CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5199 |
1.5383 |
0.0184 |
1.2% |
1.5402 |
| High |
1.5404 |
1.5396 |
-0.0008 |
-0.1% |
1.5427 |
| Low |
1.5136 |
1.5340 |
0.0204 |
1.3% |
1.5158 |
| Close |
1.5387 |
1.5358 |
-0.0029 |
-0.2% |
1.5177 |
| Range |
0.0268 |
0.0056 |
-0.0212 |
-79.1% |
0.0269 |
| ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
39,873 |
67,697 |
27,824 |
69.8% |
16,447 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5533 |
1.5501 |
1.5389 |
|
| R3 |
1.5477 |
1.5445 |
1.5373 |
|
| R2 |
1.5421 |
1.5421 |
1.5368 |
|
| R1 |
1.5389 |
1.5389 |
1.5363 |
1.5377 |
| PP |
1.5365 |
1.5365 |
1.5365 |
1.5359 |
| S1 |
1.5333 |
1.5333 |
1.5353 |
1.5321 |
| S2 |
1.5309 |
1.5309 |
1.5348 |
|
| S3 |
1.5253 |
1.5277 |
1.5343 |
|
| S4 |
1.5197 |
1.5221 |
1.5327 |
|
|
| 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% |
0.0119 |
0.8% |
83% |
False |
False |
24,344 |
| 10 |
1.5708 |
1.5136 |
0.0572 |
3.7% |
0.0130 |
0.8% |
39% |
False |
False |
12,721 |
| 20 |
1.5805 |
1.5136 |
0.0669 |
4.4% |
0.0114 |
0.7% |
33% |
False |
False |
6,499 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.4% |
0.0099 |
0.6% |
33% |
False |
False |
3,292 |
| 60 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0100 |
0.6% |
29% |
False |
False |
2,207 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0091 |
0.6% |
29% |
False |
False |
1,657 |
| 100 |
1.5892 |
1.4882 |
0.1010 |
6.6% |
0.0082 |
0.5% |
47% |
False |
False |
1,327 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0069 |
0.4% |
58% |
False |
False |
1,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5634 |
|
2.618 |
1.5543 |
|
1.618 |
1.5487 |
|
1.000 |
1.5452 |
|
0.618 |
1.5431 |
|
HIGH |
1.5396 |
|
0.618 |
1.5375 |
|
0.500 |
1.5368 |
|
0.382 |
1.5361 |
|
LOW |
1.5340 |
|
0.618 |
1.5305 |
|
1.000 |
1.5284 |
|
1.618 |
1.5249 |
|
2.618 |
1.5193 |
|
4.250 |
1.5102 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5368 |
1.5329 |
| PP |
1.5365 |
1.5299 |
| S1 |
1.5361 |
1.5270 |
|