CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5549 |
1.5556 |
0.0007 |
0.0% |
1.5495 |
| High |
1.5559 |
1.5623 |
0.0064 |
0.4% |
1.5650 |
| Low |
1.5523 |
1.5556 |
0.0033 |
0.2% |
1.5441 |
| Close |
1.5539 |
1.5584 |
0.0045 |
0.3% |
1.5596 |
| Range |
0.0036 |
0.0067 |
0.0031 |
86.1% |
0.0209 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
45 |
16 |
-29 |
-64.4% |
330 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5789 |
1.5753 |
1.5621 |
|
| R3 |
1.5722 |
1.5686 |
1.5602 |
|
| R2 |
1.5655 |
1.5655 |
1.5596 |
|
| R1 |
1.5619 |
1.5619 |
1.5590 |
1.5637 |
| PP |
1.5588 |
1.5588 |
1.5588 |
1.5597 |
| S1 |
1.5552 |
1.5552 |
1.5578 |
1.5570 |
| S2 |
1.5521 |
1.5521 |
1.5572 |
|
| S3 |
1.5454 |
1.5485 |
1.5566 |
|
| S4 |
1.5387 |
1.5418 |
1.5547 |
|
|
| 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 |
1.5647 |
1.5523 |
0.0124 |
0.8% |
0.0067 |
0.4% |
49% |
False |
False |
57 |
| 10 |
1.5650 |
1.5340 |
0.0310 |
2.0% |
0.0093 |
0.6% |
79% |
False |
False |
45 |
| 20 |
1.5777 |
1.5325 |
0.0452 |
2.9% |
0.0094 |
0.6% |
57% |
False |
False |
45 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0093 |
0.6% |
57% |
False |
False |
30 |
| 60 |
1.5892 |
1.5103 |
0.0789 |
5.1% |
0.0076 |
0.5% |
61% |
False |
False |
21 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0059 |
0.4% |
76% |
False |
False |
17 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0049 |
0.3% |
76% |
False |
False |
14 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0042 |
0.3% |
76% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5908 |
|
2.618 |
1.5798 |
|
1.618 |
1.5731 |
|
1.000 |
1.5690 |
|
0.618 |
1.5664 |
|
HIGH |
1.5623 |
|
0.618 |
1.5597 |
|
0.500 |
1.5590 |
|
0.382 |
1.5582 |
|
LOW |
1.5556 |
|
0.618 |
1.5515 |
|
1.000 |
1.5489 |
|
1.618 |
1.5448 |
|
2.618 |
1.5381 |
|
4.250 |
1.5271 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5590 |
1.5580 |
| PP |
1.5588 |
1.5577 |
| S1 |
1.5586 |
1.5573 |
|