CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5692 |
1.5608 |
-0.0084 |
-0.5% |
1.5860 |
| High |
1.5730 |
1.5630 |
-0.0100 |
-0.6% |
1.5902 |
| Low |
1.5580 |
1.5555 |
-0.0025 |
-0.2% |
1.5659 |
| Close |
1.5593 |
1.5592 |
-0.0001 |
0.0% |
1.5723 |
| Range |
0.0150 |
0.0075 |
-0.0075 |
-50.0% |
0.0243 |
| ATR |
0.0126 |
0.0122 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
91,034 |
64,146 |
-26,888 |
-29.5% |
393,232 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5817 |
1.5780 |
1.5633 |
|
| R3 |
1.5742 |
1.5705 |
1.5613 |
|
| R2 |
1.5667 |
1.5667 |
1.5606 |
|
| R1 |
1.5630 |
1.5630 |
1.5599 |
1.5611 |
| PP |
1.5592 |
1.5592 |
1.5592 |
1.5583 |
| S1 |
1.5555 |
1.5555 |
1.5585 |
1.5536 |
| S2 |
1.5517 |
1.5517 |
1.5578 |
|
| S3 |
1.5442 |
1.5480 |
1.5571 |
|
| S4 |
1.5367 |
1.5405 |
1.5551 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6490 |
1.6350 |
1.5857 |
|
| R3 |
1.6247 |
1.6107 |
1.5790 |
|
| R2 |
1.6004 |
1.6004 |
1.5768 |
|
| R1 |
1.5864 |
1.5864 |
1.5745 |
1.5813 |
| PP |
1.5761 |
1.5761 |
1.5761 |
1.5736 |
| S1 |
1.5621 |
1.5621 |
1.5701 |
1.5570 |
| S2 |
1.5518 |
1.5518 |
1.5678 |
|
| S3 |
1.5275 |
1.5378 |
1.5656 |
|
| S4 |
1.5032 |
1.5135 |
1.5589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5781 |
1.5555 |
0.0226 |
1.4% |
0.0100 |
0.6% |
16% |
False |
True |
85,938 |
| 10 |
1.5902 |
1.5555 |
0.0347 |
2.2% |
0.0102 |
0.7% |
11% |
False |
True |
81,808 |
| 20 |
1.5924 |
1.5180 |
0.0744 |
4.8% |
0.0126 |
0.8% |
55% |
False |
False |
76,143 |
| 40 |
1.5924 |
1.5158 |
0.0766 |
4.9% |
0.0132 |
0.8% |
57% |
False |
False |
38,512 |
| 60 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0132 |
0.8% |
75% |
False |
False |
25,707 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0131 |
0.8% |
75% |
False |
False |
19,292 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0110 |
0.7% |
75% |
False |
False |
15,434 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0093 |
0.6% |
75% |
False |
False |
12,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5949 |
|
2.618 |
1.5826 |
|
1.618 |
1.5751 |
|
1.000 |
1.5705 |
|
0.618 |
1.5676 |
|
HIGH |
1.5630 |
|
0.618 |
1.5601 |
|
0.500 |
1.5593 |
|
0.382 |
1.5584 |
|
LOW |
1.5555 |
|
0.618 |
1.5509 |
|
1.000 |
1.5480 |
|
1.618 |
1.5434 |
|
2.618 |
1.5359 |
|
4.250 |
1.5236 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5593 |
1.5662 |
| PP |
1.5592 |
1.5639 |
| S1 |
1.5592 |
1.5615 |
|