CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5354 |
1.5242 |
-0.0112 |
-0.7% |
1.5421 |
| High |
1.5357 |
1.5283 |
-0.0074 |
-0.5% |
1.5650 |
| Low |
1.5214 |
1.5194 |
-0.0020 |
-0.1% |
1.5322 |
| Close |
1.5254 |
1.5228 |
-0.0026 |
-0.2% |
1.5545 |
| Range |
0.0143 |
0.0089 |
-0.0054 |
-37.8% |
0.0328 |
| ATR |
0.0125 |
0.0123 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
102,343 |
81,272 |
-21,071 |
-20.6% |
406,100 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5502 |
1.5454 |
1.5277 |
|
| R3 |
1.5413 |
1.5365 |
1.5252 |
|
| R2 |
1.5324 |
1.5324 |
1.5244 |
|
| R1 |
1.5276 |
1.5276 |
1.5236 |
1.5256 |
| PP |
1.5235 |
1.5235 |
1.5235 |
1.5225 |
| S1 |
1.5187 |
1.5187 |
1.5220 |
1.5167 |
| S2 |
1.5146 |
1.5146 |
1.5212 |
|
| S3 |
1.5057 |
1.5098 |
1.5204 |
|
| S4 |
1.4968 |
1.5009 |
1.5179 |
|
|
| 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 |
1.5194 |
0.0456 |
3.0% |
0.0130 |
0.9% |
7% |
False |
True |
85,056 |
| 10 |
1.5650 |
1.5194 |
0.0456 |
3.0% |
0.0128 |
0.8% |
7% |
False |
True |
81,071 |
| 20 |
1.5650 |
1.5136 |
0.0514 |
3.4% |
0.0123 |
0.8% |
18% |
False |
False |
51,187 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.4% |
0.0113 |
0.7% |
14% |
False |
False |
25,728 |
| 60 |
1.5805 |
1.5136 |
0.0669 |
4.4% |
0.0107 |
0.7% |
14% |
False |
False |
17,167 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
5.0% |
0.0104 |
0.7% |
12% |
False |
False |
12,881 |
| 100 |
1.5892 |
1.5136 |
0.0756 |
5.0% |
0.0092 |
0.6% |
12% |
False |
False |
10,306 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0081 |
0.5% |
48% |
False |
False |
8,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5661 |
|
2.618 |
1.5516 |
|
1.618 |
1.5427 |
|
1.000 |
1.5372 |
|
0.618 |
1.5338 |
|
HIGH |
1.5283 |
|
0.618 |
1.5249 |
|
0.500 |
1.5239 |
|
0.382 |
1.5228 |
|
LOW |
1.5194 |
|
0.618 |
1.5139 |
|
1.000 |
1.5105 |
|
1.618 |
1.5050 |
|
2.618 |
1.4961 |
|
4.250 |
1.4816 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5239 |
1.5358 |
| PP |
1.5235 |
1.5315 |
| S1 |
1.5232 |
1.5271 |
|