CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1.5617 |
1.5574 |
-0.0043 |
-0.3% |
1.5495 |
High |
1.5647 |
1.5594 |
-0.0053 |
-0.3% |
1.5650 |
Low |
1.5545 |
1.5543 |
-0.0002 |
0.0% |
1.5441 |
Close |
1.5596 |
1.5553 |
-0.0043 |
-0.3% |
1.5596 |
Range |
0.0102 |
0.0051 |
-0.0051 |
-50.0% |
0.0209 |
ATR |
0.0104 |
0.0101 |
-0.0004 |
-3.5% |
0.0000 |
Volume |
17 |
28 |
11 |
64.7% |
330 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5716 |
1.5686 |
1.5581 |
|
R3 |
1.5665 |
1.5635 |
1.5567 |
|
R2 |
1.5614 |
1.5614 |
1.5562 |
|
R1 |
1.5584 |
1.5584 |
1.5558 |
1.5574 |
PP |
1.5563 |
1.5563 |
1.5563 |
1.5558 |
S1 |
1.5533 |
1.5533 |
1.5548 |
1.5523 |
S2 |
1.5512 |
1.5512 |
1.5544 |
|
S3 |
1.5461 |
1.5482 |
1.5539 |
|
S4 |
1.5410 |
1.5431 |
1.5525 |
|
|
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% |
0.0100 |
0.6% |
54% |
False |
False |
63 |
10 |
1.5650 |
1.5325 |
0.0325 |
2.1% |
0.0112 |
0.7% |
70% |
False |
False |
50 |
20 |
1.5890 |
1.5325 |
0.0565 |
3.6% |
0.0098 |
0.6% |
40% |
False |
False |
44 |
40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0090 |
0.6% |
52% |
False |
False |
28 |
60 |
1.5892 |
1.5066 |
0.0826 |
5.3% |
0.0076 |
0.5% |
59% |
False |
False |
20 |
80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0058 |
0.4% |
73% |
False |
False |
16 |
100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0049 |
0.3% |
73% |
False |
False |
13 |
120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0041 |
0.3% |
73% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5811 |
2.618 |
1.5728 |
1.618 |
1.5677 |
1.000 |
1.5645 |
0.618 |
1.5626 |
HIGH |
1.5594 |
0.618 |
1.5575 |
0.500 |
1.5569 |
0.382 |
1.5562 |
LOW |
1.5543 |
0.618 |
1.5511 |
1.000 |
1.5492 |
1.618 |
1.5460 |
2.618 |
1.5409 |
4.250 |
1.5326 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5569 |
1.5595 |
PP |
1.5563 |
1.5581 |
S1 |
1.5558 |
1.5567 |
|