CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5682 |
1.5679 |
-0.0003 |
0.0% |
1.5643 |
| High |
1.5712 |
1.5788 |
0.0076 |
0.5% |
1.5712 |
| Low |
1.5650 |
1.5635 |
-0.0015 |
-0.1% |
1.5556 |
| Close |
1.5688 |
1.5766 |
0.0078 |
0.5% |
1.5688 |
| Range |
0.0062 |
0.0153 |
0.0091 |
146.8% |
0.0156 |
| ATR |
0.0089 |
0.0094 |
0.0005 |
5.1% |
0.0000 |
| Volume |
281 |
234 |
-47 |
-16.7% |
1,478 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6189 |
1.6130 |
1.5850 |
|
| R3 |
1.6036 |
1.5977 |
1.5808 |
|
| R2 |
1.5883 |
1.5883 |
1.5794 |
|
| R1 |
1.5824 |
1.5824 |
1.5780 |
1.5854 |
| PP |
1.5730 |
1.5730 |
1.5730 |
1.5744 |
| S1 |
1.5671 |
1.5671 |
1.5752 |
1.5701 |
| S2 |
1.5577 |
1.5577 |
1.5738 |
|
| S3 |
1.5424 |
1.5518 |
1.5724 |
|
| S4 |
1.5271 |
1.5365 |
1.5682 |
|
|
| 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 |
1.5788 |
1.5556 |
0.0232 |
1.5% |
0.0103 |
0.7% |
91% |
True |
False |
322 |
| 10 |
1.5788 |
1.5530 |
0.0258 |
1.6% |
0.0089 |
0.6% |
91% |
True |
False |
208 |
| 20 |
1.5788 |
1.5416 |
0.0372 |
2.4% |
0.0091 |
0.6% |
94% |
True |
False |
164 |
| 40 |
1.5788 |
1.5325 |
0.0463 |
2.9% |
0.0093 |
0.6% |
95% |
True |
False |
106 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0095 |
0.6% |
82% |
False |
False |
77 |
| 80 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0082 |
0.5% |
84% |
False |
False |
58 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.0% |
0.0068 |
0.4% |
90% |
False |
False |
48 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.0% |
0.0059 |
0.4% |
90% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6438 |
|
2.618 |
1.6189 |
|
1.618 |
1.6036 |
|
1.000 |
1.5941 |
|
0.618 |
1.5883 |
|
HIGH |
1.5788 |
|
0.618 |
1.5730 |
|
0.500 |
1.5712 |
|
0.382 |
1.5693 |
|
LOW |
1.5635 |
|
0.618 |
1.5540 |
|
1.000 |
1.5482 |
|
1.618 |
1.5387 |
|
2.618 |
1.5234 |
|
4.250 |
1.4985 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5748 |
1.5742 |
| PP |
1.5730 |
1.5717 |
| S1 |
1.5712 |
1.5693 |
|