CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5579 |
1.5568 |
-0.0011 |
-0.1% |
1.5616 |
| High |
1.5600 |
1.5644 |
0.0044 |
0.3% |
1.5626 |
| Low |
1.5546 |
1.5530 |
-0.0016 |
-0.1% |
1.5416 |
| Close |
1.5550 |
1.5603 |
0.0053 |
0.3% |
1.5484 |
| Range |
0.0054 |
0.0114 |
0.0060 |
111.1% |
0.0210 |
| ATR |
0.0093 |
0.0094 |
0.0002 |
1.6% |
0.0000 |
| Volume |
51 |
92 |
41 |
80.4% |
754 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5934 |
1.5883 |
1.5666 |
|
| R3 |
1.5820 |
1.5769 |
1.5634 |
|
| R2 |
1.5706 |
1.5706 |
1.5624 |
|
| R1 |
1.5655 |
1.5655 |
1.5613 |
1.5681 |
| PP |
1.5592 |
1.5592 |
1.5592 |
1.5605 |
| S1 |
1.5541 |
1.5541 |
1.5593 |
1.5567 |
| S2 |
1.5478 |
1.5478 |
1.5582 |
|
| S3 |
1.5364 |
1.5427 |
1.5572 |
|
| S4 |
1.5250 |
1.5313 |
1.5540 |
|
|
| 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 |
1.5644 |
1.5416 |
0.0228 |
1.5% |
0.0111 |
0.7% |
82% |
True |
False |
122 |
| 10 |
1.5655 |
1.5416 |
0.0239 |
1.5% |
0.0095 |
0.6% |
78% |
False |
False |
124 |
| 20 |
1.5669 |
1.5416 |
0.0253 |
1.6% |
0.0085 |
0.5% |
74% |
False |
False |
88 |
| 40 |
1.5892 |
1.5325 |
0.0567 |
3.6% |
0.0093 |
0.6% |
49% |
False |
False |
62 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0085 |
0.5% |
59% |
False |
False |
44 |
| 80 |
1.5892 |
1.4904 |
0.0988 |
6.3% |
0.0075 |
0.5% |
71% |
False |
False |
35 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0061 |
0.4% |
77% |
False |
False |
29 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0053 |
0.3% |
77% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6129 |
|
2.618 |
1.5942 |
|
1.618 |
1.5828 |
|
1.000 |
1.5758 |
|
0.618 |
1.5714 |
|
HIGH |
1.5644 |
|
0.618 |
1.5600 |
|
0.500 |
1.5587 |
|
0.382 |
1.5574 |
|
LOW |
1.5530 |
|
0.618 |
1.5460 |
|
1.000 |
1.5416 |
|
1.618 |
1.5346 |
|
2.618 |
1.5232 |
|
4.250 |
1.5046 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5598 |
1.5584 |
| PP |
1.5592 |
1.5565 |
| S1 |
1.5587 |
1.5547 |
|