CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5394 |
1.5435 |
0.0041 |
0.3% |
1.5145 |
| High |
1.5505 |
1.5597 |
0.0092 |
0.6% |
1.5505 |
| Low |
1.5345 |
1.5385 |
0.0040 |
0.3% |
1.5074 |
| Close |
1.5439 |
1.5576 |
0.0137 |
0.9% |
1.5439 |
| Range |
0.0160 |
0.0212 |
0.0052 |
32.5% |
0.0431 |
| ATR |
0.0137 |
0.0142 |
0.0005 |
3.9% |
0.0000 |
| Volume |
81 |
349 |
268 |
330.9% |
471 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6155 |
1.6078 |
1.5693 |
|
| R3 |
1.5943 |
1.5866 |
1.5634 |
|
| R2 |
1.5731 |
1.5731 |
1.5615 |
|
| R1 |
1.5654 |
1.5654 |
1.5595 |
1.5693 |
| PP |
1.5519 |
1.5519 |
1.5519 |
1.5539 |
| S1 |
1.5442 |
1.5442 |
1.5557 |
1.5481 |
| S2 |
1.5307 |
1.5307 |
1.5537 |
|
| S3 |
1.5095 |
1.5230 |
1.5518 |
|
| S4 |
1.4883 |
1.5018 |
1.5459 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6632 |
1.6467 |
1.5676 |
|
| R3 |
1.6201 |
1.6036 |
1.5558 |
|
| R2 |
1.5770 |
1.5770 |
1.5518 |
|
| R1 |
1.5605 |
1.5605 |
1.5479 |
1.5688 |
| PP |
1.5339 |
1.5339 |
1.5339 |
1.5381 |
| S1 |
1.5174 |
1.5174 |
1.5399 |
1.5257 |
| S2 |
1.4908 |
1.4908 |
1.5360 |
|
| S3 |
1.4477 |
1.4743 |
1.5320 |
|
| S4 |
1.4046 |
1.4312 |
1.5202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5597 |
1.5090 |
0.0507 |
3.3% |
0.0137 |
0.9% |
96% |
True |
False |
123 |
| 10 |
1.5597 |
1.5074 |
0.0523 |
3.4% |
0.0150 |
1.0% |
96% |
True |
False |
116 |
| 20 |
1.5597 |
1.4600 |
0.0997 |
6.4% |
0.0139 |
0.9% |
98% |
True |
False |
108 |
| 40 |
1.5597 |
1.4591 |
0.1006 |
6.5% |
0.0132 |
0.9% |
98% |
True |
False |
85 |
| 60 |
1.5597 |
1.4591 |
0.1006 |
6.5% |
0.0103 |
0.7% |
98% |
True |
False |
57 |
| 80 |
1.5597 |
1.4591 |
0.1006 |
6.5% |
0.0078 |
0.5% |
98% |
True |
False |
45 |
| 100 |
1.5641 |
1.4591 |
0.1050 |
6.7% |
0.0065 |
0.4% |
94% |
False |
False |
36 |
| 120 |
1.5761 |
1.4591 |
0.1170 |
7.5% |
0.0054 |
0.3% |
84% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6498 |
|
2.618 |
1.6152 |
|
1.618 |
1.5940 |
|
1.000 |
1.5809 |
|
0.618 |
1.5728 |
|
HIGH |
1.5597 |
|
0.618 |
1.5516 |
|
0.500 |
1.5491 |
|
0.382 |
1.5466 |
|
LOW |
1.5385 |
|
0.618 |
1.5254 |
|
1.000 |
1.5173 |
|
1.618 |
1.5042 |
|
2.618 |
1.4830 |
|
4.250 |
1.4484 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5548 |
1.5510 |
| PP |
1.5519 |
1.5444 |
| S1 |
1.5491 |
1.5378 |
|