CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4626 |
1.4613 |
-0.0013 |
-0.1% |
1.4950 |
| High |
1.4662 |
1.4784 |
0.0122 |
0.8% |
1.4963 |
| Low |
1.4592 |
1.4600 |
0.0008 |
0.1% |
1.4591 |
| Close |
1.4662 |
1.4765 |
0.0103 |
0.7% |
1.4635 |
| Range |
0.0070 |
0.0184 |
0.0114 |
162.9% |
0.0372 |
| ATR |
0.0114 |
0.0119 |
0.0005 |
4.3% |
0.0000 |
| Volume |
176 |
110 |
-66 |
-37.5% |
155 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5268 |
1.5201 |
1.4866 |
|
| R3 |
1.5084 |
1.5017 |
1.4816 |
|
| R2 |
1.4900 |
1.4900 |
1.4799 |
|
| R1 |
1.4833 |
1.4833 |
1.4782 |
1.4867 |
| PP |
1.4716 |
1.4716 |
1.4716 |
1.4733 |
| S1 |
1.4649 |
1.4649 |
1.4748 |
1.4683 |
| S2 |
1.4532 |
1.4532 |
1.4731 |
|
| S3 |
1.4348 |
1.4465 |
1.4714 |
|
| S4 |
1.4164 |
1.4281 |
1.4664 |
|
|
| 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 |
2.4% |
0.0137 |
0.9% |
48% |
False |
False |
85 |
| 10 |
1.4963 |
1.4591 |
0.0372 |
2.5% |
0.0103 |
0.7% |
47% |
False |
False |
62 |
| 20 |
1.4990 |
1.4591 |
0.0399 |
2.7% |
0.0131 |
0.9% |
44% |
False |
False |
66 |
| 40 |
1.5510 |
1.4591 |
0.0919 |
6.2% |
0.0089 |
0.6% |
19% |
False |
False |
35 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.2% |
0.0061 |
0.4% |
19% |
False |
False |
26 |
| 80 |
1.5641 |
1.4591 |
0.1050 |
7.1% |
0.0049 |
0.3% |
17% |
False |
False |
19 |
| 100 |
1.5761 |
1.4591 |
0.1170 |
7.9% |
0.0039 |
0.3% |
15% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5566 |
|
2.618 |
1.5266 |
|
1.618 |
1.5082 |
|
1.000 |
1.4968 |
|
0.618 |
1.4898 |
|
HIGH |
1.4784 |
|
0.618 |
1.4714 |
|
0.500 |
1.4692 |
|
0.382 |
1.4670 |
|
LOW |
1.4600 |
|
0.618 |
1.4486 |
|
1.000 |
1.4416 |
|
1.618 |
1.4302 |
|
2.618 |
1.4118 |
|
4.250 |
1.3818 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4741 |
1.4739 |
| PP |
1.4716 |
1.4713 |
| S1 |
1.4692 |
1.4688 |
|