CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5421 |
1.5419 |
-0.0002 |
0.0% |
1.5199 |
| High |
1.5463 |
1.5451 |
-0.0012 |
-0.1% |
1.5469 |
| Low |
1.5365 |
1.5322 |
-0.0043 |
-0.3% |
1.5136 |
| Close |
1.5427 |
1.5324 |
-0.0103 |
-0.7% |
1.5419 |
| Range |
0.0098 |
0.0129 |
0.0031 |
31.6% |
0.0333 |
| ATR |
0.0110 |
0.0112 |
0.0001 |
1.2% |
0.0000 |
| Volume |
55,359 |
59,010 |
3,651 |
6.6% |
269,099 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5753 |
1.5667 |
1.5395 |
|
| R3 |
1.5624 |
1.5538 |
1.5359 |
|
| R2 |
1.5495 |
1.5495 |
1.5348 |
|
| R1 |
1.5409 |
1.5409 |
1.5336 |
1.5388 |
| PP |
1.5366 |
1.5366 |
1.5366 |
1.5355 |
| S1 |
1.5280 |
1.5280 |
1.5312 |
1.5259 |
| S2 |
1.5237 |
1.5237 |
1.5300 |
|
| S3 |
1.5108 |
1.5151 |
1.5289 |
|
| S4 |
1.4979 |
1.5022 |
1.5253 |
|
|
| 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 |
1.5322 |
0.0147 |
1.0% |
0.0096 |
0.6% |
1% |
False |
True |
68,719 |
| 10 |
1.5469 |
1.5136 |
0.0333 |
2.2% |
0.0113 |
0.7% |
56% |
False |
False |
39,877 |
| 20 |
1.5805 |
1.5136 |
0.0669 |
4.4% |
0.0119 |
0.8% |
28% |
False |
False |
20,273 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.4% |
0.0101 |
0.7% |
28% |
False |
False |
10,183 |
| 60 |
1.5890 |
1.5136 |
0.0754 |
4.9% |
0.0100 |
0.7% |
25% |
False |
False |
6,803 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0096 |
0.6% |
25% |
False |
False |
5,106 |
| 100 |
1.5892 |
1.5066 |
0.0826 |
5.4% |
0.0086 |
0.6% |
31% |
False |
False |
4,085 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0072 |
0.5% |
55% |
False |
False |
3,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5999 |
|
2.618 |
1.5789 |
|
1.618 |
1.5660 |
|
1.000 |
1.5580 |
|
0.618 |
1.5531 |
|
HIGH |
1.5451 |
|
0.618 |
1.5402 |
|
0.500 |
1.5387 |
|
0.382 |
1.5371 |
|
LOW |
1.5322 |
|
0.618 |
1.5242 |
|
1.000 |
1.5193 |
|
1.618 |
1.5113 |
|
2.618 |
1.4984 |
|
4.250 |
1.4774 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5387 |
1.5393 |
| PP |
1.5366 |
1.5370 |
| S1 |
1.5345 |
1.5347 |
|