CME British Pound Future September 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
1.5654 |
1.5459 |
-0.0195 |
-1.2% |
1.5709 |
High |
1.5665 |
1.5491 |
-0.0174 |
-1.1% |
1.5709 |
Low |
1.5449 |
1.5348 |
-0.0101 |
-0.7% |
1.5436 |
Close |
1.5475 |
1.5372 |
-0.0103 |
-0.7% |
1.5475 |
Range |
0.0216 |
0.0143 |
-0.0073 |
-33.8% |
0.0273 |
ATR |
0.0142 |
0.0142 |
0.0000 |
0.0% |
0.0000 |
Volume |
334 |
483 |
149 |
44.6% |
1,558 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5833 |
1.5745 |
1.5451 |
|
R3 |
1.5690 |
1.5602 |
1.5411 |
|
R2 |
1.5547 |
1.5547 |
1.5398 |
|
R1 |
1.5459 |
1.5459 |
1.5385 |
1.5432 |
PP |
1.5404 |
1.5404 |
1.5404 |
1.5390 |
S1 |
1.5316 |
1.5316 |
1.5359 |
1.5289 |
S2 |
1.5261 |
1.5261 |
1.5346 |
|
S3 |
1.5118 |
1.5173 |
1.5333 |
|
S4 |
1.4975 |
1.5030 |
1.5293 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6359 |
1.6190 |
1.5625 |
|
R3 |
1.6086 |
1.5917 |
1.5550 |
|
R2 |
1.5813 |
1.5813 |
1.5525 |
|
R1 |
1.5644 |
1.5644 |
1.5500 |
1.5592 |
PP |
1.5540 |
1.5540 |
1.5540 |
1.5514 |
S1 |
1.5371 |
1.5371 |
1.5450 |
1.5319 |
S2 |
1.5267 |
1.5267 |
1.5425 |
|
S3 |
1.4994 |
1.5098 |
1.5400 |
|
S4 |
1.4721 |
1.4825 |
1.5325 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5685 |
1.5348 |
0.0337 |
2.2% |
0.0168 |
1.1% |
7% |
False |
True |
345 |
10 |
1.5800 |
1.5348 |
0.0452 |
2.9% |
0.0134 |
0.9% |
5% |
False |
True |
306 |
20 |
1.5800 |
1.5074 |
0.0726 |
4.7% |
0.0142 |
0.9% |
41% |
False |
False |
211 |
40 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0127 |
0.8% |
65% |
False |
False |
146 |
60 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0123 |
0.8% |
65% |
False |
False |
108 |
80 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0095 |
0.6% |
65% |
False |
False |
82 |
100 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0078 |
0.5% |
65% |
False |
False |
67 |
120 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0066 |
0.4% |
65% |
False |
False |
56 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6099 |
2.618 |
1.5865 |
1.618 |
1.5722 |
1.000 |
1.5634 |
0.618 |
1.5579 |
HIGH |
1.5491 |
0.618 |
1.5436 |
0.500 |
1.5420 |
0.382 |
1.5403 |
LOW |
1.5348 |
0.618 |
1.5260 |
1.000 |
1.5205 |
1.618 |
1.5117 |
2.618 |
1.4974 |
4.250 |
1.4740 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5420 |
1.5517 |
PP |
1.5404 |
1.5468 |
S1 |
1.5388 |
1.5420 |
|