CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5522 |
1.5613 |
0.0091 |
0.6% |
1.5500 |
| High |
1.5626 |
1.5613 |
-0.0013 |
-0.1% |
1.5669 |
| Low |
1.5522 |
1.5456 |
-0.0066 |
-0.4% |
1.5494 |
| Close |
1.5584 |
1.5505 |
-0.0079 |
-0.5% |
1.5602 |
| Range |
0.0104 |
0.0157 |
0.0053 |
51.0% |
0.0175 |
| ATR |
0.0087 |
0.0092 |
0.0005 |
5.7% |
0.0000 |
| Volume |
559 |
46 |
-513 |
-91.8% |
161 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5996 |
1.5907 |
1.5591 |
|
| R3 |
1.5839 |
1.5750 |
1.5548 |
|
| R2 |
1.5682 |
1.5682 |
1.5534 |
|
| R1 |
1.5593 |
1.5593 |
1.5519 |
1.5559 |
| PP |
1.5525 |
1.5525 |
1.5525 |
1.5508 |
| S1 |
1.5436 |
1.5436 |
1.5491 |
1.5402 |
| S2 |
1.5368 |
1.5368 |
1.5476 |
|
| S3 |
1.5211 |
1.5279 |
1.5462 |
|
| S4 |
1.5054 |
1.5122 |
1.5419 |
|
|
| 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 |
1.5655 |
1.5456 |
0.0199 |
1.3% |
0.0098 |
0.6% |
25% |
False |
True |
131 |
| 10 |
1.5669 |
1.5456 |
0.0213 |
1.4% |
0.0082 |
0.5% |
23% |
False |
True |
87 |
| 20 |
1.5669 |
1.5352 |
0.0317 |
2.0% |
0.0092 |
0.6% |
48% |
False |
False |
67 |
| 40 |
1.5892 |
1.5325 |
0.0567 |
3.7% |
0.0093 |
0.6% |
32% |
False |
False |
51 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0080 |
0.5% |
46% |
False |
False |
35 |
| 80 |
1.5892 |
1.4754 |
0.1138 |
7.3% |
0.0071 |
0.5% |
66% |
False |
False |
28 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0057 |
0.4% |
69% |
False |
False |
23 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0050 |
0.3% |
69% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6280 |
|
2.618 |
1.6024 |
|
1.618 |
1.5867 |
|
1.000 |
1.5770 |
|
0.618 |
1.5710 |
|
HIGH |
1.5613 |
|
0.618 |
1.5553 |
|
0.500 |
1.5535 |
|
0.382 |
1.5516 |
|
LOW |
1.5456 |
|
0.618 |
1.5359 |
|
1.000 |
1.5299 |
|
1.618 |
1.5202 |
|
2.618 |
1.5045 |
|
4.250 |
1.4789 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5535 |
1.5541 |
| PP |
1.5525 |
1.5529 |
| S1 |
1.5515 |
1.5517 |
|