CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5459 |
1.5380 |
-0.0079 |
-0.5% |
1.5709 |
| High |
1.5491 |
1.5424 |
-0.0067 |
-0.4% |
1.5709 |
| Low |
1.5348 |
1.5289 |
-0.0059 |
-0.4% |
1.5436 |
| Close |
1.5372 |
1.5325 |
-0.0047 |
-0.3% |
1.5475 |
| Range |
0.0143 |
0.0135 |
-0.0008 |
-5.6% |
0.0273 |
| ATR |
0.0142 |
0.0142 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
483 |
1,003 |
520 |
107.7% |
1,558 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5751 |
1.5673 |
1.5399 |
|
| R3 |
1.5616 |
1.5538 |
1.5362 |
|
| R2 |
1.5481 |
1.5481 |
1.5350 |
|
| R1 |
1.5403 |
1.5403 |
1.5337 |
1.5375 |
| PP |
1.5346 |
1.5346 |
1.5346 |
1.5332 |
| S1 |
1.5268 |
1.5268 |
1.5313 |
1.5240 |
| S2 |
1.5211 |
1.5211 |
1.5300 |
|
| S3 |
1.5076 |
1.5133 |
1.5288 |
|
| S4 |
1.4941 |
1.4998 |
1.5251 |
|
|
| 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 |
1.5685 |
1.5289 |
0.0396 |
2.6% |
0.0153 |
1.0% |
9% |
False |
True |
485 |
| 10 |
1.5800 |
1.5289 |
0.0511 |
3.3% |
0.0133 |
0.9% |
7% |
False |
True |
375 |
| 20 |
1.5800 |
1.5074 |
0.0726 |
4.7% |
0.0141 |
0.9% |
35% |
False |
False |
257 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0127 |
0.8% |
61% |
False |
False |
168 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0125 |
0.8% |
61% |
False |
False |
125 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0097 |
0.6% |
61% |
False |
False |
95 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0080 |
0.5% |
61% |
False |
False |
77 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0067 |
0.4% |
61% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5998 |
|
2.618 |
1.5777 |
|
1.618 |
1.5642 |
|
1.000 |
1.5559 |
|
0.618 |
1.5507 |
|
HIGH |
1.5424 |
|
0.618 |
1.5372 |
|
0.500 |
1.5357 |
|
0.382 |
1.5341 |
|
LOW |
1.5289 |
|
0.618 |
1.5206 |
|
1.000 |
1.5154 |
|
1.618 |
1.5071 |
|
2.618 |
1.4936 |
|
4.250 |
1.4715 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5357 |
1.5477 |
| PP |
1.5346 |
1.5426 |
| S1 |
1.5336 |
1.5376 |
|