CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5294 |
1.5299 |
0.0005 |
0.0% |
1.5679 |
| High |
1.5317 |
1.5306 |
-0.0011 |
-0.1% |
1.5805 |
| Low |
1.5256 |
1.5212 |
-0.0044 |
-0.3% |
1.5327 |
| Close |
1.5293 |
1.5249 |
-0.0044 |
-0.3% |
1.5382 |
| Range |
0.0061 |
0.0094 |
0.0033 |
54.1% |
0.0478 |
| ATR |
0.0105 |
0.0105 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
2,004 |
8,805 |
6,801 |
339.4% |
4,173 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5538 |
1.5487 |
1.5301 |
|
| R3 |
1.5444 |
1.5393 |
1.5275 |
|
| R2 |
1.5350 |
1.5350 |
1.5266 |
|
| R1 |
1.5299 |
1.5299 |
1.5258 |
1.5278 |
| PP |
1.5256 |
1.5256 |
1.5256 |
1.5245 |
| S1 |
1.5205 |
1.5205 |
1.5240 |
1.5184 |
| S2 |
1.5162 |
1.5162 |
1.5232 |
|
| S3 |
1.5068 |
1.5111 |
1.5223 |
|
| S4 |
1.4974 |
1.5017 |
1.5197 |
|
|
| 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 |
1.5432 |
1.5212 |
0.0220 |
1.4% |
0.0092 |
0.6% |
17% |
False |
True |
2,824 |
| 10 |
1.5805 |
1.5212 |
0.0593 |
3.9% |
0.0121 |
0.8% |
6% |
False |
True |
1,755 |
| 20 |
1.5805 |
1.5212 |
0.0593 |
3.9% |
0.0106 |
0.7% |
6% |
False |
True |
977 |
| 40 |
1.5805 |
1.5212 |
0.0593 |
3.9% |
0.0099 |
0.6% |
6% |
False |
True |
522 |
| 60 |
1.5892 |
1.5212 |
0.0680 |
4.5% |
0.0097 |
0.6% |
5% |
False |
True |
360 |
| 80 |
1.5892 |
1.5179 |
0.0713 |
4.7% |
0.0087 |
0.6% |
10% |
False |
False |
271 |
| 100 |
1.5892 |
1.4754 |
0.1138 |
7.5% |
0.0078 |
0.5% |
43% |
False |
False |
218 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0065 |
0.4% |
49% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5706 |
|
2.618 |
1.5552 |
|
1.618 |
1.5458 |
|
1.000 |
1.5400 |
|
0.618 |
1.5364 |
|
HIGH |
1.5306 |
|
0.618 |
1.5270 |
|
0.500 |
1.5259 |
|
0.382 |
1.5248 |
|
LOW |
1.5212 |
|
0.618 |
1.5154 |
|
1.000 |
1.5118 |
|
1.618 |
1.5060 |
|
2.618 |
1.4966 |
|
4.250 |
1.4813 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5259 |
1.5305 |
| PP |
1.5256 |
1.5286 |
| S1 |
1.5252 |
1.5268 |
|