CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5679 |
1.5746 |
0.0067 |
0.4% |
1.5643 |
| High |
1.5788 |
1.5805 |
0.0017 |
0.1% |
1.5712 |
| Low |
1.5635 |
1.5673 |
0.0038 |
0.2% |
1.5556 |
| Close |
1.5766 |
1.5675 |
-0.0091 |
-0.6% |
1.5688 |
| Range |
0.0153 |
0.0132 |
-0.0021 |
-13.7% |
0.0156 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
2.9% |
0.0000 |
| Volume |
234 |
745 |
511 |
218.4% |
1,478 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6114 |
1.6026 |
1.5748 |
|
| R3 |
1.5982 |
1.5894 |
1.5711 |
|
| R2 |
1.5850 |
1.5850 |
1.5699 |
|
| R1 |
1.5762 |
1.5762 |
1.5687 |
1.5740 |
| PP |
1.5718 |
1.5718 |
1.5718 |
1.5707 |
| S1 |
1.5630 |
1.5630 |
1.5663 |
1.5608 |
| S2 |
1.5586 |
1.5586 |
1.5651 |
|
| S3 |
1.5454 |
1.5498 |
1.5639 |
|
| S4 |
1.5322 |
1.5366 |
1.5602 |
|
|
| 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 |
1.5805 |
1.5597 |
0.0208 |
1.3% |
0.0099 |
0.6% |
38% |
True |
False |
388 |
| 10 |
1.5805 |
1.5530 |
0.0275 |
1.8% |
0.0097 |
0.6% |
53% |
True |
False |
278 |
| 20 |
1.5805 |
1.5416 |
0.0389 |
2.5% |
0.0094 |
0.6% |
67% |
True |
False |
199 |
| 40 |
1.5805 |
1.5325 |
0.0480 |
3.1% |
0.0094 |
0.6% |
73% |
True |
False |
124 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0095 |
0.6% |
70% |
False |
False |
89 |
| 80 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0081 |
0.5% |
72% |
False |
False |
67 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0070 |
0.4% |
83% |
False |
False |
55 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0060 |
0.4% |
83% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6366 |
|
2.618 |
1.6151 |
|
1.618 |
1.6019 |
|
1.000 |
1.5937 |
|
0.618 |
1.5887 |
|
HIGH |
1.5805 |
|
0.618 |
1.5755 |
|
0.500 |
1.5739 |
|
0.382 |
1.5723 |
|
LOW |
1.5673 |
|
0.618 |
1.5591 |
|
1.000 |
1.5541 |
|
1.618 |
1.5459 |
|
2.618 |
1.5327 |
|
4.250 |
1.5112 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5739 |
1.5720 |
| PP |
1.5718 |
1.5705 |
| S1 |
1.5696 |
1.5690 |
|