CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5616 |
1.5556 |
-0.0060 |
-0.4% |
1.5500 |
| High |
1.5625 |
1.5606 |
-0.0019 |
-0.1% |
1.5669 |
| Low |
1.5558 |
1.5555 |
-0.0003 |
0.0% |
1.5494 |
| Close |
1.5569 |
1.5555 |
-0.0014 |
-0.1% |
1.5602 |
| Range |
0.0067 |
0.0051 |
-0.0016 |
-23.9% |
0.0175 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
23 |
21 |
-2 |
-8.7% |
161 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5725 |
1.5691 |
1.5583 |
|
| R3 |
1.5674 |
1.5640 |
1.5569 |
|
| R2 |
1.5623 |
1.5623 |
1.5564 |
|
| R1 |
1.5589 |
1.5589 |
1.5560 |
1.5581 |
| PP |
1.5572 |
1.5572 |
1.5572 |
1.5568 |
| S1 |
1.5538 |
1.5538 |
1.5550 |
1.5530 |
| S2 |
1.5521 |
1.5521 |
1.5546 |
|
| S3 |
1.5470 |
1.5487 |
1.5541 |
|
| S4 |
1.5419 |
1.5436 |
1.5527 |
|
|
| 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 |
1.5546 |
0.0123 |
0.8% |
0.0075 |
0.5% |
7% |
False |
False |
24 |
| 10 |
1.5669 |
1.5466 |
0.0203 |
1.3% |
0.0078 |
0.5% |
44% |
False |
False |
32 |
| 20 |
1.5669 |
1.5325 |
0.0344 |
2.2% |
0.0087 |
0.6% |
67% |
False |
False |
41 |
| 40 |
1.5892 |
1.5300 |
0.0592 |
3.8% |
0.0092 |
0.6% |
43% |
False |
False |
36 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0078 |
0.5% |
53% |
False |
False |
25 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0068 |
0.4% |
73% |
False |
False |
21 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0055 |
0.4% |
73% |
False |
False |
17 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0048 |
0.3% |
73% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5823 |
|
2.618 |
1.5740 |
|
1.618 |
1.5689 |
|
1.000 |
1.5657 |
|
0.618 |
1.5638 |
|
HIGH |
1.5606 |
|
0.618 |
1.5587 |
|
0.500 |
1.5581 |
|
0.382 |
1.5574 |
|
LOW |
1.5555 |
|
0.618 |
1.5523 |
|
1.000 |
1.5504 |
|
1.618 |
1.5472 |
|
2.618 |
1.5421 |
|
4.250 |
1.5338 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5581 |
1.5601 |
| PP |
1.5572 |
1.5585 |
| S1 |
1.5564 |
1.5570 |
|