CME British Pound Future September 2015
Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1.5598 |
1.5447 |
-0.0151 |
-1.0% |
1.5669 |
High |
1.5601 |
1.5460 |
-0.0141 |
-0.9% |
1.5781 |
Low |
1.5405 |
1.5323 |
-0.0082 |
-0.5% |
1.5555 |
Close |
1.5436 |
1.5347 |
-0.0089 |
-0.6% |
1.5592 |
Range |
0.0196 |
0.0137 |
-0.0059 |
-30.1% |
0.0226 |
ATR |
0.0127 |
0.0128 |
0.0001 |
0.6% |
0.0000 |
Volume |
111,738 |
85,885 |
-25,853 |
-23.1% |
366,046 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5788 |
1.5704 |
1.5422 |
|
R3 |
1.5651 |
1.5567 |
1.5385 |
|
R2 |
1.5514 |
1.5514 |
1.5372 |
|
R1 |
1.5430 |
1.5430 |
1.5360 |
1.5404 |
PP |
1.5377 |
1.5377 |
1.5377 |
1.5363 |
S1 |
1.5293 |
1.5293 |
1.5334 |
1.5267 |
S2 |
1.5240 |
1.5240 |
1.5322 |
|
S3 |
1.5103 |
1.5156 |
1.5309 |
|
S4 |
1.4966 |
1.5019 |
1.5272 |
|
|
Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6321 |
1.6182 |
1.5716 |
|
R3 |
1.6095 |
1.5956 |
1.5654 |
|
R2 |
1.5869 |
1.5869 |
1.5633 |
|
R1 |
1.5730 |
1.5730 |
1.5613 |
1.5687 |
PP |
1.5643 |
1.5643 |
1.5643 |
1.5621 |
S1 |
1.5504 |
1.5504 |
1.5571 |
1.5461 |
S2 |
1.5417 |
1.5417 |
1.5551 |
|
S3 |
1.5191 |
1.5278 |
1.5530 |
|
S4 |
1.4965 |
1.5052 |
1.5468 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5730 |
1.5323 |
0.0407 |
2.7% |
0.0134 |
0.9% |
6% |
False |
True |
90,584 |
10 |
1.5794 |
1.5323 |
0.0471 |
3.1% |
0.0117 |
0.8% |
5% |
False |
True |
88,234 |
20 |
1.5924 |
1.5323 |
0.0601 |
3.9% |
0.0124 |
0.8% |
4% |
False |
True |
87,651 |
40 |
1.5924 |
1.5160 |
0.0764 |
5.0% |
0.0131 |
0.9% |
24% |
False |
False |
45,942 |
60 |
1.5924 |
1.4600 |
0.1324 |
8.6% |
0.0134 |
0.9% |
56% |
False |
False |
30,664 |
80 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0132 |
0.9% |
57% |
False |
False |
23,014 |
100 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0114 |
0.7% |
57% |
False |
False |
18,411 |
120 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0096 |
0.6% |
57% |
False |
False |
15,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6042 |
2.618 |
1.5819 |
1.618 |
1.5682 |
1.000 |
1.5597 |
0.618 |
1.5545 |
HIGH |
1.5460 |
0.618 |
1.5408 |
0.500 |
1.5392 |
0.382 |
1.5375 |
LOW |
1.5323 |
0.618 |
1.5238 |
1.000 |
1.5186 |
1.618 |
1.5101 |
2.618 |
1.4964 |
4.250 |
1.4741 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5392 |
1.5481 |
PP |
1.5377 |
1.5436 |
S1 |
1.5362 |
1.5392 |
|