CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4935 |
1.4870 |
-0.0065 |
-0.4% |
1.4626 |
| High |
1.4958 |
1.4956 |
-0.0002 |
0.0% |
1.5033 |
| Low |
1.4881 |
1.4842 |
-0.0039 |
-0.3% |
1.4592 |
| Close |
1.4888 |
1.4910 |
0.0022 |
0.1% |
1.4946 |
| Range |
0.0077 |
0.0114 |
0.0037 |
48.1% |
0.0441 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
174 |
95 |
-79 |
-45.4% |
671 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5245 |
1.5191 |
1.4973 |
|
| R3 |
1.5131 |
1.5077 |
1.4941 |
|
| R2 |
1.5017 |
1.5017 |
1.4931 |
|
| R1 |
1.4963 |
1.4963 |
1.4920 |
1.4990 |
| PP |
1.4903 |
1.4903 |
1.4903 |
1.4916 |
| S1 |
1.4849 |
1.4849 |
1.4900 |
1.4876 |
| S2 |
1.4789 |
1.4789 |
1.4889 |
|
| S3 |
1.4675 |
1.4735 |
1.4879 |
|
| S4 |
1.4561 |
1.4621 |
1.4847 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6180 |
1.6004 |
1.5189 |
|
| R3 |
1.5739 |
1.5563 |
1.5067 |
|
| R2 |
1.5298 |
1.5298 |
1.5027 |
|
| R1 |
1.5122 |
1.5122 |
1.4986 |
1.5210 |
| PP |
1.4857 |
1.4857 |
1.4857 |
1.4901 |
| S1 |
1.4681 |
1.4681 |
1.4906 |
1.4769 |
| S2 |
1.4416 |
1.4416 |
1.4865 |
|
| S3 |
1.3975 |
1.4240 |
1.4825 |
|
| S4 |
1.3534 |
1.3799 |
1.4703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5033 |
1.4690 |
0.0343 |
2.3% |
0.0116 |
0.8% |
64% |
False |
False |
130 |
| 10 |
1.5033 |
1.4591 |
0.0442 |
3.0% |
0.0127 |
0.8% |
72% |
False |
False |
108 |
| 20 |
1.5033 |
1.4591 |
0.0442 |
3.0% |
0.0109 |
0.7% |
72% |
False |
False |
81 |
| 40 |
1.5510 |
1.4591 |
0.0919 |
6.2% |
0.0102 |
0.7% |
35% |
False |
False |
51 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.2% |
0.0071 |
0.5% |
35% |
False |
False |
36 |
| 80 |
1.5551 |
1.4591 |
0.0960 |
6.4% |
0.0056 |
0.4% |
33% |
False |
False |
27 |
| 100 |
1.5761 |
1.4591 |
0.1170 |
7.8% |
0.0045 |
0.3% |
27% |
False |
False |
22 |
| 120 |
1.5968 |
1.4591 |
0.1377 |
9.2% |
0.0039 |
0.3% |
23% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5441 |
|
2.618 |
1.5254 |
|
1.618 |
1.5140 |
|
1.000 |
1.5070 |
|
0.618 |
1.5026 |
|
HIGH |
1.4956 |
|
0.618 |
1.4912 |
|
0.500 |
1.4899 |
|
0.382 |
1.4886 |
|
LOW |
1.4842 |
|
0.618 |
1.4772 |
|
1.000 |
1.4728 |
|
1.618 |
1.4658 |
|
2.618 |
1.4544 |
|
4.250 |
1.4358 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4906 |
1.4938 |
| PP |
1.4903 |
1.4928 |
| S1 |
1.4899 |
1.4919 |
|