CME British Pound Future March 2016
Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1.5243 |
1.5262 |
0.0019 |
0.1% |
1.5741 |
High |
1.5301 |
1.5262 |
-0.0039 |
-0.3% |
1.5789 |
Low |
1.5227 |
1.5221 |
-0.0006 |
0.0% |
1.5339 |
Close |
1.5287 |
1.5244 |
-0.0043 |
-0.3% |
1.5377 |
Range |
0.0074 |
0.0041 |
-0.0033 |
-44.6% |
0.0450 |
ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
135 |
1 |
-134 |
-99.3% |
12 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5365 |
1.5346 |
1.5267 |
|
R3 |
1.5324 |
1.5305 |
1.5255 |
|
R2 |
1.5283 |
1.5283 |
1.5252 |
|
R1 |
1.5264 |
1.5264 |
1.5248 |
1.5253 |
PP |
1.5242 |
1.5242 |
1.5242 |
1.5237 |
S1 |
1.5223 |
1.5223 |
1.5240 |
1.5212 |
S2 |
1.5201 |
1.5201 |
1.5236 |
|
S3 |
1.5160 |
1.5182 |
1.5233 |
|
S4 |
1.5119 |
1.5141 |
1.5221 |
|
|
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 |
1.5411 |
1.5221 |
0.0190 |
1.2% |
0.0068 |
0.4% |
12% |
False |
True |
28 |
10 |
1.5789 |
1.5221 |
0.0568 |
3.7% |
0.0097 |
0.6% |
4% |
False |
True |
14 |
20 |
1.5789 |
1.5221 |
0.0568 |
3.7% |
0.0077 |
0.5% |
4% |
False |
True |
7 |
40 |
1.5789 |
1.5221 |
0.0568 |
3.7% |
0.0066 |
0.4% |
4% |
False |
True |
4 |
60 |
1.5855 |
1.5221 |
0.0634 |
4.2% |
0.0047 |
0.3% |
4% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5436 |
2.618 |
1.5369 |
1.618 |
1.5328 |
1.000 |
1.5303 |
0.618 |
1.5287 |
HIGH |
1.5262 |
0.618 |
1.5246 |
0.500 |
1.5242 |
0.382 |
1.5237 |
LOW |
1.5221 |
0.618 |
1.5196 |
1.000 |
1.5180 |
1.618 |
1.5155 |
2.618 |
1.5114 |
4.250 |
1.5047 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5243 |
1.5299 |
PP |
1.5242 |
1.5280 |
S1 |
1.5242 |
1.5262 |
|