CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5145 |
1.5113 |
-0.0032 |
-0.2% |
1.5172 |
| High |
1.5147 |
1.5200 |
0.0053 |
0.3% |
1.5470 |
| Low |
1.5074 |
1.5090 |
0.0016 |
0.1% |
1.5105 |
| Close |
1.5109 |
1.5161 |
0.0052 |
0.3% |
1.5119 |
| Range |
0.0073 |
0.0110 |
0.0037 |
50.7% |
0.0365 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
203 |
41 |
-162 |
-79.8% |
423 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5480 |
1.5431 |
1.5222 |
|
| R3 |
1.5370 |
1.5321 |
1.5191 |
|
| R2 |
1.5260 |
1.5260 |
1.5181 |
|
| R1 |
1.5211 |
1.5211 |
1.5171 |
1.5236 |
| PP |
1.5150 |
1.5150 |
1.5150 |
1.5163 |
| S1 |
1.5101 |
1.5101 |
1.5151 |
1.5126 |
| S2 |
1.5040 |
1.5040 |
1.5141 |
|
| S3 |
1.4930 |
1.4991 |
1.5131 |
|
| S4 |
1.4820 |
1.4881 |
1.5101 |
|
|
| 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% |
0.0153 |
1.0% |
22% |
False |
False |
101 |
| 10 |
1.5470 |
1.4919 |
0.0551 |
3.6% |
0.0143 |
0.9% |
44% |
False |
False |
82 |
| 20 |
1.5470 |
1.4591 |
0.0879 |
5.8% |
0.0135 |
0.9% |
65% |
False |
False |
95 |
| 40 |
1.5470 |
1.4591 |
0.0879 |
5.8% |
0.0129 |
0.9% |
65% |
False |
False |
71 |
| 60 |
1.5510 |
1.4591 |
0.0919 |
6.1% |
0.0094 |
0.6% |
62% |
False |
False |
49 |
| 80 |
1.5510 |
1.4591 |
0.0919 |
6.1% |
0.0073 |
0.5% |
62% |
False |
False |
38 |
| 100 |
1.5699 |
1.4591 |
0.1108 |
7.3% |
0.0059 |
0.4% |
51% |
False |
False |
30 |
| 120 |
1.5761 |
1.4591 |
0.1170 |
7.7% |
0.0050 |
0.3% |
49% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5668 |
|
2.618 |
1.5488 |
|
1.618 |
1.5378 |
|
1.000 |
1.5310 |
|
0.618 |
1.5268 |
|
HIGH |
1.5200 |
|
0.618 |
1.5158 |
|
0.500 |
1.5145 |
|
0.382 |
1.5132 |
|
LOW |
1.5090 |
|
0.618 |
1.5022 |
|
1.000 |
1.4980 |
|
1.618 |
1.4912 |
|
2.618 |
1.4802 |
|
4.250 |
1.4623 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5156 |
1.5223 |
| PP |
1.5150 |
1.5202 |
| S1 |
1.5145 |
1.5182 |
|