CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5570 |
1.5659 |
0.0089 |
0.6% |
1.5482 |
| High |
1.5708 |
1.5685 |
-0.0023 |
-0.1% |
1.5644 |
| Low |
1.5556 |
1.5631 |
0.0075 |
0.5% |
1.5449 |
| Close |
1.5654 |
1.5681 |
0.0027 |
0.2% |
1.5642 |
| Range |
0.0152 |
0.0054 |
-0.0098 |
-64.5% |
0.0195 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
417 |
362 |
-55 |
-13.2% |
695 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5828 |
1.5808 |
1.5711 |
|
| R3 |
1.5774 |
1.5754 |
1.5696 |
|
| R2 |
1.5720 |
1.5720 |
1.5691 |
|
| R1 |
1.5700 |
1.5700 |
1.5686 |
1.5710 |
| PP |
1.5666 |
1.5666 |
1.5666 |
1.5671 |
| S1 |
1.5646 |
1.5646 |
1.5676 |
1.5656 |
| S2 |
1.5612 |
1.5612 |
1.5671 |
|
| S3 |
1.5558 |
1.5592 |
1.5666 |
|
| S4 |
1.5504 |
1.5538 |
1.5651 |
|
|
| 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 |
1.5708 |
1.5556 |
0.0152 |
1.0% |
0.0082 |
0.5% |
82% |
False |
False |
222 |
| 10 |
1.5708 |
1.5416 |
0.0292 |
1.9% |
0.0097 |
0.6% |
91% |
False |
False |
172 |
| 20 |
1.5708 |
1.5416 |
0.0292 |
1.9% |
0.0089 |
0.6% |
91% |
False |
False |
129 |
| 40 |
1.5777 |
1.5325 |
0.0452 |
2.9% |
0.0091 |
0.6% |
79% |
False |
False |
87 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0092 |
0.6% |
70% |
False |
False |
63 |
| 80 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0079 |
0.5% |
73% |
False |
False |
48 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0065 |
0.4% |
83% |
False |
False |
40 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0056 |
0.4% |
83% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5915 |
|
2.618 |
1.5826 |
|
1.618 |
1.5772 |
|
1.000 |
1.5739 |
|
0.618 |
1.5718 |
|
HIGH |
1.5685 |
|
0.618 |
1.5664 |
|
0.500 |
1.5658 |
|
0.382 |
1.5652 |
|
LOW |
1.5631 |
|
0.618 |
1.5598 |
|
1.000 |
1.5577 |
|
1.618 |
1.5544 |
|
2.618 |
1.5490 |
|
4.250 |
1.5402 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5673 |
1.5665 |
| PP |
1.5666 |
1.5648 |
| S1 |
1.5658 |
1.5632 |
|