CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5500 |
1.5562 |
0.0062 |
0.4% |
1.5574 |
| High |
1.5575 |
1.5598 |
0.0023 |
0.1% |
1.5651 |
| Low |
1.5494 |
1.5538 |
0.0044 |
0.3% |
1.5466 |
| Close |
1.5542 |
1.5582 |
0.0040 |
0.3% |
1.5496 |
| Range |
0.0081 |
0.0060 |
-0.0021 |
-25.9% |
0.0185 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
40 |
44 |
4 |
10.0% |
190 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5753 |
1.5727 |
1.5615 |
|
| R3 |
1.5693 |
1.5667 |
1.5599 |
|
| R2 |
1.5633 |
1.5633 |
1.5593 |
|
| R1 |
1.5607 |
1.5607 |
1.5588 |
1.5620 |
| PP |
1.5573 |
1.5573 |
1.5573 |
1.5579 |
| S1 |
1.5547 |
1.5547 |
1.5577 |
1.5560 |
| S2 |
1.5513 |
1.5513 |
1.5571 |
|
| S3 |
1.5453 |
1.5487 |
1.5566 |
|
| S4 |
1.5393 |
1.5427 |
1.5549 |
|
|
| 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% |
0.0080 |
0.5% |
63% |
False |
False |
40 |
| 10 |
1.5651 |
1.5466 |
0.0185 |
1.2% |
0.0076 |
0.5% |
63% |
False |
False |
51 |
| 20 |
1.5737 |
1.5325 |
0.0412 |
2.6% |
0.0093 |
0.6% |
62% |
False |
False |
49 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0096 |
0.6% |
57% |
False |
False |
34 |
| 60 |
1.5892 |
1.5103 |
0.0789 |
5.1% |
0.0076 |
0.5% |
61% |
False |
False |
24 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0063 |
0.4% |
76% |
False |
False |
19 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0053 |
0.3% |
76% |
False |
False |
16 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0045 |
0.3% |
76% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5853 |
|
2.618 |
1.5755 |
|
1.618 |
1.5695 |
|
1.000 |
1.5658 |
|
0.618 |
1.5635 |
|
HIGH |
1.5598 |
|
0.618 |
1.5575 |
|
0.500 |
1.5568 |
|
0.382 |
1.5561 |
|
LOW |
1.5538 |
|
0.618 |
1.5501 |
|
1.000 |
1.5478 |
|
1.618 |
1.5441 |
|
2.618 |
1.5381 |
|
4.250 |
1.5283 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5577 |
1.5565 |
| PP |
1.5573 |
1.5549 |
| S1 |
1.5568 |
1.5532 |
|