CME British Pound Future September 2015
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.5570 |
1.5611 |
0.0041 |
0.3% |
1.5623 |
High |
1.5657 |
1.5634 |
-0.0023 |
-0.1% |
1.5653 |
Low |
1.5531 |
1.5569 |
0.0038 |
0.2% |
1.5419 |
Close |
1.5610 |
1.5611 |
0.0001 |
0.0% |
1.5490 |
Range |
0.0126 |
0.0065 |
-0.0061 |
-48.4% |
0.0234 |
ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.1% |
0.0000 |
Volume |
105,502 |
59,731 |
-45,771 |
-43.4% |
529,401 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5800 |
1.5770 |
1.5647 |
|
R3 |
1.5735 |
1.5705 |
1.5629 |
|
R2 |
1.5670 |
1.5670 |
1.5623 |
|
R1 |
1.5640 |
1.5640 |
1.5617 |
1.5644 |
PP |
1.5605 |
1.5605 |
1.5605 |
1.5606 |
S1 |
1.5575 |
1.5575 |
1.5605 |
1.5579 |
S2 |
1.5540 |
1.5540 |
1.5599 |
|
S3 |
1.5475 |
1.5510 |
1.5593 |
|
S4 |
1.5410 |
1.5445 |
1.5575 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6223 |
1.6090 |
1.5619 |
|
R3 |
1.5989 |
1.5856 |
1.5554 |
|
R2 |
1.5755 |
1.5755 |
1.5533 |
|
R1 |
1.5622 |
1.5622 |
1.5511 |
1.5572 |
PP |
1.5521 |
1.5521 |
1.5521 |
1.5495 |
S1 |
1.5388 |
1.5388 |
1.5469 |
1.5338 |
S2 |
1.5287 |
1.5287 |
1.5447 |
|
S3 |
1.5053 |
1.5154 |
1.5426 |
|
S4 |
1.4819 |
1.4920 |
1.5361 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5657 |
1.5419 |
0.0238 |
1.5% |
0.0106 |
0.7% |
81% |
False |
False |
90,176 |
10 |
1.5674 |
1.5419 |
0.0255 |
1.6% |
0.0112 |
0.7% |
75% |
False |
False |
97,695 |
20 |
1.5685 |
1.5419 |
0.0266 |
1.7% |
0.0106 |
0.7% |
72% |
False |
False |
83,566 |
40 |
1.5924 |
1.5323 |
0.0601 |
3.8% |
0.0112 |
0.7% |
48% |
False |
False |
84,402 |
60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0123 |
0.8% |
59% |
False |
False |
66,446 |
80 |
1.5924 |
1.4919 |
0.1005 |
6.4% |
0.0127 |
0.8% |
69% |
False |
False |
49,873 |
100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0123 |
0.8% |
77% |
False |
False |
39,914 |
120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0118 |
0.8% |
77% |
False |
False |
33,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5910 |
2.618 |
1.5804 |
1.618 |
1.5739 |
1.000 |
1.5699 |
0.618 |
1.5674 |
HIGH |
1.5634 |
0.618 |
1.5609 |
0.500 |
1.5602 |
0.382 |
1.5594 |
LOW |
1.5569 |
0.618 |
1.5529 |
1.000 |
1.5504 |
1.618 |
1.5464 |
2.618 |
1.5399 |
4.250 |
1.5293 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5608 |
1.5605 |
PP |
1.5605 |
1.5600 |
S1 |
1.5602 |
1.5594 |
|