| R3 |
1.5748 |
1.5709 |
1.5611 |
|
| R2 |
1.5667 |
1.5667 |
1.5604 |
|
| R1 |
1.5628 |
1.5628 |
1.5596 |
1.5607 |
| PP |
1.5586 |
1.5586 |
1.5586 |
1.5576 |
| S1 |
1.5547 |
1.5547 |
1.5582 |
1.5526 |
| S2 |
1.5505 |
1.5505 |
1.5574 |
|
| S3 |
1.5424 |
1.5466 |
1.5567 |
|
| S4 |
1.5343 |
1.5385 |
1.5544 |
|
|
| 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 |
1.5352 |
0.0298 |
1.9% |
0.0124 |
0.8% |
80% |
False |
False |
66 |
| 10 |
1.5650 |
1.5325 |
0.0325 |
2.1% |
0.0111 |
0.7% |
81% |
False |
False |
54 |
| 20 |
1.5892 |
1.5325 |
0.0567 |
3.6% |
0.0097 |
0.6% |
47% |
False |
False |
45 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0087 |
0.6% |
58% |
False |
False |
27 |
| 60 |
1.5892 |
1.5025 |
0.0867 |
5.6% |
0.0073 |
0.5% |
65% |
False |
False |
20 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0056 |
0.4% |
76% |
False |
False |
16 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0048 |
0.3% |
76% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5969 |
|
2.618 |
1.5837 |
|
1.618 |
1.5756 |
|
1.000 |
1.5706 |
|
0.618 |
1.5675 |
|
HIGH |
1.5625 |
|
0.618 |
1.5594 |
|
0.500 |
1.5585 |
|
0.382 |
1.5575 |
|
LOW |
1.5544 |
|
0.618 |
1.5494 |
|
1.000 |
1.5463 |
|
1.618 |
1.5413 |
|
2.618 |
1.5332 |
|
4.250 |
1.5200 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5588 |
1.5575 |
| PP |
1.5586 |
1.5560 |
| S1 |
1.5585 |
1.5546 |
|