CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5578 |
1.5601 |
0.0023 |
0.1% |
1.5574 |
| High |
1.5669 |
1.5620 |
-0.0049 |
-0.3% |
1.5651 |
| Low |
1.5578 |
1.5562 |
-0.0016 |
-0.1% |
1.5466 |
| Close |
1.5601 |
1.5587 |
-0.0014 |
-0.1% |
1.5496 |
| Range |
0.0091 |
0.0058 |
-0.0033 |
-36.3% |
0.0185 |
| ATR |
0.0092 |
0.0089 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
52 |
17 |
-35 |
-67.3% |
190 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5764 |
1.5733 |
1.5619 |
|
| R3 |
1.5706 |
1.5675 |
1.5603 |
|
| R2 |
1.5648 |
1.5648 |
1.5598 |
|
| R1 |
1.5617 |
1.5617 |
1.5592 |
1.5604 |
| PP |
1.5590 |
1.5590 |
1.5590 |
1.5583 |
| S1 |
1.5559 |
1.5559 |
1.5582 |
1.5546 |
| S2 |
1.5532 |
1.5532 |
1.5576 |
|
| S3 |
1.5474 |
1.5501 |
1.5571 |
|
| S4 |
1.5416 |
1.5443 |
1.5555 |
|
|
| 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% |
0.0065 |
0.4% |
60% |
False |
False |
43 |
| 10 |
1.5669 |
1.5466 |
0.0203 |
1.3% |
0.0074 |
0.5% |
60% |
False |
False |
36 |
| 20 |
1.5669 |
1.5325 |
0.0344 |
2.2% |
0.0092 |
0.6% |
76% |
False |
False |
45 |
| 40 |
1.5892 |
1.5187 |
0.0705 |
4.5% |
0.0094 |
0.6% |
57% |
False |
False |
36 |
| 60 |
1.5892 |
1.5147 |
0.0745 |
4.8% |
0.0079 |
0.5% |
59% |
False |
False |
25 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0065 |
0.4% |
76% |
False |
False |
20 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0054 |
0.3% |
76% |
False |
False |
16 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0046 |
0.3% |
76% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5867 |
|
2.618 |
1.5772 |
|
1.618 |
1.5714 |
|
1.000 |
1.5678 |
|
0.618 |
1.5656 |
|
HIGH |
1.5620 |
|
0.618 |
1.5598 |
|
0.500 |
1.5591 |
|
0.382 |
1.5584 |
|
LOW |
1.5562 |
|
0.618 |
1.5526 |
|
1.000 |
1.5504 |
|
1.618 |
1.5468 |
|
2.618 |
1.5410 |
|
4.250 |
1.5316 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5591 |
1.5604 |
| PP |
1.5590 |
1.5598 |
| S1 |
1.5588 |
1.5593 |
|