CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5655 |
1.5734 |
0.0079 |
0.5% |
1.5145 |
| High |
1.5746 |
1.5800 |
0.0054 |
0.3% |
1.5505 |
| Low |
1.5623 |
1.5731 |
0.0108 |
0.7% |
1.5074 |
| Close |
1.5735 |
1.5753 |
0.0018 |
0.1% |
1.5439 |
| Range |
0.0123 |
0.0069 |
-0.0054 |
-43.9% |
0.0431 |
| ATR |
0.0141 |
0.0136 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
363 |
234 |
-129 |
-35.5% |
471 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5968 |
1.5930 |
1.5791 |
|
| R3 |
1.5899 |
1.5861 |
1.5772 |
|
| R2 |
1.5830 |
1.5830 |
1.5766 |
|
| R1 |
1.5792 |
1.5792 |
1.5759 |
1.5811 |
| PP |
1.5761 |
1.5761 |
1.5761 |
1.5771 |
| S1 |
1.5723 |
1.5723 |
1.5747 |
1.5742 |
| S2 |
1.5692 |
1.5692 |
1.5740 |
|
| S3 |
1.5623 |
1.5654 |
1.5734 |
|
| S4 |
1.5554 |
1.5585 |
1.5715 |
|
|
| 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 |
1.5800 |
1.5345 |
0.0455 |
2.9% |
0.0142 |
0.9% |
90% |
True |
False |
267 |
| 10 |
1.5800 |
1.5074 |
0.0726 |
4.6% |
0.0136 |
0.9% |
94% |
True |
False |
185 |
| 20 |
1.5800 |
1.4842 |
0.0958 |
6.1% |
0.0133 |
0.8% |
95% |
True |
False |
138 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0124 |
0.8% |
96% |
True |
False |
102 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0107 |
0.7% |
96% |
True |
False |
72 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0083 |
0.5% |
96% |
True |
False |
56 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0069 |
0.4% |
96% |
True |
False |
45 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0057 |
0.4% |
96% |
True |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6093 |
|
2.618 |
1.5981 |
|
1.618 |
1.5912 |
|
1.000 |
1.5869 |
|
0.618 |
1.5843 |
|
HIGH |
1.5800 |
|
0.618 |
1.5774 |
|
0.500 |
1.5766 |
|
0.382 |
1.5757 |
|
LOW |
1.5731 |
|
0.618 |
1.5688 |
|
1.000 |
1.5662 |
|
1.618 |
1.5619 |
|
2.618 |
1.5550 |
|
4.250 |
1.5438 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5766 |
1.5727 |
| PP |
1.5761 |
1.5700 |
| S1 |
1.5757 |
1.5674 |
|