CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5337 |
1.5294 |
-0.0043 |
-0.3% |
1.5679 |
| High |
1.5398 |
1.5317 |
-0.0081 |
-0.5% |
1.5805 |
| Low |
1.5292 |
1.5256 |
-0.0036 |
-0.2% |
1.5327 |
| Close |
1.5299 |
1.5293 |
-0.0006 |
0.0% |
1.5382 |
| Range |
0.0106 |
0.0061 |
-0.0045 |
-42.5% |
0.0478 |
| ATR |
0.0109 |
0.0105 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
1,160 |
2,004 |
844 |
72.8% |
4,173 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5472 |
1.5443 |
1.5327 |
|
| R3 |
1.5411 |
1.5382 |
1.5310 |
|
| R2 |
1.5350 |
1.5350 |
1.5304 |
|
| R1 |
1.5321 |
1.5321 |
1.5299 |
1.5305 |
| PP |
1.5289 |
1.5289 |
1.5289 |
1.5281 |
| S1 |
1.5260 |
1.5260 |
1.5287 |
1.5244 |
| S2 |
1.5228 |
1.5228 |
1.5282 |
|
| S3 |
1.5167 |
1.5199 |
1.5276 |
|
| S4 |
1.5106 |
1.5138 |
1.5259 |
|
|
| 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 |
1.5498 |
1.5256 |
0.0242 |
1.6% |
0.0101 |
0.7% |
15% |
False |
True |
1,209 |
| 10 |
1.5805 |
1.5256 |
0.0549 |
3.6% |
0.0121 |
0.8% |
7% |
False |
True |
907 |
| 20 |
1.5805 |
1.5256 |
0.0549 |
3.6% |
0.0109 |
0.7% |
7% |
False |
True |
539 |
| 40 |
1.5805 |
1.5256 |
0.0549 |
3.6% |
0.0098 |
0.6% |
7% |
False |
True |
302 |
| 60 |
1.5892 |
1.5256 |
0.0636 |
4.2% |
0.0099 |
0.6% |
6% |
False |
True |
213 |
| 80 |
1.5892 |
1.5179 |
0.0713 |
4.7% |
0.0087 |
0.6% |
16% |
False |
False |
161 |
| 100 |
1.5892 |
1.4754 |
0.1138 |
7.4% |
0.0077 |
0.5% |
47% |
False |
False |
130 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0065 |
0.4% |
53% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5576 |
|
2.618 |
1.5477 |
|
1.618 |
1.5416 |
|
1.000 |
1.5378 |
|
0.618 |
1.5355 |
|
HIGH |
1.5317 |
|
0.618 |
1.5294 |
|
0.500 |
1.5287 |
|
0.382 |
1.5279 |
|
LOW |
1.5256 |
|
0.618 |
1.5218 |
|
1.000 |
1.5195 |
|
1.618 |
1.5157 |
|
2.618 |
1.5096 |
|
4.250 |
1.4997 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5291 |
1.5342 |
| PP |
1.5289 |
1.5325 |
| S1 |
1.5287 |
1.5309 |
|