CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5574 |
1.5549 |
-0.0025 |
-0.2% |
1.5495 |
| High |
1.5594 |
1.5559 |
-0.0035 |
-0.2% |
1.5650 |
| Low |
1.5543 |
1.5523 |
-0.0020 |
-0.1% |
1.5441 |
| Close |
1.5553 |
1.5539 |
-0.0014 |
-0.1% |
1.5596 |
| Range |
0.0051 |
0.0036 |
-0.0015 |
-29.4% |
0.0209 |
| ATR |
0.0101 |
0.0096 |
-0.0005 |
-4.6% |
0.0000 |
| Volume |
28 |
45 |
17 |
60.7% |
330 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5648 |
1.5630 |
1.5559 |
|
| R3 |
1.5612 |
1.5594 |
1.5549 |
|
| R2 |
1.5576 |
1.5576 |
1.5546 |
|
| R1 |
1.5558 |
1.5558 |
1.5542 |
1.5549 |
| PP |
1.5540 |
1.5540 |
1.5540 |
1.5536 |
| S1 |
1.5522 |
1.5522 |
1.5536 |
1.5513 |
| S2 |
1.5504 |
1.5504 |
1.5532 |
|
| S3 |
1.5468 |
1.5486 |
1.5529 |
|
| S4 |
1.5432 |
1.5450 |
1.5519 |
|
|
| 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 |
1.5523 |
0.0127 |
0.8% |
0.0072 |
0.5% |
13% |
False |
True |
61 |
| 10 |
1.5650 |
1.5325 |
0.0325 |
2.1% |
0.0097 |
0.6% |
66% |
False |
False |
50 |
| 20 |
1.5791 |
1.5325 |
0.0466 |
3.0% |
0.0095 |
0.6% |
46% |
False |
False |
45 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0091 |
0.6% |
50% |
False |
False |
29 |
| 60 |
1.5892 |
1.5103 |
0.0789 |
5.1% |
0.0075 |
0.5% |
55% |
False |
False |
21 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0058 |
0.4% |
72% |
False |
False |
17 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0049 |
0.3% |
72% |
False |
False |
14 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0041 |
0.3% |
72% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5712 |
|
2.618 |
1.5653 |
|
1.618 |
1.5617 |
|
1.000 |
1.5595 |
|
0.618 |
1.5581 |
|
HIGH |
1.5559 |
|
0.618 |
1.5545 |
|
0.500 |
1.5541 |
|
0.382 |
1.5537 |
|
LOW |
1.5523 |
|
0.618 |
1.5501 |
|
1.000 |
1.5487 |
|
1.618 |
1.5465 |
|
2.618 |
1.5429 |
|
4.250 |
1.5370 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5541 |
1.5585 |
| PP |
1.5540 |
1.5570 |
| S1 |
1.5540 |
1.5554 |
|