CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5562 |
1.5578 |
0.0016 |
0.1% |
1.5574 |
| High |
1.5598 |
1.5669 |
0.0071 |
0.5% |
1.5651 |
| Low |
1.5538 |
1.5578 |
0.0040 |
0.3% |
1.5466 |
| Close |
1.5582 |
1.5601 |
0.0019 |
0.1% |
1.5496 |
| Range |
0.0060 |
0.0091 |
0.0031 |
51.7% |
0.0185 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0000 |
| Volume |
44 |
52 |
8 |
18.2% |
190 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5889 |
1.5836 |
1.5651 |
|
| R3 |
1.5798 |
1.5745 |
1.5626 |
|
| R2 |
1.5707 |
1.5707 |
1.5618 |
|
| R1 |
1.5654 |
1.5654 |
1.5609 |
1.5681 |
| PP |
1.5616 |
1.5616 |
1.5616 |
1.5629 |
| S1 |
1.5563 |
1.5563 |
1.5593 |
1.5590 |
| S2 |
1.5525 |
1.5525 |
1.5584 |
|
| S3 |
1.5434 |
1.5472 |
1.5576 |
|
| S4 |
1.5343 |
1.5381 |
1.5551 |
|
|
| 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 |
1.5669 |
1.5466 |
0.0203 |
1.3% |
0.0085 |
0.5% |
67% |
True |
False |
47 |
| 10 |
1.5669 |
1.5466 |
0.0203 |
1.3% |
0.0076 |
0.5% |
67% |
True |
False |
52 |
| 20 |
1.5700 |
1.5325 |
0.0375 |
2.4% |
0.0096 |
0.6% |
74% |
False |
False |
45 |
| 40 |
1.5892 |
1.5187 |
0.0705 |
4.5% |
0.0094 |
0.6% |
59% |
False |
False |
35 |
| 60 |
1.5892 |
1.5147 |
0.0745 |
4.8% |
0.0078 |
0.5% |
61% |
False |
False |
24 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0065 |
0.4% |
77% |
False |
False |
20 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0053 |
0.3% |
77% |
False |
False |
16 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0045 |
0.3% |
77% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6056 |
|
2.618 |
1.5907 |
|
1.618 |
1.5816 |
|
1.000 |
1.5760 |
|
0.618 |
1.5725 |
|
HIGH |
1.5669 |
|
0.618 |
1.5634 |
|
0.500 |
1.5624 |
|
0.382 |
1.5613 |
|
LOW |
1.5578 |
|
0.618 |
1.5522 |
|
1.000 |
1.5487 |
|
1.618 |
1.5431 |
|
2.618 |
1.5340 |
|
4.250 |
1.5191 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5624 |
1.5595 |
| PP |
1.5616 |
1.5588 |
| S1 |
1.5609 |
1.5582 |
|