CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4821 |
1.4870 |
0.0049 |
0.3% |
1.4827 |
| High |
1.4952 |
1.4870 |
-0.0082 |
-0.5% |
1.4919 |
| Low |
1.4821 |
1.4678 |
-0.0143 |
-1.0% |
1.4737 |
| Close |
1.4867 |
1.4678 |
-0.0189 |
-1.3% |
1.4903 |
| Range |
0.0131 |
0.0192 |
0.0061 |
46.6% |
0.0182 |
| ATR |
0.0113 |
0.0119 |
0.0006 |
5.0% |
0.0000 |
| Volume |
32 |
61 |
29 |
90.6% |
385 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5318 |
1.5190 |
1.4784 |
|
| R3 |
1.5126 |
1.4998 |
1.4731 |
|
| R2 |
1.4934 |
1.4934 |
1.4713 |
|
| R1 |
1.4806 |
1.4806 |
1.4696 |
1.4774 |
| PP |
1.4742 |
1.4742 |
1.4742 |
1.4726 |
| S1 |
1.4614 |
1.4614 |
1.4660 |
1.4582 |
| S2 |
1.4550 |
1.4550 |
1.4643 |
|
| S3 |
1.4358 |
1.4422 |
1.4625 |
|
| S4 |
1.4166 |
1.4230 |
1.4572 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5399 |
1.5333 |
1.5003 |
|
| R3 |
1.5217 |
1.5151 |
1.4953 |
|
| R2 |
1.5035 |
1.5035 |
1.4936 |
|
| R1 |
1.4969 |
1.4969 |
1.4920 |
1.5002 |
| PP |
1.4853 |
1.4853 |
1.4853 |
1.4870 |
| S1 |
1.4787 |
1.4787 |
1.4886 |
1.4820 |
| S2 |
1.4671 |
1.4671 |
1.4870 |
|
| S3 |
1.4489 |
1.4605 |
1.4853 |
|
| S4 |
1.4307 |
1.4423 |
1.4803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4963 |
1.4678 |
0.0285 |
1.9% |
0.0099 |
0.7% |
0% |
False |
True |
29 |
| 10 |
1.4963 |
1.4678 |
0.0285 |
1.9% |
0.0095 |
0.6% |
0% |
False |
True |
60 |
| 20 |
1.4990 |
1.4628 |
0.0362 |
2.5% |
0.0128 |
0.9% |
14% |
False |
False |
51 |
| 40 |
1.5510 |
1.4628 |
0.0882 |
6.0% |
0.0082 |
0.6% |
6% |
False |
False |
27 |
| 60 |
1.5510 |
1.4628 |
0.0882 |
6.0% |
0.0056 |
0.4% |
6% |
False |
False |
20 |
| 80 |
1.5699 |
1.4628 |
0.1071 |
7.3% |
0.0045 |
0.3% |
5% |
False |
False |
15 |
| 100 |
1.5761 |
1.4628 |
0.1133 |
7.7% |
0.0036 |
0.2% |
4% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5686 |
|
2.618 |
1.5373 |
|
1.618 |
1.5181 |
|
1.000 |
1.5062 |
|
0.618 |
1.4989 |
|
HIGH |
1.4870 |
|
0.618 |
1.4797 |
|
0.500 |
1.4774 |
|
0.382 |
1.4751 |
|
LOW |
1.4678 |
|
0.618 |
1.4559 |
|
1.000 |
1.4486 |
|
1.618 |
1.4367 |
|
2.618 |
1.4175 |
|
4.250 |
1.3862 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4774 |
1.4815 |
| PP |
1.4742 |
1.4769 |
| S1 |
1.4710 |
1.4724 |
|