CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5499 |
1.5482 |
-0.0017 |
-0.1% |
1.5616 |
| High |
1.5502 |
1.5594 |
0.0092 |
0.6% |
1.5626 |
| Low |
1.5416 |
1.5449 |
0.0033 |
0.2% |
1.5416 |
| Close |
1.5484 |
1.5594 |
0.0110 |
0.7% |
1.5484 |
| Range |
0.0086 |
0.0145 |
0.0059 |
68.6% |
0.0210 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
4.1% |
0.0000 |
| Volume |
105 |
319 |
214 |
203.8% |
754 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5981 |
1.5932 |
1.5674 |
|
| R3 |
1.5836 |
1.5787 |
1.5634 |
|
| R2 |
1.5691 |
1.5691 |
1.5621 |
|
| R1 |
1.5642 |
1.5642 |
1.5607 |
1.5667 |
| PP |
1.5546 |
1.5546 |
1.5546 |
1.5558 |
| S1 |
1.5497 |
1.5497 |
1.5581 |
1.5522 |
| S2 |
1.5401 |
1.5401 |
1.5567 |
|
| S3 |
1.5256 |
1.5352 |
1.5554 |
|
| S4 |
1.5111 |
1.5207 |
1.5514 |
|
|
| 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 |
1.3% |
0.0109 |
0.7% |
85% |
False |
False |
210 |
| 10 |
1.5669 |
1.5416 |
0.0253 |
1.6% |
0.0093 |
0.6% |
70% |
False |
False |
119 |
| 20 |
1.5669 |
1.5416 |
0.0253 |
1.6% |
0.0090 |
0.6% |
70% |
False |
False |
85 |
| 40 |
1.5892 |
1.5325 |
0.0567 |
3.6% |
0.0094 |
0.6% |
47% |
False |
False |
60 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0084 |
0.5% |
58% |
False |
False |
42 |
| 80 |
1.5892 |
1.4882 |
0.1010 |
6.5% |
0.0073 |
0.5% |
70% |
False |
False |
33 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0059 |
0.4% |
76% |
False |
False |
27 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0052 |
0.3% |
76% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6210 |
|
2.618 |
1.5974 |
|
1.618 |
1.5829 |
|
1.000 |
1.5739 |
|
0.618 |
1.5684 |
|
HIGH |
1.5594 |
|
0.618 |
1.5539 |
|
0.500 |
1.5522 |
|
0.382 |
1.5504 |
|
LOW |
1.5449 |
|
0.618 |
1.5359 |
|
1.000 |
1.5304 |
|
1.618 |
1.5214 |
|
2.618 |
1.5069 |
|
4.250 |
1.4833 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5570 |
1.5568 |
| PP |
1.5546 |
1.5541 |
| S1 |
1.5522 |
1.5515 |
|