CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5622 |
1.5617 |
-0.0005 |
0.0% |
1.5495 |
| High |
1.5625 |
1.5647 |
0.0022 |
0.1% |
1.5650 |
| Low |
1.5544 |
1.5545 |
0.0001 |
0.0% |
1.5441 |
| Close |
1.5589 |
1.5596 |
0.0007 |
0.0% |
1.5596 |
| Range |
0.0081 |
0.0102 |
0.0021 |
25.9% |
0.0209 |
| ATR |
0.0105 |
0.0104 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
183 |
17 |
-166 |
-90.7% |
330 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5902 |
1.5851 |
1.5652 |
|
| R3 |
1.5800 |
1.5749 |
1.5624 |
|
| R2 |
1.5698 |
1.5698 |
1.5615 |
|
| R1 |
1.5647 |
1.5647 |
1.5605 |
1.5622 |
| PP |
1.5596 |
1.5596 |
1.5596 |
1.5583 |
| S1 |
1.5545 |
1.5545 |
1.5587 |
1.5520 |
| S2 |
1.5494 |
1.5494 |
1.5577 |
|
| S3 |
1.5392 |
1.5443 |
1.5568 |
|
| S4 |
1.5290 |
1.5341 |
1.5540 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6189 |
1.6102 |
1.5711 |
|
| R3 |
1.5980 |
1.5893 |
1.5653 |
|
| R2 |
1.5771 |
1.5771 |
1.5634 |
|
| R1 |
1.5684 |
1.5684 |
1.5615 |
1.5728 |
| PP |
1.5562 |
1.5562 |
1.5562 |
1.5584 |
| S1 |
1.5475 |
1.5475 |
1.5577 |
1.5519 |
| S2 |
1.5353 |
1.5353 |
1.5558 |
|
| S3 |
1.5144 |
1.5266 |
1.5539 |
|
| S4 |
1.4935 |
1.5057 |
1.5481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5650 |
1.5441 |
0.0209 |
1.3% |
0.0108 |
0.7% |
74% |
False |
False |
66 |
| 10 |
1.5650 |
1.5325 |
0.0325 |
2.1% |
0.0115 |
0.7% |
83% |
False |
False |
50 |
| 20 |
1.5890 |
1.5325 |
0.0565 |
3.6% |
0.0098 |
0.6% |
48% |
False |
False |
44 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0089 |
0.6% |
58% |
False |
False |
28 |
| 60 |
1.5892 |
1.5035 |
0.0857 |
5.5% |
0.0075 |
0.5% |
65% |
False |
False |
20 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0057 |
0.4% |
77% |
False |
False |
16 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0049 |
0.3% |
77% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6081 |
|
2.618 |
1.5914 |
|
1.618 |
1.5812 |
|
1.000 |
1.5749 |
|
0.618 |
1.5710 |
|
HIGH |
1.5647 |
|
0.618 |
1.5608 |
|
0.500 |
1.5596 |
|
0.382 |
1.5584 |
|
LOW |
1.5545 |
|
0.618 |
1.5482 |
|
1.000 |
1.5443 |
|
1.618 |
1.5380 |
|
2.618 |
1.5278 |
|
4.250 |
1.5112 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5596 |
1.5597 |
| PP |
1.5596 |
1.5597 |
| S1 |
1.5596 |
1.5596 |
|