CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5601 |
1.5547 |
-0.0054 |
-0.3% |
1.5500 |
| High |
1.5620 |
1.5655 |
0.0035 |
0.2% |
1.5669 |
| Low |
1.5562 |
1.5546 |
-0.0016 |
-0.1% |
1.5494 |
| Close |
1.5587 |
1.5602 |
0.0015 |
0.1% |
1.5602 |
| Range |
0.0058 |
0.0109 |
0.0051 |
87.9% |
0.0175 |
| ATR |
0.0089 |
0.0091 |
0.0001 |
1.6% |
0.0000 |
| Volume |
17 |
8 |
-9 |
-52.9% |
161 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5928 |
1.5874 |
1.5662 |
|
| R3 |
1.5819 |
1.5765 |
1.5632 |
|
| R2 |
1.5710 |
1.5710 |
1.5622 |
|
| R1 |
1.5656 |
1.5656 |
1.5612 |
1.5683 |
| PP |
1.5601 |
1.5601 |
1.5601 |
1.5615 |
| S1 |
1.5547 |
1.5547 |
1.5592 |
1.5574 |
| S2 |
1.5492 |
1.5492 |
1.5582 |
|
| S3 |
1.5383 |
1.5438 |
1.5572 |
|
| S4 |
1.5274 |
1.5329 |
1.5542 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6113 |
1.6033 |
1.5698 |
|
| R3 |
1.5938 |
1.5858 |
1.5650 |
|
| R2 |
1.5763 |
1.5763 |
1.5634 |
|
| R1 |
1.5683 |
1.5683 |
1.5618 |
1.5723 |
| PP |
1.5588 |
1.5588 |
1.5588 |
1.5609 |
| S1 |
1.5508 |
1.5508 |
1.5586 |
1.5548 |
| S2 |
1.5413 |
1.5413 |
1.5570 |
|
| S3 |
1.5238 |
1.5333 |
1.5554 |
|
| S4 |
1.5063 |
1.5158 |
1.5506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5669 |
1.5494 |
0.0175 |
1.1% |
0.0080 |
0.5% |
62% |
False |
False |
32 |
| 10 |
1.5669 |
1.5466 |
0.0203 |
1.3% |
0.0074 |
0.5% |
67% |
False |
False |
35 |
| 20 |
1.5669 |
1.5325 |
0.0344 |
2.2% |
0.0095 |
0.6% |
81% |
False |
False |
42 |
| 40 |
1.5892 |
1.5187 |
0.0705 |
4.5% |
0.0095 |
0.6% |
59% |
False |
False |
36 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0079 |
0.5% |
59% |
False |
False |
25 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0067 |
0.4% |
77% |
False |
False |
20 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0054 |
0.3% |
77% |
False |
False |
17 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0047 |
0.3% |
77% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6118 |
|
2.618 |
1.5940 |
|
1.618 |
1.5831 |
|
1.000 |
1.5764 |
|
0.618 |
1.5722 |
|
HIGH |
1.5655 |
|
0.618 |
1.5613 |
|
0.500 |
1.5601 |
|
0.382 |
1.5588 |
|
LOW |
1.5546 |
|
0.618 |
1.5479 |
|
1.000 |
1.5437 |
|
1.618 |
1.5370 |
|
2.618 |
1.5261 |
|
4.250 |
1.5083 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5602 |
1.5608 |
| PP |
1.5601 |
1.5606 |
| S1 |
1.5601 |
1.5604 |
|