CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5623 |
1.5582 |
-0.0041 |
-0.3% |
1.5505 |
| High |
1.5641 |
1.5630 |
-0.0011 |
-0.1% |
1.5685 |
| Low |
1.5560 |
1.5553 |
-0.0007 |
0.0% |
1.5485 |
| Close |
1.5578 |
1.5563 |
-0.0015 |
-0.1% |
1.5610 |
| Range |
0.0081 |
0.0077 |
-0.0004 |
-4.9% |
0.0200 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
73,899 |
85,405 |
11,506 |
15.6% |
403,923 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5813 |
1.5765 |
1.5605 |
|
| R3 |
1.5736 |
1.5688 |
1.5584 |
|
| R2 |
1.5659 |
1.5659 |
1.5577 |
|
| R1 |
1.5611 |
1.5611 |
1.5570 |
1.5597 |
| PP |
1.5582 |
1.5582 |
1.5582 |
1.5575 |
| S1 |
1.5534 |
1.5534 |
1.5556 |
1.5520 |
| S2 |
1.5505 |
1.5505 |
1.5549 |
|
| S3 |
1.5428 |
1.5457 |
1.5542 |
|
| S4 |
1.5351 |
1.5380 |
1.5521 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6193 |
1.6102 |
1.5720 |
|
| R3 |
1.5993 |
1.5902 |
1.5665 |
|
| R2 |
1.5793 |
1.5793 |
1.5647 |
|
| R1 |
1.5702 |
1.5702 |
1.5628 |
1.5748 |
| PP |
1.5593 |
1.5593 |
1.5593 |
1.5616 |
| S1 |
1.5502 |
1.5502 |
1.5592 |
1.5548 |
| S2 |
1.5393 |
1.5393 |
1.5573 |
|
| S3 |
1.5193 |
1.5302 |
1.5555 |
|
| S4 |
1.4993 |
1.5102 |
1.5500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5685 |
1.5544 |
0.0141 |
0.9% |
0.0095 |
0.6% |
13% |
False |
False |
83,783 |
| 10 |
1.5685 |
1.5461 |
0.0224 |
1.4% |
0.0101 |
0.6% |
46% |
False |
False |
78,920 |
| 20 |
1.5685 |
1.5323 |
0.0362 |
2.3% |
0.0109 |
0.7% |
66% |
False |
False |
76,805 |
| 40 |
1.5924 |
1.5247 |
0.0677 |
4.4% |
0.0116 |
0.7% |
47% |
False |
False |
81,057 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0125 |
0.8% |
53% |
False |
False |
54,804 |
| 80 |
1.5924 |
1.4592 |
0.1332 |
8.6% |
0.0127 |
0.8% |
73% |
False |
False |
41,128 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0126 |
0.8% |
73% |
False |
False |
32,913 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0112 |
0.7% |
73% |
False |
False |
27,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5957 |
|
2.618 |
1.5832 |
|
1.618 |
1.5755 |
|
1.000 |
1.5707 |
|
0.618 |
1.5678 |
|
HIGH |
1.5630 |
|
0.618 |
1.5601 |
|
0.500 |
1.5592 |
|
0.382 |
1.5582 |
|
LOW |
1.5553 |
|
0.618 |
1.5505 |
|
1.000 |
1.5476 |
|
1.618 |
1.5428 |
|
2.618 |
1.5351 |
|
4.250 |
1.5226 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5592 |
1.5609 |
| PP |
1.5582 |
1.5594 |
| S1 |
1.5573 |
1.5578 |
|