CME British Pound Future September 2015
Trading Metrics calculated at close of trading on 04-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
Open |
1.5342 |
1.5145 |
-0.0197 |
-1.3% |
1.5172 |
High |
1.5371 |
1.5147 |
-0.0224 |
-1.5% |
1.5470 |
Low |
1.5105 |
1.5074 |
-0.0031 |
-0.2% |
1.5105 |
Close |
1.5119 |
1.5109 |
-0.0010 |
-0.1% |
1.5119 |
Range |
0.0266 |
0.0073 |
-0.0193 |
-72.6% |
0.0365 |
ATR |
0.0138 |
0.0134 |
-0.0005 |
-3.4% |
0.0000 |
Volume |
130 |
203 |
73 |
56.2% |
423 |
|
Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5329 |
1.5292 |
1.5149 |
|
R3 |
1.5256 |
1.5219 |
1.5129 |
|
R2 |
1.5183 |
1.5183 |
1.5122 |
|
R1 |
1.5146 |
1.5146 |
1.5116 |
1.5128 |
PP |
1.5110 |
1.5110 |
1.5110 |
1.5101 |
S1 |
1.5073 |
1.5073 |
1.5102 |
1.5055 |
S2 |
1.5037 |
1.5037 |
1.5096 |
|
S3 |
1.4964 |
1.5000 |
1.5089 |
|
S4 |
1.4891 |
1.4927 |
1.5069 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6326 |
1.6088 |
1.5320 |
|
R3 |
1.5961 |
1.5723 |
1.5219 |
|
R2 |
1.5596 |
1.5596 |
1.5186 |
|
R1 |
1.5358 |
1.5358 |
1.5152 |
1.5295 |
PP |
1.5231 |
1.5231 |
1.5231 |
1.5200 |
S1 |
1.4993 |
1.4993 |
1.5086 |
1.4930 |
S2 |
1.4866 |
1.4866 |
1.5052 |
|
S3 |
1.4501 |
1.4628 |
1.5019 |
|
S4 |
1.4136 |
1.4263 |
1.4918 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5470 |
1.5074 |
0.0396 |
2.6% |
0.0162 |
1.1% |
9% |
False |
True |
110 |
10 |
1.5470 |
1.4842 |
0.0628 |
4.2% |
0.0144 |
1.0% |
43% |
False |
False |
88 |
20 |
1.5470 |
1.4591 |
0.0879 |
5.8% |
0.0134 |
0.9% |
59% |
False |
False |
94 |
40 |
1.5470 |
1.4591 |
0.0879 |
5.8% |
0.0128 |
0.8% |
59% |
False |
False |
70 |
60 |
1.5510 |
1.4591 |
0.0919 |
6.1% |
0.0093 |
0.6% |
56% |
False |
False |
48 |
80 |
1.5510 |
1.4591 |
0.0919 |
6.1% |
0.0072 |
0.5% |
56% |
False |
False |
37 |
100 |
1.5699 |
1.4591 |
0.1108 |
7.3% |
0.0058 |
0.4% |
47% |
False |
False |
30 |
120 |
1.5840 |
1.4591 |
0.1249 |
8.3% |
0.0049 |
0.3% |
41% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5457 |
2.618 |
1.5338 |
1.618 |
1.5265 |
1.000 |
1.5220 |
0.618 |
1.5192 |
HIGH |
1.5147 |
0.618 |
1.5119 |
0.500 |
1.5111 |
0.382 |
1.5102 |
LOW |
1.5074 |
0.618 |
1.5029 |
1.000 |
1.5001 |
1.618 |
1.4956 |
2.618 |
1.4883 |
4.250 |
1.4764 |
|
|
Fisher Pivots for day following 04-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5111 |
1.5272 |
PP |
1.5110 |
1.5218 |
S1 |
1.5110 |
1.5163 |
|