CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5034 |
1.5172 |
0.0138 |
0.9% |
1.4935 |
| High |
1.5170 |
1.5245 |
0.0075 |
0.5% |
1.5170 |
| Low |
1.5026 |
1.5110 |
0.0084 |
0.6% |
1.4842 |
| Close |
1.5162 |
1.5209 |
0.0047 |
0.3% |
1.5162 |
| Range |
0.0144 |
0.0135 |
-0.0009 |
-6.3% |
0.0328 |
| ATR |
0.0120 |
0.0121 |
0.0001 |
0.9% |
0.0000 |
| Volume |
32 |
75 |
43 |
134.4% |
431 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5593 |
1.5536 |
1.5283 |
|
| R3 |
1.5458 |
1.5401 |
1.5246 |
|
| R2 |
1.5323 |
1.5323 |
1.5234 |
|
| R1 |
1.5266 |
1.5266 |
1.5221 |
1.5295 |
| PP |
1.5188 |
1.5188 |
1.5188 |
1.5202 |
| S1 |
1.5131 |
1.5131 |
1.5197 |
1.5160 |
| S2 |
1.5053 |
1.5053 |
1.5184 |
|
| S3 |
1.4918 |
1.4996 |
1.5172 |
|
| S4 |
1.4783 |
1.4861 |
1.5135 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6042 |
1.5930 |
1.5342 |
|
| R3 |
1.5714 |
1.5602 |
1.5252 |
|
| R2 |
1.5386 |
1.5386 |
1.5222 |
|
| R1 |
1.5274 |
1.5274 |
1.5192 |
1.5330 |
| PP |
1.5058 |
1.5058 |
1.5058 |
1.5086 |
| S1 |
1.4946 |
1.4946 |
1.5132 |
1.5002 |
| S2 |
1.4730 |
1.4730 |
1.5102 |
|
| S3 |
1.4402 |
1.4618 |
1.5072 |
|
| S4 |
1.4074 |
1.4290 |
1.4982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5245 |
1.4842 |
0.0403 |
2.6% |
0.0125 |
0.8% |
91% |
True |
False |
66 |
| 10 |
1.5245 |
1.4600 |
0.0645 |
4.2% |
0.0128 |
0.8% |
94% |
True |
False |
100 |
| 20 |
1.5245 |
1.4591 |
0.0654 |
4.3% |
0.0111 |
0.7% |
94% |
True |
False |
81 |
| 40 |
1.5348 |
1.4591 |
0.0757 |
5.0% |
0.0113 |
0.7% |
82% |
False |
False |
57 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0080 |
0.5% |
67% |
False |
False |
39 |
| 80 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0062 |
0.4% |
67% |
False |
False |
30 |
| 100 |
1.5699 |
1.4591 |
0.1108 |
7.3% |
0.0050 |
0.3% |
56% |
False |
False |
24 |
| 120 |
1.5952 |
1.4591 |
0.1361 |
8.9% |
0.0043 |
0.3% |
45% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5819 |
|
2.618 |
1.5598 |
|
1.618 |
1.5463 |
|
1.000 |
1.5380 |
|
0.618 |
1.5328 |
|
HIGH |
1.5245 |
|
0.618 |
1.5193 |
|
0.500 |
1.5178 |
|
0.382 |
1.5162 |
|
LOW |
1.5110 |
|
0.618 |
1.5027 |
|
1.000 |
1.4975 |
|
1.618 |
1.4892 |
|
2.618 |
1.4757 |
|
4.250 |
1.4536 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5199 |
1.5172 |
| PP |
1.5188 |
1.5136 |
| S1 |
1.5178 |
1.5099 |
|