CME British Pound Future March 2016
Trading Metrics calculated at close of trading on 02-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1.5293 |
1.5243 |
-0.0050 |
-0.3% |
1.5741 |
High |
1.5376 |
1.5301 |
-0.0075 |
-0.5% |
1.5789 |
Low |
1.5293 |
1.5227 |
-0.0066 |
-0.4% |
1.5339 |
Close |
1.5293 |
1.5287 |
-0.0006 |
0.0% |
1.5377 |
Range |
0.0083 |
0.0074 |
-0.0009 |
-10.8% |
0.0450 |
ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
0 |
135 |
135 |
|
12 |
|
Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5494 |
1.5464 |
1.5328 |
|
R3 |
1.5420 |
1.5390 |
1.5307 |
|
R2 |
1.5346 |
1.5346 |
1.5301 |
|
R1 |
1.5316 |
1.5316 |
1.5294 |
1.5331 |
PP |
1.5272 |
1.5272 |
1.5272 |
1.5279 |
S1 |
1.5242 |
1.5242 |
1.5280 |
1.5257 |
S2 |
1.5198 |
1.5198 |
1.5273 |
|
S3 |
1.5124 |
1.5168 |
1.5267 |
|
S4 |
1.5050 |
1.5094 |
1.5246 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6852 |
1.6564 |
1.5625 |
|
R3 |
1.6402 |
1.6114 |
1.5501 |
|
R2 |
1.5952 |
1.5952 |
1.5460 |
|
R1 |
1.5664 |
1.5664 |
1.5418 |
1.5583 |
PP |
1.5502 |
1.5502 |
1.5502 |
1.5461 |
S1 |
1.5214 |
1.5214 |
1.5336 |
1.5133 |
S2 |
1.5052 |
1.5052 |
1.5295 |
|
S3 |
1.4602 |
1.4764 |
1.5253 |
|
S4 |
1.4152 |
1.4314 |
1.5130 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5501 |
1.5227 |
0.0274 |
1.8% |
0.0085 |
0.6% |
22% |
False |
True |
28 |
10 |
1.5789 |
1.5227 |
0.0562 |
3.7% |
0.0098 |
0.6% |
11% |
False |
True |
14 |
20 |
1.5789 |
1.5227 |
0.0562 |
3.7% |
0.0081 |
0.5% |
11% |
False |
True |
7 |
40 |
1.5789 |
1.5227 |
0.0562 |
3.7% |
0.0065 |
0.4% |
11% |
False |
True |
3 |
60 |
1.5855 |
1.5227 |
0.0628 |
4.1% |
0.0047 |
0.3% |
10% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5616 |
2.618 |
1.5495 |
1.618 |
1.5421 |
1.000 |
1.5375 |
0.618 |
1.5347 |
HIGH |
1.5301 |
0.618 |
1.5273 |
0.500 |
1.5264 |
0.382 |
1.5255 |
LOW |
1.5227 |
0.618 |
1.5181 |
1.000 |
1.5153 |
1.618 |
1.5107 |
2.618 |
1.5033 |
4.250 |
1.4913 |
|
|
Fisher Pivots for day following 02-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5279 |
1.5316 |
PP |
1.5272 |
1.5306 |
S1 |
1.5264 |
1.5297 |
|