CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5419 |
1.5334 |
-0.0085 |
-0.6% |
1.5199 |
| High |
1.5451 |
1.5522 |
0.0071 |
0.5% |
1.5469 |
| Low |
1.5322 |
1.5323 |
0.0001 |
0.0% |
1.5136 |
| Close |
1.5324 |
1.5481 |
0.0157 |
1.0% |
1.5419 |
| Range |
0.0129 |
0.0199 |
0.0070 |
54.3% |
0.0333 |
| ATR |
0.0112 |
0.0118 |
0.0006 |
5.6% |
0.0000 |
| Volume |
59,010 |
103,897 |
44,887 |
76.1% |
269,099 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6039 |
1.5959 |
1.5590 |
|
| R3 |
1.5840 |
1.5760 |
1.5536 |
|
| R2 |
1.5641 |
1.5641 |
1.5517 |
|
| R1 |
1.5561 |
1.5561 |
1.5499 |
1.5601 |
| PP |
1.5442 |
1.5442 |
1.5442 |
1.5462 |
| S1 |
1.5362 |
1.5362 |
1.5463 |
1.5402 |
| S2 |
1.5243 |
1.5243 |
1.5445 |
|
| S3 |
1.5044 |
1.5163 |
1.5426 |
|
| S4 |
1.4845 |
1.4964 |
1.5372 |
|
|
| 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 |
1.5522 |
1.5322 |
0.0200 |
1.3% |
0.0125 |
0.8% |
80% |
True |
False |
75,959 |
| 10 |
1.5522 |
1.5136 |
0.0386 |
2.5% |
0.0122 |
0.8% |
89% |
True |
False |
50,151 |
| 20 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0121 |
0.8% |
52% |
False |
False |
25,447 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0105 |
0.7% |
52% |
False |
False |
12,779 |
| 60 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0102 |
0.7% |
52% |
False |
False |
8,535 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0098 |
0.6% |
46% |
False |
False |
6,404 |
| 100 |
1.5892 |
1.5103 |
0.0789 |
5.1% |
0.0087 |
0.6% |
48% |
False |
False |
5,124 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0074 |
0.5% |
68% |
False |
False |
4,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6368 |
|
2.618 |
1.6043 |
|
1.618 |
1.5844 |
|
1.000 |
1.5721 |
|
0.618 |
1.5645 |
|
HIGH |
1.5522 |
|
0.618 |
1.5446 |
|
0.500 |
1.5423 |
|
0.382 |
1.5399 |
|
LOW |
1.5323 |
|
0.618 |
1.5200 |
|
1.000 |
1.5124 |
|
1.618 |
1.5001 |
|
2.618 |
1.4802 |
|
4.250 |
1.4477 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5462 |
1.5461 |
| PP |
1.5442 |
1.5442 |
| S1 |
1.5423 |
1.5422 |
|