CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5518 |
1.5501 |
-0.0017 |
-0.1% |
1.5421 |
| High |
1.5561 |
1.5522 |
-0.0039 |
-0.3% |
1.5650 |
| Low |
1.5474 |
1.5334 |
-0.0140 |
-0.9% |
1.5322 |
| Close |
1.5498 |
1.5360 |
-0.0138 |
-0.9% |
1.5545 |
| Range |
0.0087 |
0.0188 |
0.0101 |
116.1% |
0.0328 |
| ATR |
0.0119 |
0.0124 |
0.0005 |
4.2% |
0.0000 |
| Volume |
61,212 |
85,532 |
24,320 |
39.7% |
406,100 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5969 |
1.5853 |
1.5463 |
|
| R3 |
1.5781 |
1.5665 |
1.5412 |
|
| R2 |
1.5593 |
1.5593 |
1.5394 |
|
| R1 |
1.5477 |
1.5477 |
1.5377 |
1.5441 |
| PP |
1.5405 |
1.5405 |
1.5405 |
1.5388 |
| S1 |
1.5289 |
1.5289 |
1.5343 |
1.5253 |
| S2 |
1.5217 |
1.5217 |
1.5326 |
|
| S3 |
1.5029 |
1.5101 |
1.5308 |
|
| S4 |
1.4841 |
1.4913 |
1.5257 |
|
|
| 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 |
1.5323 |
0.0327 |
2.1% |
0.0152 |
1.0% |
11% |
False |
False |
87,695 |
| 10 |
1.5650 |
1.5322 |
0.0328 |
2.1% |
0.0124 |
0.8% |
12% |
False |
False |
78,207 |
| 20 |
1.5805 |
1.5136 |
0.0669 |
4.4% |
0.0131 |
0.9% |
33% |
False |
False |
42,116 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.4% |
0.0111 |
0.7% |
33% |
False |
False |
21,140 |
| 60 |
1.5805 |
1.5136 |
0.0669 |
4.4% |
0.0106 |
0.7% |
33% |
False |
False |
14,109 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0104 |
0.7% |
30% |
False |
False |
10,586 |
| 100 |
1.5892 |
1.5103 |
0.0789 |
5.1% |
0.0092 |
0.6% |
33% |
False |
False |
8,470 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0079 |
0.5% |
58% |
False |
False |
7,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6321 |
|
2.618 |
1.6014 |
|
1.618 |
1.5826 |
|
1.000 |
1.5710 |
|
0.618 |
1.5638 |
|
HIGH |
1.5522 |
|
0.618 |
1.5450 |
|
0.500 |
1.5428 |
|
0.382 |
1.5406 |
|
LOW |
1.5334 |
|
0.618 |
1.5218 |
|
1.000 |
1.5146 |
|
1.618 |
1.5030 |
|
2.618 |
1.4842 |
|
4.250 |
1.4535 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5428 |
1.5492 |
| PP |
1.5405 |
1.5448 |
| S1 |
1.5383 |
1.5404 |
|