CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5606 |
1.5643 |
0.0037 |
0.2% |
1.5482 |
| High |
1.5642 |
1.5673 |
0.0031 |
0.2% |
1.5644 |
| Low |
1.5586 |
1.5573 |
-0.0013 |
-0.1% |
1.5449 |
| Close |
1.5642 |
1.5575 |
-0.0067 |
-0.4% |
1.5642 |
| Range |
0.0056 |
0.0100 |
0.0044 |
78.6% |
0.0195 |
| ATR |
0.0089 |
0.0089 |
0.0001 |
0.9% |
0.0000 |
| Volume |
42 |
100 |
58 |
138.1% |
695 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5907 |
1.5841 |
1.5630 |
|
| R3 |
1.5807 |
1.5741 |
1.5603 |
|
| R2 |
1.5707 |
1.5707 |
1.5593 |
|
| R1 |
1.5641 |
1.5641 |
1.5584 |
1.5624 |
| PP |
1.5607 |
1.5607 |
1.5607 |
1.5599 |
| S1 |
1.5541 |
1.5541 |
1.5566 |
1.5524 |
| S2 |
1.5507 |
1.5507 |
1.5557 |
|
| S3 |
1.5407 |
1.5441 |
1.5548 |
|
| S4 |
1.5307 |
1.5341 |
1.5520 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6163 |
1.6098 |
1.5749 |
|
| R3 |
1.5968 |
1.5903 |
1.5696 |
|
| R2 |
1.5773 |
1.5773 |
1.5678 |
|
| R1 |
1.5708 |
1.5708 |
1.5660 |
1.5741 |
| PP |
1.5578 |
1.5578 |
1.5578 |
1.5595 |
| S1 |
1.5513 |
1.5513 |
1.5624 |
1.5546 |
| S2 |
1.5383 |
1.5383 |
1.5606 |
|
| S3 |
1.5188 |
1.5318 |
1.5588 |
|
| S4 |
1.4993 |
1.5123 |
1.5535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5673 |
1.5530 |
0.0143 |
0.9% |
0.0074 |
0.5% |
31% |
True |
False |
95 |
| 10 |
1.5673 |
1.5416 |
0.0257 |
1.7% |
0.0092 |
0.6% |
62% |
True |
False |
152 |
| 20 |
1.5673 |
1.5416 |
0.0257 |
1.7% |
0.0084 |
0.5% |
62% |
True |
False |
93 |
| 40 |
1.5890 |
1.5325 |
0.0565 |
3.6% |
0.0091 |
0.6% |
44% |
False |
False |
69 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0088 |
0.6% |
56% |
False |
False |
50 |
| 80 |
1.5892 |
1.5066 |
0.0826 |
5.3% |
0.0078 |
0.5% |
62% |
False |
False |
38 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0063 |
0.4% |
75% |
False |
False |
32 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0055 |
0.4% |
75% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6098 |
|
2.618 |
1.5935 |
|
1.618 |
1.5835 |
|
1.000 |
1.5773 |
|
0.618 |
1.5735 |
|
HIGH |
1.5673 |
|
0.618 |
1.5635 |
|
0.500 |
1.5623 |
|
0.382 |
1.5611 |
|
LOW |
1.5573 |
|
0.618 |
1.5511 |
|
1.000 |
1.5473 |
|
1.618 |
1.5411 |
|
2.618 |
1.5311 |
|
4.250 |
1.5148 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5623 |
1.5620 |
| PP |
1.5607 |
1.5605 |
| S1 |
1.5591 |
1.5590 |
|