CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5469 |
1.5406 |
-0.0063 |
-0.4% |
1.5679 |
| High |
1.5498 |
1.5432 |
-0.0066 |
-0.4% |
1.5805 |
| Low |
1.5362 |
1.5327 |
-0.0035 |
-0.2% |
1.5327 |
| Close |
1.5415 |
1.5382 |
-0.0033 |
-0.2% |
1.5382 |
| Range |
0.0136 |
0.0105 |
-0.0031 |
-22.8% |
0.0478 |
| ATR |
0.0111 |
0.0110 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
730 |
1,018 |
288 |
39.5% |
4,173 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5695 |
1.5644 |
1.5440 |
|
| R3 |
1.5590 |
1.5539 |
1.5411 |
|
| R2 |
1.5485 |
1.5485 |
1.5401 |
|
| R1 |
1.5434 |
1.5434 |
1.5392 |
1.5407 |
| PP |
1.5380 |
1.5380 |
1.5380 |
1.5367 |
| S1 |
1.5329 |
1.5329 |
1.5372 |
1.5302 |
| S2 |
1.5275 |
1.5275 |
1.5363 |
|
| S3 |
1.5170 |
1.5224 |
1.5353 |
|
| S4 |
1.5065 |
1.5119 |
1.5324 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6939 |
1.6638 |
1.5645 |
|
| R3 |
1.6461 |
1.6160 |
1.5513 |
|
| R2 |
1.5983 |
1.5983 |
1.5470 |
|
| R1 |
1.5682 |
1.5682 |
1.5426 |
1.5594 |
| PP |
1.5505 |
1.5505 |
1.5505 |
1.5460 |
| S1 |
1.5204 |
1.5204 |
1.5338 |
1.5116 |
| S2 |
1.5027 |
1.5027 |
1.5294 |
|
| S3 |
1.4549 |
1.4726 |
1.5251 |
|
| S4 |
1.4071 |
1.4248 |
1.5119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5805 |
1.5327 |
0.0478 |
3.1% |
0.0158 |
1.0% |
12% |
False |
True |
834 |
| 10 |
1.5805 |
1.5327 |
0.0478 |
3.1% |
0.0125 |
0.8% |
12% |
False |
True |
565 |
| 20 |
1.5805 |
1.5327 |
0.0478 |
3.1% |
0.0107 |
0.7% |
12% |
False |
True |
355 |
| 40 |
1.5805 |
1.5325 |
0.0480 |
3.1% |
0.0101 |
0.7% |
12% |
False |
False |
198 |
| 60 |
1.5892 |
1.5187 |
0.0705 |
4.6% |
0.0099 |
0.6% |
28% |
False |
False |
142 |
| 80 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0086 |
0.6% |
28% |
False |
False |
107 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0075 |
0.5% |
60% |
False |
False |
87 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0063 |
0.4% |
60% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5878 |
|
2.618 |
1.5707 |
|
1.618 |
1.5602 |
|
1.000 |
1.5537 |
|
0.618 |
1.5497 |
|
HIGH |
1.5432 |
|
0.618 |
1.5392 |
|
0.500 |
1.5380 |
|
0.382 |
1.5367 |
|
LOW |
1.5327 |
|
0.618 |
1.5262 |
|
1.000 |
1.5222 |
|
1.618 |
1.5157 |
|
2.618 |
1.5052 |
|
4.250 |
1.4881 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5381 |
1.5518 |
| PP |
1.5380 |
1.5472 |
| S1 |
1.5380 |
1.5427 |
|