CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5659 |
1.5692 |
0.0033 |
0.2% |
1.5482 |
| High |
1.5685 |
1.5692 |
0.0007 |
0.0% |
1.5644 |
| Low |
1.5631 |
1.5597 |
-0.0034 |
-0.2% |
1.5449 |
| Close |
1.5681 |
1.5667 |
-0.0014 |
-0.1% |
1.5642 |
| Range |
0.0054 |
0.0095 |
0.0041 |
75.9% |
0.0195 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.3% |
0.0000 |
| Volume |
362 |
318 |
-44 |
-12.2% |
695 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5937 |
1.5897 |
1.5719 |
|
| R3 |
1.5842 |
1.5802 |
1.5693 |
|
| R2 |
1.5747 |
1.5747 |
1.5684 |
|
| R1 |
1.5707 |
1.5707 |
1.5676 |
1.5680 |
| PP |
1.5652 |
1.5652 |
1.5652 |
1.5638 |
| S1 |
1.5612 |
1.5612 |
1.5658 |
1.5585 |
| S2 |
1.5557 |
1.5557 |
1.5650 |
|
| S3 |
1.5462 |
1.5517 |
1.5641 |
|
| S4 |
1.5367 |
1.5422 |
1.5615 |
|
|
| 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% |
0.0091 |
0.6% |
73% |
False |
False |
247 |
| 10 |
1.5708 |
1.5416 |
0.0292 |
1.9% |
0.0090 |
0.6% |
86% |
False |
False |
199 |
| 20 |
1.5708 |
1.5416 |
0.0292 |
1.9% |
0.0086 |
0.5% |
86% |
False |
False |
143 |
| 40 |
1.5767 |
1.5325 |
0.0442 |
2.8% |
0.0091 |
0.6% |
77% |
False |
False |
94 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0092 |
0.6% |
68% |
False |
False |
68 |
| 80 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0080 |
0.5% |
71% |
False |
False |
52 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0066 |
0.4% |
82% |
False |
False |
43 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0057 |
0.4% |
82% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6096 |
|
2.618 |
1.5941 |
|
1.618 |
1.5846 |
|
1.000 |
1.5787 |
|
0.618 |
1.5751 |
|
HIGH |
1.5692 |
|
0.618 |
1.5656 |
|
0.500 |
1.5645 |
|
0.382 |
1.5633 |
|
LOW |
1.5597 |
|
0.618 |
1.5538 |
|
1.000 |
1.5502 |
|
1.618 |
1.5443 |
|
2.618 |
1.5348 |
|
4.250 |
1.5193 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5660 |
1.5655 |
| PP |
1.5652 |
1.5644 |
| S1 |
1.5645 |
1.5632 |
|