CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5356 |
1.5436 |
0.0080 |
0.5% |
1.5199 |
| High |
1.5469 |
1.5455 |
-0.0014 |
-0.1% |
1.5469 |
| Low |
1.5332 |
1.5393 |
0.0061 |
0.4% |
1.5136 |
| Close |
1.5460 |
1.5419 |
-0.0041 |
-0.3% |
1.5419 |
| Range |
0.0137 |
0.0062 |
-0.0075 |
-54.7% |
0.0333 |
| ATR |
0.0115 |
0.0111 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
87,278 |
74,251 |
-13,027 |
-14.9% |
269,099 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5608 |
1.5576 |
1.5453 |
|
| R3 |
1.5546 |
1.5514 |
1.5436 |
|
| R2 |
1.5484 |
1.5484 |
1.5430 |
|
| R1 |
1.5452 |
1.5452 |
1.5425 |
1.5437 |
| PP |
1.5422 |
1.5422 |
1.5422 |
1.5415 |
| S1 |
1.5390 |
1.5390 |
1.5413 |
1.5375 |
| S2 |
1.5360 |
1.5360 |
1.5408 |
|
| S3 |
1.5298 |
1.5328 |
1.5402 |
|
| S4 |
1.5236 |
1.5266 |
1.5385 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6340 |
1.6213 |
1.5602 |
|
| R3 |
1.6007 |
1.5880 |
1.5511 |
|
| R2 |
1.5674 |
1.5674 |
1.5480 |
|
| R1 |
1.5547 |
1.5547 |
1.5450 |
1.5611 |
| PP |
1.5341 |
1.5341 |
1.5341 |
1.5373 |
| S1 |
1.5214 |
1.5214 |
1.5388 |
1.5278 |
| S2 |
1.5008 |
1.5008 |
1.5358 |
|
| S3 |
1.4675 |
1.4881 |
1.5327 |
|
| S4 |
1.4342 |
1.4548 |
1.5236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5469 |
1.5136 |
0.0333 |
2.2% |
0.0128 |
0.8% |
85% |
False |
False |
54,488 |
| 10 |
1.5469 |
1.5136 |
0.0333 |
2.2% |
0.0110 |
0.7% |
85% |
False |
False |
28,656 |
| 20 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0115 |
0.7% |
42% |
False |
False |
14,561 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0099 |
0.6% |
42% |
False |
False |
7,325 |
| 60 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0099 |
0.6% |
37% |
False |
False |
4,898 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0093 |
0.6% |
37% |
False |
False |
3,676 |
| 100 |
1.5892 |
1.5025 |
0.0867 |
5.6% |
0.0084 |
0.5% |
45% |
False |
False |
2,942 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0071 |
0.5% |
63% |
False |
False |
2,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5719 |
|
2.618 |
1.5617 |
|
1.618 |
1.5555 |
|
1.000 |
1.5517 |
|
0.618 |
1.5493 |
|
HIGH |
1.5455 |
|
0.618 |
1.5431 |
|
0.500 |
1.5424 |
|
0.382 |
1.5417 |
|
LOW |
1.5393 |
|
0.618 |
1.5355 |
|
1.000 |
1.5331 |
|
1.618 |
1.5293 |
|
2.618 |
1.5231 |
|
4.250 |
1.5130 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5424 |
1.5413 |
| PP |
1.5422 |
1.5407 |
| S1 |
1.5421 |
1.5401 |
|