CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5236 |
1.5199 |
-0.0037 |
-0.2% |
1.5402 |
| High |
1.5276 |
1.5404 |
0.0128 |
0.8% |
1.5427 |
| Low |
1.5158 |
1.5136 |
-0.0022 |
-0.1% |
1.5158 |
| Close |
1.5177 |
1.5387 |
0.0210 |
1.4% |
1.5177 |
| Range |
0.0118 |
0.0268 |
0.0150 |
127.1% |
0.0269 |
| ATR |
0.0106 |
0.0117 |
0.0012 |
11.0% |
0.0000 |
| Volume |
3,342 |
39,873 |
36,531 |
1,093.1% |
16,447 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6113 |
1.6018 |
1.5534 |
|
| R3 |
1.5845 |
1.5750 |
1.5461 |
|
| R2 |
1.5577 |
1.5577 |
1.5436 |
|
| R1 |
1.5482 |
1.5482 |
1.5412 |
1.5530 |
| PP |
1.5309 |
1.5309 |
1.5309 |
1.5333 |
| S1 |
1.5214 |
1.5214 |
1.5362 |
1.5262 |
| S2 |
1.5041 |
1.5041 |
1.5338 |
|
| S3 |
1.4773 |
1.4946 |
1.5313 |
|
| S4 |
1.4505 |
1.4678 |
1.5240 |
|
|
| 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 |
1.5404 |
1.5136 |
0.0268 |
1.7% |
0.0129 |
0.8% |
94% |
True |
True |
11,036 |
| 10 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0138 |
0.9% |
38% |
False |
True |
6,025 |
| 20 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0113 |
0.7% |
38% |
False |
True |
3,117 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0102 |
0.7% |
38% |
False |
True |
1,601 |
| 60 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0100 |
0.7% |
33% |
False |
True |
1,079 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0091 |
0.6% |
33% |
False |
True |
811 |
| 100 |
1.5892 |
1.4882 |
0.1010 |
6.6% |
0.0081 |
0.5% |
50% |
False |
False |
650 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0068 |
0.4% |
60% |
False |
False |
542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6543 |
|
2.618 |
1.6106 |
|
1.618 |
1.5838 |
|
1.000 |
1.5672 |
|
0.618 |
1.5570 |
|
HIGH |
1.5404 |
|
0.618 |
1.5302 |
|
0.500 |
1.5270 |
|
0.382 |
1.5238 |
|
LOW |
1.5136 |
|
0.618 |
1.4970 |
|
1.000 |
1.4868 |
|
1.618 |
1.4702 |
|
2.618 |
1.4434 |
|
4.250 |
1.3997 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5348 |
1.5348 |
| PP |
1.5309 |
1.5309 |
| S1 |
1.5270 |
1.5270 |
|