CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5497 |
1.5500 |
0.0003 |
0.0% |
1.5574 |
| High |
1.5503 |
1.5575 |
0.0072 |
0.5% |
1.5651 |
| Low |
1.5466 |
1.5494 |
0.0028 |
0.2% |
1.5466 |
| Close |
1.5496 |
1.5542 |
0.0046 |
0.3% |
1.5496 |
| Range |
0.0037 |
0.0081 |
0.0044 |
118.9% |
0.0185 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
64 |
40 |
-24 |
-37.5% |
190 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5780 |
1.5742 |
1.5587 |
|
| R3 |
1.5699 |
1.5661 |
1.5564 |
|
| R2 |
1.5618 |
1.5618 |
1.5557 |
|
| R1 |
1.5580 |
1.5580 |
1.5549 |
1.5599 |
| PP |
1.5537 |
1.5537 |
1.5537 |
1.5547 |
| S1 |
1.5499 |
1.5499 |
1.5535 |
1.5518 |
| S2 |
1.5456 |
1.5456 |
1.5527 |
|
| S3 |
1.5375 |
1.5418 |
1.5520 |
|
| S4 |
1.5294 |
1.5337 |
1.5497 |
|
|
| 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% |
0.0075 |
0.5% |
41% |
False |
False |
40 |
| 10 |
1.5651 |
1.5441 |
0.0210 |
1.4% |
0.0087 |
0.6% |
48% |
False |
False |
51 |
| 20 |
1.5767 |
1.5325 |
0.0442 |
2.8% |
0.0095 |
0.6% |
49% |
False |
False |
49 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0097 |
0.6% |
51% |
False |
False |
33 |
| 60 |
1.5892 |
1.5103 |
0.0789 |
5.1% |
0.0080 |
0.5% |
56% |
False |
False |
23 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0063 |
0.4% |
72% |
False |
False |
19 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0052 |
0.3% |
72% |
False |
False |
15 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0044 |
0.3% |
72% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5919 |
|
2.618 |
1.5787 |
|
1.618 |
1.5706 |
|
1.000 |
1.5656 |
|
0.618 |
1.5625 |
|
HIGH |
1.5575 |
|
0.618 |
1.5544 |
|
0.500 |
1.5535 |
|
0.382 |
1.5525 |
|
LOW |
1.5494 |
|
0.618 |
1.5444 |
|
1.000 |
1.5413 |
|
1.618 |
1.5363 |
|
2.618 |
1.5282 |
|
4.250 |
1.5150 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5540 |
1.5559 |
| PP |
1.5537 |
1.5553 |
| S1 |
1.5535 |
1.5548 |
|