CME British Pound Future September 2015
Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
1.5320 |
1.5424 |
0.0104 |
0.7% |
1.4935 |
High |
1.5466 |
1.5470 |
0.0004 |
0.0% |
1.5170 |
Low |
1.5320 |
1.5300 |
-0.0020 |
-0.1% |
1.4842 |
Close |
1.5418 |
1.5346 |
-0.0072 |
-0.5% |
1.5162 |
Range |
0.0146 |
0.0170 |
0.0024 |
16.4% |
0.0328 |
ATR |
0.0125 |
0.0128 |
0.0003 |
2.6% |
0.0000 |
Volume |
50 |
85 |
35 |
70.0% |
431 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5882 |
1.5784 |
1.5440 |
|
R3 |
1.5712 |
1.5614 |
1.5393 |
|
R2 |
1.5542 |
1.5542 |
1.5377 |
|
R1 |
1.5444 |
1.5444 |
1.5362 |
1.5408 |
PP |
1.5372 |
1.5372 |
1.5372 |
1.5354 |
S1 |
1.5274 |
1.5274 |
1.5330 |
1.5238 |
S2 |
1.5202 |
1.5202 |
1.5315 |
|
S3 |
1.5032 |
1.5104 |
1.5299 |
|
S4 |
1.4862 |
1.4934 |
1.5253 |
|
|
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 |
1.5470 |
1.5026 |
0.0444 |
2.9% |
0.0150 |
1.0% |
72% |
True |
False |
65 |
10 |
1.5470 |
1.4842 |
0.0628 |
4.1% |
0.0129 |
0.8% |
80% |
True |
False |
91 |
20 |
1.5470 |
1.4591 |
0.0879 |
5.7% |
0.0121 |
0.8% |
86% |
True |
False |
79 |
40 |
1.5470 |
1.4591 |
0.0879 |
5.7% |
0.0124 |
0.8% |
86% |
True |
False |
62 |
60 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0087 |
0.6% |
82% |
False |
False |
43 |
80 |
1.5510 |
1.4591 |
0.0919 |
6.0% |
0.0068 |
0.4% |
82% |
False |
False |
33 |
100 |
1.5699 |
1.4591 |
0.1108 |
7.2% |
0.0055 |
0.4% |
68% |
False |
False |
27 |
120 |
1.5840 |
1.4591 |
0.1249 |
8.1% |
0.0046 |
0.3% |
60% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6193 |
2.618 |
1.5915 |
1.618 |
1.5745 |
1.000 |
1.5640 |
0.618 |
1.5575 |
HIGH |
1.5470 |
0.618 |
1.5405 |
0.500 |
1.5385 |
0.382 |
1.5365 |
LOW |
1.5300 |
0.618 |
1.5195 |
1.000 |
1.5130 |
1.618 |
1.5025 |
2.618 |
1.4855 |
4.250 |
1.4578 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5385 |
1.5337 |
PP |
1.5372 |
1.5328 |
S1 |
1.5359 |
1.5319 |
|