CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5578 |
1.5518 |
-0.0060 |
-0.4% |
1.5421 |
| High |
1.5650 |
1.5561 |
-0.0089 |
-0.6% |
1.5650 |
| Low |
1.5507 |
1.5474 |
-0.0033 |
-0.2% |
1.5322 |
| Close |
1.5545 |
1.5498 |
-0.0047 |
-0.3% |
1.5545 |
| Range |
0.0143 |
0.0087 |
-0.0056 |
-39.2% |
0.0328 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
94,924 |
61,212 |
-33,712 |
-35.5% |
406,100 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5772 |
1.5722 |
1.5546 |
|
| R3 |
1.5685 |
1.5635 |
1.5522 |
|
| R2 |
1.5598 |
1.5598 |
1.5514 |
|
| R1 |
1.5548 |
1.5548 |
1.5506 |
1.5530 |
| PP |
1.5511 |
1.5511 |
1.5511 |
1.5502 |
| S1 |
1.5461 |
1.5461 |
1.5490 |
1.5443 |
| S2 |
1.5424 |
1.5424 |
1.5482 |
|
| S3 |
1.5337 |
1.5374 |
1.5474 |
|
| S4 |
1.5250 |
1.5287 |
1.5450 |
|
|
| 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% |
0.0140 |
0.9% |
54% |
False |
False |
82,390 |
| 10 |
1.5650 |
1.5136 |
0.0514 |
3.3% |
0.0132 |
0.9% |
70% |
False |
False |
73,641 |
| 20 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0129 |
0.8% |
54% |
False |
False |
37,851 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0108 |
0.7% |
54% |
False |
False |
19,002 |
| 60 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0103 |
0.7% |
54% |
False |
False |
12,684 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0102 |
0.7% |
48% |
False |
False |
9,517 |
| 100 |
1.5892 |
1.5103 |
0.0789 |
5.1% |
0.0090 |
0.6% |
50% |
False |
False |
7,614 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0077 |
0.5% |
69% |
False |
False |
6,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5931 |
|
2.618 |
1.5789 |
|
1.618 |
1.5702 |
|
1.000 |
1.5648 |
|
0.618 |
1.5615 |
|
HIGH |
1.5561 |
|
0.618 |
1.5528 |
|
0.500 |
1.5518 |
|
0.382 |
1.5507 |
|
LOW |
1.5474 |
|
0.618 |
1.5420 |
|
1.000 |
1.5387 |
|
1.618 |
1.5333 |
|
2.618 |
1.5246 |
|
4.250 |
1.5104 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5518 |
1.5562 |
| PP |
1.5511 |
1.5541 |
| S1 |
1.5505 |
1.5519 |
|