CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5406 |
1.5402 |
-0.0004 |
0.0% |
1.5679 |
| High |
1.5432 |
1.5427 |
-0.0005 |
0.0% |
1.5805 |
| Low |
1.5327 |
1.5332 |
0.0005 |
0.0% |
1.5327 |
| Close |
1.5382 |
1.5341 |
-0.0041 |
-0.3% |
1.5382 |
| Range |
0.0105 |
0.0095 |
-0.0010 |
-9.5% |
0.0478 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,018 |
1,136 |
118 |
11.6% |
4,173 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5652 |
1.5591 |
1.5393 |
|
| R3 |
1.5557 |
1.5496 |
1.5367 |
|
| R2 |
1.5462 |
1.5462 |
1.5358 |
|
| R1 |
1.5401 |
1.5401 |
1.5350 |
1.5384 |
| PP |
1.5367 |
1.5367 |
1.5367 |
1.5358 |
| S1 |
1.5306 |
1.5306 |
1.5332 |
1.5289 |
| S2 |
1.5272 |
1.5272 |
1.5324 |
|
| S3 |
1.5177 |
1.5211 |
1.5315 |
|
| S4 |
1.5082 |
1.5116 |
1.5289 |
|
|
| 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% |
0.0147 |
1.0% |
3% |
False |
False |
1,015 |
| 10 |
1.5805 |
1.5327 |
0.0478 |
3.1% |
0.0125 |
0.8% |
3% |
False |
False |
668 |
| 20 |
1.5805 |
1.5327 |
0.0478 |
3.1% |
0.0108 |
0.7% |
3% |
False |
False |
410 |
| 40 |
1.5805 |
1.5325 |
0.0480 |
3.1% |
0.0101 |
0.7% |
3% |
False |
False |
226 |
| 60 |
1.5892 |
1.5187 |
0.0705 |
4.6% |
0.0099 |
0.6% |
22% |
False |
False |
161 |
| 80 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0087 |
0.6% |
23% |
False |
False |
121 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0076 |
0.5% |
57% |
False |
False |
98 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0063 |
0.4% |
57% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5831 |
|
2.618 |
1.5676 |
|
1.618 |
1.5581 |
|
1.000 |
1.5522 |
|
0.618 |
1.5486 |
|
HIGH |
1.5427 |
|
0.618 |
1.5391 |
|
0.500 |
1.5380 |
|
0.382 |
1.5368 |
|
LOW |
1.5332 |
|
0.618 |
1.5273 |
|
1.000 |
1.5237 |
|
1.618 |
1.5178 |
|
2.618 |
1.5083 |
|
4.250 |
1.4928 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5380 |
1.5413 |
| PP |
1.5367 |
1.5389 |
| S1 |
1.5354 |
1.5365 |
|