CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5529 |
1.5654 |
0.0125 |
0.8% |
1.5709 |
| High |
1.5685 |
1.5665 |
-0.0020 |
-0.1% |
1.5709 |
| Low |
1.5515 |
1.5449 |
-0.0066 |
-0.4% |
1.5436 |
| Close |
1.5660 |
1.5475 |
-0.0185 |
-1.2% |
1.5475 |
| Range |
0.0170 |
0.0216 |
0.0046 |
27.1% |
0.0273 |
| ATR |
0.0137 |
0.0142 |
0.0006 |
4.2% |
0.0000 |
| Volume |
171 |
334 |
163 |
95.3% |
1,558 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6178 |
1.6042 |
1.5594 |
|
| R3 |
1.5962 |
1.5826 |
1.5534 |
|
| R2 |
1.5746 |
1.5746 |
1.5515 |
|
| R1 |
1.5610 |
1.5610 |
1.5495 |
1.5570 |
| PP |
1.5530 |
1.5530 |
1.5530 |
1.5510 |
| S1 |
1.5394 |
1.5394 |
1.5455 |
1.5354 |
| S2 |
1.5314 |
1.5314 |
1.5435 |
|
| S3 |
1.5098 |
1.5178 |
1.5416 |
|
| S4 |
1.4882 |
1.4962 |
1.5356 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6359 |
1.6190 |
1.5625 |
|
| R3 |
1.6086 |
1.5917 |
1.5550 |
|
| R2 |
1.5813 |
1.5813 |
1.5525 |
|
| R1 |
1.5644 |
1.5644 |
1.5500 |
1.5592 |
| PP |
1.5540 |
1.5540 |
1.5540 |
1.5514 |
| S1 |
1.5371 |
1.5371 |
1.5450 |
1.5319 |
| S2 |
1.5267 |
1.5267 |
1.5425 |
|
| S3 |
1.4994 |
1.5098 |
1.5400 |
|
| S4 |
1.4721 |
1.4825 |
1.5325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5709 |
1.5436 |
0.0273 |
1.8% |
0.0156 |
1.0% |
14% |
False |
False |
311 |
| 10 |
1.5800 |
1.5385 |
0.0415 |
2.7% |
0.0141 |
0.9% |
22% |
False |
False |
292 |
| 20 |
1.5800 |
1.5074 |
0.0726 |
4.7% |
0.0142 |
0.9% |
55% |
False |
False |
191 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0125 |
0.8% |
73% |
False |
False |
136 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0121 |
0.8% |
73% |
False |
False |
100 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0093 |
0.6% |
73% |
False |
False |
76 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0077 |
0.5% |
73% |
False |
False |
62 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0064 |
0.4% |
73% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6583 |
|
2.618 |
1.6230 |
|
1.618 |
1.6014 |
|
1.000 |
1.5881 |
|
0.618 |
1.5798 |
|
HIGH |
1.5665 |
|
0.618 |
1.5582 |
|
0.500 |
1.5557 |
|
0.382 |
1.5532 |
|
LOW |
1.5449 |
|
0.618 |
1.5316 |
|
1.000 |
1.5233 |
|
1.618 |
1.5100 |
|
2.618 |
1.4884 |
|
4.250 |
1.4531 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5557 |
1.5567 |
| PP |
1.5530 |
1.5536 |
| S1 |
1.5502 |
1.5506 |
|