CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5604 |
1.5497 |
-0.0107 |
-0.7% |
1.5574 |
| High |
1.5651 |
1.5503 |
-0.0148 |
-0.9% |
1.5651 |
| Low |
1.5497 |
1.5466 |
-0.0031 |
-0.2% |
1.5466 |
| Close |
1.5498 |
1.5496 |
-0.0002 |
0.0% |
1.5496 |
| Range |
0.0154 |
0.0037 |
-0.0117 |
-76.0% |
0.0185 |
| ATR |
0.0099 |
0.0095 |
-0.0004 |
-4.5% |
0.0000 |
| Volume |
37 |
64 |
27 |
73.0% |
190 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5599 |
1.5585 |
1.5516 |
|
| R3 |
1.5562 |
1.5548 |
1.5506 |
|
| R2 |
1.5525 |
1.5525 |
1.5503 |
|
| R1 |
1.5511 |
1.5511 |
1.5499 |
1.5500 |
| PP |
1.5488 |
1.5488 |
1.5488 |
1.5483 |
| S1 |
1.5474 |
1.5474 |
1.5493 |
1.5463 |
| S2 |
1.5451 |
1.5451 |
1.5489 |
|
| S3 |
1.5414 |
1.5437 |
1.5486 |
|
| S4 |
1.5377 |
1.5400 |
1.5476 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6093 |
1.5979 |
1.5598 |
|
| R3 |
1.5908 |
1.5794 |
1.5547 |
|
| R2 |
1.5723 |
1.5723 |
1.5530 |
|
| R1 |
1.5609 |
1.5609 |
1.5513 |
1.5574 |
| PP |
1.5538 |
1.5538 |
1.5538 |
1.5520 |
| S1 |
1.5424 |
1.5424 |
1.5479 |
1.5389 |
| S2 |
1.5353 |
1.5353 |
1.5462 |
|
| S3 |
1.5168 |
1.5239 |
1.5445 |
|
| S4 |
1.4983 |
1.5054 |
1.5394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5651 |
1.5466 |
0.0185 |
1.2% |
0.0069 |
0.4% |
16% |
False |
True |
38 |
| 10 |
1.5651 |
1.5441 |
0.0210 |
1.4% |
0.0088 |
0.6% |
26% |
False |
False |
52 |
| 20 |
1.5767 |
1.5325 |
0.0442 |
2.9% |
0.0093 |
0.6% |
39% |
False |
False |
48 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0095 |
0.6% |
44% |
False |
False |
32 |
| 60 |
1.5892 |
1.5103 |
0.0789 |
5.1% |
0.0078 |
0.5% |
50% |
False |
False |
22 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0062 |
0.4% |
69% |
False |
False |
18 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0051 |
0.3% |
69% |
False |
False |
15 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0044 |
0.3% |
69% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5660 |
|
2.618 |
1.5600 |
|
1.618 |
1.5563 |
|
1.000 |
1.5540 |
|
0.618 |
1.5526 |
|
HIGH |
1.5503 |
|
0.618 |
1.5489 |
|
0.500 |
1.5485 |
|
0.382 |
1.5480 |
|
LOW |
1.5466 |
|
0.618 |
1.5443 |
|
1.000 |
1.5429 |
|
1.618 |
1.5406 |
|
2.618 |
1.5369 |
|
4.250 |
1.5309 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5492 |
1.5559 |
| PP |
1.5488 |
1.5538 |
| S1 |
1.5485 |
1.5517 |
|