CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5488 |
1.5578 |
0.0090 |
0.6% |
1.5421 |
| High |
1.5622 |
1.5650 |
0.0028 |
0.2% |
1.5650 |
| Low |
1.5480 |
1.5507 |
0.0027 |
0.2% |
1.5322 |
| Close |
1.5608 |
1.5545 |
-0.0063 |
-0.4% |
1.5545 |
| Range |
0.0142 |
0.0143 |
0.0001 |
0.7% |
0.0328 |
| ATR |
0.0120 |
0.0121 |
0.0002 |
1.4% |
0.0000 |
| Volume |
92,910 |
94,924 |
2,014 |
2.2% |
406,100 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5996 |
1.5914 |
1.5624 |
|
| R3 |
1.5853 |
1.5771 |
1.5584 |
|
| R2 |
1.5710 |
1.5710 |
1.5571 |
|
| R1 |
1.5628 |
1.5628 |
1.5558 |
1.5598 |
| PP |
1.5567 |
1.5567 |
1.5567 |
1.5552 |
| S1 |
1.5485 |
1.5485 |
1.5532 |
1.5455 |
| S2 |
1.5424 |
1.5424 |
1.5519 |
|
| S3 |
1.5281 |
1.5342 |
1.5506 |
|
| S4 |
1.5138 |
1.5199 |
1.5466 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6490 |
1.6345 |
1.5725 |
|
| R3 |
1.6162 |
1.6017 |
1.5635 |
|
| R2 |
1.5834 |
1.5834 |
1.5605 |
|
| R1 |
1.5689 |
1.5689 |
1.5575 |
1.5762 |
| PP |
1.5506 |
1.5506 |
1.5506 |
1.5542 |
| S1 |
1.5361 |
1.5361 |
1.5515 |
1.5434 |
| S2 |
1.5178 |
1.5178 |
1.5485 |
|
| S3 |
1.4850 |
1.5033 |
1.5455 |
|
| S4 |
1.4522 |
1.4705 |
1.5365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5650 |
1.5322 |
0.0328 |
2.1% |
0.0142 |
0.9% |
68% |
True |
False |
81,220 |
| 10 |
1.5650 |
1.5136 |
0.0514 |
3.3% |
0.0135 |
0.9% |
80% |
True |
False |
67,854 |
| 20 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0128 |
0.8% |
61% |
False |
False |
34,805 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0107 |
0.7% |
61% |
False |
False |
17,474 |
| 60 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0103 |
0.7% |
61% |
False |
False |
11,664 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0101 |
0.6% |
54% |
False |
False |
8,752 |
| 100 |
1.5892 |
1.5103 |
0.0789 |
5.1% |
0.0090 |
0.6% |
56% |
False |
False |
7,002 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0076 |
0.5% |
73% |
False |
False |
5,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6258 |
|
2.618 |
1.6024 |
|
1.618 |
1.5881 |
|
1.000 |
1.5793 |
|
0.618 |
1.5738 |
|
HIGH |
1.5650 |
|
0.618 |
1.5595 |
|
0.500 |
1.5579 |
|
0.382 |
1.5562 |
|
LOW |
1.5507 |
|
0.618 |
1.5419 |
|
1.000 |
1.5364 |
|
1.618 |
1.5276 |
|
2.618 |
1.5133 |
|
4.250 |
1.4899 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5579 |
1.5526 |
| PP |
1.5567 |
1.5506 |
| S1 |
1.5556 |
1.5487 |
|