CME British Pound Future September 2015
Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
1.5450 |
1.5432 |
-0.0018 |
-0.1% |
1.5178 |
High |
1.5462 |
1.5470 |
0.0008 |
0.1% |
1.5477 |
Low |
1.5400 |
1.5384 |
-0.0016 |
-0.1% |
1.5172 |
Close |
1.5427 |
1.5394 |
-0.0033 |
-0.2% |
1.5427 |
Range |
0.0062 |
0.0086 |
0.0024 |
38.7% |
0.0305 |
ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
30,255 |
4,147 |
-26,108 |
-86.3% |
452,541 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5674 |
1.5620 |
1.5441 |
|
R3 |
1.5588 |
1.5534 |
1.5418 |
|
R2 |
1.5502 |
1.5502 |
1.5410 |
|
R1 |
1.5448 |
1.5448 |
1.5402 |
1.5432 |
PP |
1.5416 |
1.5416 |
1.5416 |
1.5408 |
S1 |
1.5362 |
1.5362 |
1.5386 |
1.5346 |
S2 |
1.5330 |
1.5330 |
1.5378 |
|
S3 |
1.5244 |
1.5276 |
1.5370 |
|
S4 |
1.5158 |
1.5190 |
1.5347 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6274 |
1.6155 |
1.5595 |
|
R3 |
1.5969 |
1.5850 |
1.5511 |
|
R2 |
1.5664 |
1.5664 |
1.5483 |
|
R1 |
1.5545 |
1.5545 |
1.5455 |
1.5605 |
PP |
1.5359 |
1.5359 |
1.5359 |
1.5388 |
S1 |
1.5240 |
1.5240 |
1.5399 |
1.5300 |
S2 |
1.5054 |
1.5054 |
1.5371 |
|
S3 |
1.4749 |
1.4935 |
1.5343 |
|
S4 |
1.4444 |
1.4630 |
1.5259 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5477 |
1.5172 |
0.0305 |
2.0% |
0.0116 |
0.8% |
73% |
False |
False |
91,337 |
10 |
1.5477 |
1.5164 |
0.0313 |
2.0% |
0.0106 |
0.7% |
73% |
False |
False |
87,398 |
20 |
1.5817 |
1.5164 |
0.0653 |
4.2% |
0.0119 |
0.8% |
35% |
False |
False |
96,260 |
40 |
1.5817 |
1.5164 |
0.0653 |
4.2% |
0.0111 |
0.7% |
35% |
False |
False |
89,966 |
60 |
1.5902 |
1.5164 |
0.0738 |
4.8% |
0.0113 |
0.7% |
31% |
False |
False |
87,615 |
80 |
1.5924 |
1.5160 |
0.0764 |
5.0% |
0.0122 |
0.8% |
31% |
False |
False |
74,709 |
100 |
1.5924 |
1.4953 |
0.0971 |
6.3% |
0.0124 |
0.8% |
45% |
False |
False |
59,802 |
120 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0122 |
0.8% |
60% |
False |
False |
49,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5836 |
2.618 |
1.5695 |
1.618 |
1.5609 |
1.000 |
1.5556 |
0.618 |
1.5523 |
HIGH |
1.5470 |
0.618 |
1.5437 |
0.500 |
1.5427 |
0.382 |
1.5417 |
LOW |
1.5384 |
0.618 |
1.5331 |
1.000 |
1.5298 |
1.618 |
1.5245 |
2.618 |
1.5159 |
4.250 |
1.5019 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5427 |
1.5408 |
PP |
1.5416 |
1.5403 |
S1 |
1.5405 |
1.5399 |
|