CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5496 |
1.5529 |
0.0033 |
0.2% |
1.5435 |
| High |
1.5565 |
1.5685 |
0.0120 |
0.8% |
1.5800 |
| Low |
1.5462 |
1.5515 |
0.0053 |
0.3% |
1.5385 |
| Close |
1.5532 |
1.5660 |
0.0128 |
0.8% |
1.5739 |
| Range |
0.0103 |
0.0170 |
0.0067 |
65.0% |
0.0415 |
| ATR |
0.0134 |
0.0137 |
0.0003 |
1.9% |
0.0000 |
| Volume |
435 |
171 |
-264 |
-60.7% |
1,370 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6130 |
1.6065 |
1.5754 |
|
| R3 |
1.5960 |
1.5895 |
1.5707 |
|
| R2 |
1.5790 |
1.5790 |
1.5691 |
|
| R1 |
1.5725 |
1.5725 |
1.5676 |
1.5758 |
| PP |
1.5620 |
1.5620 |
1.5620 |
1.5636 |
| S1 |
1.5555 |
1.5555 |
1.5644 |
1.5588 |
| S2 |
1.5450 |
1.5450 |
1.5629 |
|
| S3 |
1.5280 |
1.5385 |
1.5613 |
|
| S4 |
1.5110 |
1.5215 |
1.5567 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6886 |
1.6728 |
1.5967 |
|
| R3 |
1.6471 |
1.6313 |
1.5853 |
|
| R2 |
1.6056 |
1.6056 |
1.5815 |
|
| R1 |
1.5898 |
1.5898 |
1.5777 |
1.5977 |
| PP |
1.5641 |
1.5641 |
1.5641 |
1.5681 |
| S1 |
1.5483 |
1.5483 |
1.5701 |
1.5562 |
| S2 |
1.5226 |
1.5226 |
1.5663 |
|
| S3 |
1.4811 |
1.5068 |
1.5625 |
|
| S4 |
1.4396 |
1.4653 |
1.5511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5780 |
1.5436 |
0.0344 |
2.2% |
0.0129 |
0.8% |
65% |
False |
False |
267 |
| 10 |
1.5800 |
1.5345 |
0.0455 |
2.9% |
0.0136 |
0.9% |
69% |
False |
False |
267 |
| 20 |
1.5800 |
1.5026 |
0.0774 |
4.9% |
0.0138 |
0.9% |
82% |
False |
False |
176 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0122 |
0.8% |
88% |
False |
False |
131 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0118 |
0.8% |
88% |
False |
False |
94 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0091 |
0.6% |
88% |
False |
False |
72 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0075 |
0.5% |
88% |
False |
False |
58 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0063 |
0.4% |
88% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6408 |
|
2.618 |
1.6130 |
|
1.618 |
1.5960 |
|
1.000 |
1.5855 |
|
0.618 |
1.5790 |
|
HIGH |
1.5685 |
|
0.618 |
1.5620 |
|
0.500 |
1.5600 |
|
0.382 |
1.5580 |
|
LOW |
1.5515 |
|
0.618 |
1.5410 |
|
1.000 |
1.5345 |
|
1.618 |
1.5240 |
|
2.618 |
1.5070 |
|
4.250 |
1.4793 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5640 |
1.5627 |
| PP |
1.5620 |
1.5594 |
| S1 |
1.5600 |
1.5561 |
|