CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4697 |
1.4626 |
-0.0071 |
-0.5% |
1.4950 |
| High |
1.4697 |
1.4662 |
-0.0035 |
-0.2% |
1.4963 |
| Low |
1.4591 |
1.4592 |
0.0001 |
0.0% |
1.4591 |
| Close |
1.4635 |
1.4662 |
0.0027 |
0.2% |
1.4635 |
| Range |
0.0106 |
0.0070 |
-0.0036 |
-34.0% |
0.0372 |
| ATR |
0.0118 |
0.0114 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
48 |
176 |
128 |
266.7% |
155 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4849 |
1.4825 |
1.4701 |
|
| R3 |
1.4779 |
1.4755 |
1.4681 |
|
| R2 |
1.4709 |
1.4709 |
1.4675 |
|
| R1 |
1.4685 |
1.4685 |
1.4668 |
1.4697 |
| PP |
1.4639 |
1.4639 |
1.4639 |
1.4645 |
| S1 |
1.4615 |
1.4615 |
1.4656 |
1.4627 |
| S2 |
1.4569 |
1.4569 |
1.4649 |
|
| S3 |
1.4499 |
1.4545 |
1.4643 |
|
| S4 |
1.4429 |
1.4475 |
1.4624 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5846 |
1.5612 |
1.4840 |
|
| R3 |
1.5474 |
1.5240 |
1.4737 |
|
| R2 |
1.5102 |
1.5102 |
1.4703 |
|
| R1 |
1.4868 |
1.4868 |
1.4669 |
1.4799 |
| PP |
1.4730 |
1.4730 |
1.4730 |
1.4695 |
| S1 |
1.4496 |
1.4496 |
1.4601 |
1.4427 |
| S2 |
1.4358 |
1.4358 |
1.4567 |
|
| S3 |
1.3986 |
1.4124 |
1.4533 |
|
| S4 |
1.3614 |
1.3752 |
1.4430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4952 |
1.4591 |
0.0361 |
2.5% |
0.0120 |
0.8% |
20% |
False |
False |
66 |
| 10 |
1.4963 |
1.4591 |
0.0372 |
2.5% |
0.0095 |
0.6% |
19% |
False |
False |
63 |
| 20 |
1.4990 |
1.4591 |
0.0399 |
2.7% |
0.0126 |
0.9% |
18% |
False |
False |
61 |
| 40 |
1.5510 |
1.4591 |
0.0919 |
6.3% |
0.0085 |
0.6% |
8% |
False |
False |
32 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.3% |
0.0058 |
0.4% |
8% |
False |
False |
24 |
| 80 |
1.5641 |
1.4591 |
0.1050 |
7.2% |
0.0047 |
0.3% |
7% |
False |
False |
18 |
| 100 |
1.5761 |
1.4591 |
0.1170 |
8.0% |
0.0037 |
0.3% |
6% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4960 |
|
2.618 |
1.4845 |
|
1.618 |
1.4775 |
|
1.000 |
1.4732 |
|
0.618 |
1.4705 |
|
HIGH |
1.4662 |
|
0.618 |
1.4635 |
|
0.500 |
1.4627 |
|
0.382 |
1.4619 |
|
LOW |
1.4592 |
|
0.618 |
1.4549 |
|
1.000 |
1.4522 |
|
1.618 |
1.4479 |
|
2.618 |
1.4409 |
|
4.250 |
1.4295 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4650 |
1.4731 |
| PP |
1.4639 |
1.4708 |
| S1 |
1.4627 |
1.4685 |
|