CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5299 |
1.5236 |
-0.0063 |
-0.4% |
1.5402 |
| High |
1.5306 |
1.5276 |
-0.0030 |
-0.2% |
1.5427 |
| Low |
1.5212 |
1.5158 |
-0.0054 |
-0.4% |
1.5158 |
| Close |
1.5249 |
1.5177 |
-0.0072 |
-0.5% |
1.5177 |
| Range |
0.0094 |
0.0118 |
0.0024 |
25.5% |
0.0269 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.9% |
0.0000 |
| Volume |
8,805 |
3,342 |
-5,463 |
-62.0% |
16,447 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5558 |
1.5485 |
1.5242 |
|
| R3 |
1.5440 |
1.5367 |
1.5209 |
|
| R2 |
1.5322 |
1.5322 |
1.5199 |
|
| R1 |
1.5249 |
1.5249 |
1.5188 |
1.5227 |
| PP |
1.5204 |
1.5204 |
1.5204 |
1.5192 |
| S1 |
1.5131 |
1.5131 |
1.5166 |
1.5109 |
| S2 |
1.5086 |
1.5086 |
1.5155 |
|
| S3 |
1.4968 |
1.5013 |
1.5145 |
|
| S4 |
1.4850 |
1.4895 |
1.5112 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6061 |
1.5888 |
1.5325 |
|
| R3 |
1.5792 |
1.5619 |
1.5251 |
|
| R2 |
1.5523 |
1.5523 |
1.5226 |
|
| R1 |
1.5350 |
1.5350 |
1.5202 |
1.5302 |
| PP |
1.5254 |
1.5254 |
1.5254 |
1.5230 |
| S1 |
1.5081 |
1.5081 |
1.5152 |
1.5033 |
| S2 |
1.4985 |
1.4985 |
1.5128 |
|
| S3 |
1.4716 |
1.4812 |
1.5103 |
|
| S4 |
1.4447 |
1.4543 |
1.5029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5427 |
1.5158 |
0.0269 |
1.8% |
0.0095 |
0.6% |
7% |
False |
True |
3,289 |
| 10 |
1.5805 |
1.5158 |
0.0647 |
4.3% |
0.0127 |
0.8% |
3% |
False |
True |
2,062 |
| 20 |
1.5805 |
1.5158 |
0.0647 |
4.3% |
0.0107 |
0.7% |
3% |
False |
True |
1,139 |
| 40 |
1.5805 |
1.5158 |
0.0647 |
4.3% |
0.0097 |
0.6% |
3% |
False |
True |
605 |
| 60 |
1.5892 |
1.5158 |
0.0734 |
4.8% |
0.0098 |
0.6% |
3% |
False |
True |
415 |
| 80 |
1.5892 |
1.5158 |
0.0734 |
4.8% |
0.0088 |
0.6% |
3% |
False |
True |
312 |
| 100 |
1.5892 |
1.4882 |
0.1010 |
6.7% |
0.0078 |
0.5% |
29% |
False |
False |
252 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0066 |
0.4% |
44% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5778 |
|
2.618 |
1.5585 |
|
1.618 |
1.5467 |
|
1.000 |
1.5394 |
|
0.618 |
1.5349 |
|
HIGH |
1.5276 |
|
0.618 |
1.5231 |
|
0.500 |
1.5217 |
|
0.382 |
1.5203 |
|
LOW |
1.5158 |
|
0.618 |
1.5085 |
|
1.000 |
1.5040 |
|
1.618 |
1.4967 |
|
2.618 |
1.4849 |
|
4.250 |
1.4657 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5217 |
1.5238 |
| PP |
1.5204 |
1.5217 |
| S1 |
1.5190 |
1.5197 |
|