CME British Pound Future September 2015
Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
1.5447 |
1.5356 |
-0.0091 |
-0.6% |
1.5669 |
High |
1.5460 |
1.5413 |
-0.0047 |
-0.3% |
1.5781 |
Low |
1.5323 |
1.5337 |
0.0014 |
0.1% |
1.5555 |
Close |
1.5347 |
1.5356 |
0.0009 |
0.1% |
1.5592 |
Range |
0.0137 |
0.0076 |
-0.0061 |
-44.5% |
0.0226 |
ATR |
0.0128 |
0.0124 |
-0.0004 |
-2.9% |
0.0000 |
Volume |
85,885 |
68,421 |
-17,464 |
-20.3% |
366,046 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5597 |
1.5552 |
1.5398 |
|
R3 |
1.5521 |
1.5476 |
1.5377 |
|
R2 |
1.5445 |
1.5445 |
1.5370 |
|
R1 |
1.5400 |
1.5400 |
1.5363 |
1.5394 |
PP |
1.5369 |
1.5369 |
1.5369 |
1.5366 |
S1 |
1.5324 |
1.5324 |
1.5349 |
1.5318 |
S2 |
1.5293 |
1.5293 |
1.5342 |
|
S3 |
1.5217 |
1.5248 |
1.5335 |
|
S4 |
1.5141 |
1.5172 |
1.5314 |
|
|
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 |
1.5638 |
1.5323 |
0.0315 |
2.1% |
0.0120 |
0.8% |
10% |
False |
False |
86,061 |
10 |
1.5781 |
1.5323 |
0.0458 |
3.0% |
0.0112 |
0.7% |
7% |
False |
False |
87,203 |
20 |
1.5924 |
1.5323 |
0.0601 |
3.9% |
0.0119 |
0.8% |
5% |
False |
False |
86,383 |
40 |
1.5924 |
1.5160 |
0.0764 |
5.0% |
0.0129 |
0.8% |
26% |
False |
False |
47,645 |
60 |
1.5924 |
1.4690 |
0.1234 |
8.0% |
0.0132 |
0.9% |
54% |
False |
False |
31,803 |
80 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0131 |
0.9% |
57% |
False |
False |
23,869 |
100 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0115 |
0.7% |
57% |
False |
False |
19,096 |
120 |
1.5924 |
1.4591 |
0.1333 |
8.7% |
0.0097 |
0.6% |
57% |
False |
False |
15,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5736 |
2.618 |
1.5612 |
1.618 |
1.5536 |
1.000 |
1.5489 |
0.618 |
1.5460 |
HIGH |
1.5413 |
0.618 |
1.5384 |
0.500 |
1.5375 |
0.382 |
1.5366 |
LOW |
1.5337 |
0.618 |
1.5290 |
1.000 |
1.5261 |
1.618 |
1.5214 |
2.618 |
1.5138 |
4.250 |
1.5014 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5375 |
1.5462 |
PP |
1.5369 |
1.5427 |
S1 |
1.5362 |
1.5391 |
|