CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5018 |
1.5034 |
0.0016 |
0.1% |
1.4935 |
| High |
1.5047 |
1.5170 |
0.0123 |
0.8% |
1.5170 |
| Low |
1.4953 |
1.5026 |
0.0073 |
0.5% |
1.4842 |
| Close |
1.5041 |
1.5162 |
0.0121 |
0.8% |
1.5162 |
| Range |
0.0094 |
0.0144 |
0.0050 |
53.2% |
0.0328 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.6% |
0.0000 |
| Volume |
113 |
32 |
-81 |
-71.7% |
431 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5551 |
1.5501 |
1.5241 |
|
| R3 |
1.5407 |
1.5357 |
1.5202 |
|
| R2 |
1.5263 |
1.5263 |
1.5188 |
|
| R1 |
1.5213 |
1.5213 |
1.5175 |
1.5238 |
| PP |
1.5119 |
1.5119 |
1.5119 |
1.5132 |
| S1 |
1.5069 |
1.5069 |
1.5149 |
1.5094 |
| S2 |
1.4975 |
1.4975 |
1.5136 |
|
| S3 |
1.4831 |
1.4925 |
1.5122 |
|
| S4 |
1.4687 |
1.4781 |
1.5083 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6042 |
1.5930 |
1.5342 |
|
| R3 |
1.5714 |
1.5602 |
1.5252 |
|
| R2 |
1.5386 |
1.5386 |
1.5222 |
|
| R1 |
1.5274 |
1.5274 |
1.5192 |
1.5330 |
| PP |
1.5058 |
1.5058 |
1.5058 |
1.5086 |
| S1 |
1.4946 |
1.4946 |
1.5132 |
1.5002 |
| S2 |
1.4730 |
1.4730 |
1.5102 |
|
| S3 |
1.4402 |
1.4618 |
1.5072 |
|
| S4 |
1.4074 |
1.4290 |
1.4982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5170 |
1.4842 |
0.0328 |
2.2% |
0.0114 |
0.7% |
98% |
True |
False |
86 |
| 10 |
1.5170 |
1.4592 |
0.0578 |
3.8% |
0.0121 |
0.8% |
99% |
True |
False |
110 |
| 20 |
1.5170 |
1.4591 |
0.0579 |
3.8% |
0.0109 |
0.7% |
99% |
True |
False |
82 |
| 40 |
1.5414 |
1.4591 |
0.0823 |
5.4% |
0.0111 |
0.7% |
69% |
False |
False |
55 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.1% |
0.0077 |
0.5% |
62% |
False |
False |
38 |
| 80 |
1.5551 |
1.4591 |
0.0960 |
6.3% |
0.0061 |
0.4% |
59% |
False |
False |
29 |
| 100 |
1.5699 |
1.4591 |
0.1108 |
7.3% |
0.0049 |
0.3% |
52% |
False |
False |
24 |
| 120 |
1.5952 |
1.4591 |
0.1361 |
9.0% |
0.0041 |
0.3% |
42% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5782 |
|
2.618 |
1.5547 |
|
1.618 |
1.5403 |
|
1.000 |
1.5314 |
|
0.618 |
1.5259 |
|
HIGH |
1.5170 |
|
0.618 |
1.5115 |
|
0.500 |
1.5098 |
|
0.382 |
1.5081 |
|
LOW |
1.5026 |
|
0.618 |
1.4937 |
|
1.000 |
1.4882 |
|
1.618 |
1.4793 |
|
2.618 |
1.4649 |
|
4.250 |
1.4414 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5141 |
1.5123 |
| PP |
1.5119 |
1.5084 |
| S1 |
1.5098 |
1.5045 |
|