CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5482 |
1.5579 |
0.0097 |
0.6% |
1.5616 |
| High |
1.5594 |
1.5600 |
0.0006 |
0.0% |
1.5626 |
| Low |
1.5449 |
1.5546 |
0.0097 |
0.6% |
1.5416 |
| Close |
1.5594 |
1.5550 |
-0.0044 |
-0.3% |
1.5484 |
| Range |
0.0145 |
0.0054 |
-0.0091 |
-62.8% |
0.0210 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
319 |
51 |
-268 |
-84.0% |
754 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5727 |
1.5693 |
1.5580 |
|
| R3 |
1.5673 |
1.5639 |
1.5565 |
|
| R2 |
1.5619 |
1.5619 |
1.5560 |
|
| R1 |
1.5585 |
1.5585 |
1.5555 |
1.5575 |
| PP |
1.5565 |
1.5565 |
1.5565 |
1.5561 |
| S1 |
1.5531 |
1.5531 |
1.5545 |
1.5521 |
| S2 |
1.5511 |
1.5511 |
1.5540 |
|
| S3 |
1.5457 |
1.5477 |
1.5535 |
|
| S4 |
1.5403 |
1.5423 |
1.5520 |
|
|
| 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% |
0.0109 |
0.7% |
64% |
False |
False |
216 |
| 10 |
1.5669 |
1.5416 |
0.0253 |
1.6% |
0.0092 |
0.6% |
53% |
False |
False |
120 |
| 20 |
1.5669 |
1.5416 |
0.0253 |
1.6% |
0.0084 |
0.5% |
53% |
False |
False |
85 |
| 40 |
1.5892 |
1.5325 |
0.0567 |
3.6% |
0.0093 |
0.6% |
40% |
False |
False |
61 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0084 |
0.5% |
52% |
False |
False |
43 |
| 80 |
1.5892 |
1.4882 |
0.1010 |
6.5% |
0.0074 |
0.5% |
66% |
False |
False |
34 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0060 |
0.4% |
73% |
False |
False |
28 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0052 |
0.3% |
73% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5830 |
|
2.618 |
1.5741 |
|
1.618 |
1.5687 |
|
1.000 |
1.5654 |
|
0.618 |
1.5633 |
|
HIGH |
1.5600 |
|
0.618 |
1.5579 |
|
0.500 |
1.5573 |
|
0.382 |
1.5567 |
|
LOW |
1.5546 |
|
0.618 |
1.5513 |
|
1.000 |
1.5492 |
|
1.618 |
1.5459 |
|
2.618 |
1.5405 |
|
4.250 |
1.5317 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5573 |
1.5536 |
| PP |
1.5565 |
1.5522 |
| S1 |
1.5558 |
1.5508 |
|