CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5613 |
1.5499 |
-0.0114 |
-0.7% |
1.5616 |
| High |
1.5613 |
1.5502 |
-0.0111 |
-0.7% |
1.5626 |
| Low |
1.5456 |
1.5416 |
-0.0040 |
-0.3% |
1.5416 |
| Close |
1.5505 |
1.5484 |
-0.0021 |
-0.1% |
1.5484 |
| Range |
0.0157 |
0.0086 |
-0.0071 |
-45.2% |
0.0210 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
46 |
105 |
59 |
128.3% |
754 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5725 |
1.5691 |
1.5531 |
|
| R3 |
1.5639 |
1.5605 |
1.5508 |
|
| R2 |
1.5553 |
1.5553 |
1.5500 |
|
| R1 |
1.5519 |
1.5519 |
1.5492 |
1.5493 |
| PP |
1.5467 |
1.5467 |
1.5467 |
1.5455 |
| S1 |
1.5433 |
1.5433 |
1.5476 |
1.5407 |
| S2 |
1.5381 |
1.5381 |
1.5468 |
|
| S3 |
1.5295 |
1.5347 |
1.5460 |
|
| S4 |
1.5209 |
1.5261 |
1.5437 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6139 |
1.6021 |
1.5600 |
|
| R3 |
1.5929 |
1.5811 |
1.5542 |
|
| R2 |
1.5719 |
1.5719 |
1.5523 |
|
| R1 |
1.5601 |
1.5601 |
1.5503 |
1.5555 |
| PP |
1.5509 |
1.5509 |
1.5509 |
1.5486 |
| S1 |
1.5391 |
1.5391 |
1.5465 |
1.5345 |
| S2 |
1.5299 |
1.5299 |
1.5446 |
|
| S3 |
1.5089 |
1.5181 |
1.5426 |
|
| S4 |
1.4879 |
1.4971 |
1.5369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5626 |
1.5416 |
0.0210 |
1.4% |
0.0093 |
0.6% |
32% |
False |
True |
150 |
| 10 |
1.5669 |
1.5416 |
0.0253 |
1.6% |
0.0086 |
0.6% |
27% |
False |
True |
91 |
| 20 |
1.5669 |
1.5416 |
0.0253 |
1.6% |
0.0087 |
0.6% |
27% |
False |
True |
71 |
| 40 |
1.5892 |
1.5325 |
0.0567 |
3.7% |
0.0093 |
0.6% |
28% |
False |
False |
53 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0081 |
0.5% |
43% |
False |
False |
37 |
| 80 |
1.5892 |
1.4882 |
0.1010 |
6.5% |
0.0071 |
0.5% |
60% |
False |
False |
30 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0058 |
0.4% |
68% |
False |
False |
24 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0051 |
0.3% |
68% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5868 |
|
2.618 |
1.5727 |
|
1.618 |
1.5641 |
|
1.000 |
1.5588 |
|
0.618 |
1.5555 |
|
HIGH |
1.5502 |
|
0.618 |
1.5469 |
|
0.500 |
1.5459 |
|
0.382 |
1.5449 |
|
LOW |
1.5416 |
|
0.618 |
1.5363 |
|
1.000 |
1.5330 |
|
1.618 |
1.5277 |
|
2.618 |
1.5191 |
|
4.250 |
1.5051 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5476 |
1.5521 |
| PP |
1.5467 |
1.5509 |
| S1 |
1.5459 |
1.5496 |
|