CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5692 |
1.5682 |
-0.0010 |
-0.1% |
1.5643 |
| High |
1.5692 |
1.5712 |
0.0020 |
0.1% |
1.5712 |
| Low |
1.5597 |
1.5650 |
0.0053 |
0.3% |
1.5556 |
| Close |
1.5667 |
1.5688 |
0.0021 |
0.1% |
1.5688 |
| Range |
0.0095 |
0.0062 |
-0.0033 |
-34.7% |
0.0156 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
318 |
281 |
-37 |
-11.6% |
1,478 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5869 |
1.5841 |
1.5722 |
|
| R3 |
1.5807 |
1.5779 |
1.5705 |
|
| R2 |
1.5745 |
1.5745 |
1.5699 |
|
| R1 |
1.5717 |
1.5717 |
1.5694 |
1.5731 |
| PP |
1.5683 |
1.5683 |
1.5683 |
1.5691 |
| S1 |
1.5655 |
1.5655 |
1.5682 |
1.5669 |
| S2 |
1.5621 |
1.5621 |
1.5677 |
|
| S3 |
1.5559 |
1.5593 |
1.5671 |
|
| S4 |
1.5497 |
1.5531 |
1.5654 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6120 |
1.6060 |
1.5774 |
|
| R3 |
1.5964 |
1.5904 |
1.5731 |
|
| R2 |
1.5808 |
1.5808 |
1.5717 |
|
| R1 |
1.5748 |
1.5748 |
1.5702 |
1.5778 |
| PP |
1.5652 |
1.5652 |
1.5652 |
1.5667 |
| S1 |
1.5592 |
1.5592 |
1.5674 |
1.5622 |
| S2 |
1.5496 |
1.5496 |
1.5659 |
|
| S3 |
1.5340 |
1.5436 |
1.5645 |
|
| S4 |
1.5184 |
1.5280 |
1.5602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5712 |
1.5556 |
0.0156 |
1.0% |
0.0093 |
0.6% |
85% |
True |
False |
295 |
| 10 |
1.5712 |
1.5449 |
0.0263 |
1.7% |
0.0088 |
0.6% |
91% |
True |
False |
217 |
| 20 |
1.5712 |
1.5416 |
0.0296 |
1.9% |
0.0087 |
0.6% |
92% |
True |
False |
154 |
| 40 |
1.5767 |
1.5325 |
0.0442 |
2.8% |
0.0090 |
0.6% |
82% |
False |
False |
101 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0092 |
0.6% |
71% |
False |
False |
73 |
| 80 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0081 |
0.5% |
74% |
False |
False |
55 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0067 |
0.4% |
84% |
False |
False |
45 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0057 |
0.4% |
84% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5976 |
|
2.618 |
1.5874 |
|
1.618 |
1.5812 |
|
1.000 |
1.5774 |
|
0.618 |
1.5750 |
|
HIGH |
1.5712 |
|
0.618 |
1.5688 |
|
0.500 |
1.5681 |
|
0.382 |
1.5674 |
|
LOW |
1.5650 |
|
0.618 |
1.5612 |
|
1.000 |
1.5588 |
|
1.618 |
1.5550 |
|
2.618 |
1.5488 |
|
4.250 |
1.5387 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5686 |
1.5677 |
| PP |
1.5683 |
1.5666 |
| S1 |
1.5681 |
1.5655 |
|