CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5684 |
1.5469 |
-0.0215 |
-1.4% |
1.5643 |
| High |
1.5708 |
1.5498 |
-0.0210 |
-1.3% |
1.5712 |
| Low |
1.5443 |
1.5362 |
-0.0081 |
-0.5% |
1.5556 |
| Close |
1.5458 |
1.5415 |
-0.0043 |
-0.3% |
1.5688 |
| Range |
0.0265 |
0.0136 |
-0.0129 |
-48.7% |
0.0156 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
1.8% |
0.0000 |
| Volume |
1,446 |
730 |
-716 |
-49.5% |
1,478 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5833 |
1.5760 |
1.5490 |
|
| R3 |
1.5697 |
1.5624 |
1.5452 |
|
| R2 |
1.5561 |
1.5561 |
1.5440 |
|
| R1 |
1.5488 |
1.5488 |
1.5427 |
1.5457 |
| PP |
1.5425 |
1.5425 |
1.5425 |
1.5409 |
| S1 |
1.5352 |
1.5352 |
1.5403 |
1.5321 |
| S2 |
1.5289 |
1.5289 |
1.5390 |
|
| S3 |
1.5153 |
1.5216 |
1.5378 |
|
| S4 |
1.5017 |
1.5080 |
1.5340 |
|
|
| 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 |
1.5362 |
0.0443 |
2.9% |
0.0150 |
1.0% |
12% |
False |
True |
687 |
| 10 |
1.5805 |
1.5362 |
0.0443 |
2.9% |
0.0121 |
0.8% |
12% |
False |
True |
467 |
| 20 |
1.5805 |
1.5362 |
0.0443 |
2.9% |
0.0107 |
0.7% |
12% |
False |
True |
304 |
| 40 |
1.5805 |
1.5325 |
0.0480 |
3.1% |
0.0100 |
0.6% |
19% |
False |
False |
174 |
| 60 |
1.5892 |
1.5187 |
0.0705 |
4.6% |
0.0098 |
0.6% |
32% |
False |
False |
125 |
| 80 |
1.5892 |
1.5147 |
0.0745 |
4.8% |
0.0086 |
0.6% |
36% |
False |
False |
94 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0074 |
0.5% |
62% |
False |
False |
77 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0063 |
0.4% |
62% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6076 |
|
2.618 |
1.5854 |
|
1.618 |
1.5718 |
|
1.000 |
1.5634 |
|
0.618 |
1.5582 |
|
HIGH |
1.5498 |
|
0.618 |
1.5446 |
|
0.500 |
1.5430 |
|
0.382 |
1.5414 |
|
LOW |
1.5362 |
|
0.618 |
1.5278 |
|
1.000 |
1.5226 |
|
1.618 |
1.5142 |
|
2.618 |
1.5006 |
|
4.250 |
1.4784 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5430 |
1.5584 |
| PP |
1.5425 |
1.5527 |
| S1 |
1.5420 |
1.5471 |
|