CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5582 |
1.5562 |
-0.0020 |
-0.1% |
1.5505 |
| High |
1.5630 |
1.5653 |
0.0023 |
0.1% |
1.5685 |
| Low |
1.5553 |
1.5520 |
-0.0033 |
-0.2% |
1.5485 |
| Close |
1.5563 |
1.5593 |
0.0030 |
0.2% |
1.5610 |
| Range |
0.0077 |
0.0133 |
0.0056 |
72.7% |
0.0200 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
1.6% |
0.0000 |
| Volume |
85,405 |
100,815 |
15,410 |
18.0% |
403,923 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5988 |
1.5923 |
1.5666 |
|
| R3 |
1.5855 |
1.5790 |
1.5630 |
|
| R2 |
1.5722 |
1.5722 |
1.5617 |
|
| R1 |
1.5657 |
1.5657 |
1.5605 |
1.5690 |
| PP |
1.5589 |
1.5589 |
1.5589 |
1.5605 |
| S1 |
1.5524 |
1.5524 |
1.5581 |
1.5557 |
| S2 |
1.5456 |
1.5456 |
1.5569 |
|
| S3 |
1.5323 |
1.5391 |
1.5556 |
|
| S4 |
1.5190 |
1.5258 |
1.5520 |
|
|
| 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 |
1.5674 |
1.5520 |
0.0154 |
1.0% |
0.0101 |
0.6% |
47% |
False |
True |
87,923 |
| 10 |
1.5685 |
1.5461 |
0.0224 |
1.4% |
0.0105 |
0.7% |
59% |
False |
False |
80,484 |
| 20 |
1.5685 |
1.5337 |
0.0348 |
2.2% |
0.0109 |
0.7% |
74% |
False |
False |
77,552 |
| 40 |
1.5924 |
1.5323 |
0.0601 |
3.9% |
0.0116 |
0.7% |
45% |
False |
False |
82,601 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0124 |
0.8% |
57% |
False |
False |
56,479 |
| 80 |
1.5924 |
1.4600 |
0.1324 |
8.5% |
0.0127 |
0.8% |
75% |
False |
False |
42,386 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0127 |
0.8% |
75% |
False |
False |
33,921 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0113 |
0.7% |
75% |
False |
False |
28,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6218 |
|
2.618 |
1.6001 |
|
1.618 |
1.5868 |
|
1.000 |
1.5786 |
|
0.618 |
1.5735 |
|
HIGH |
1.5653 |
|
0.618 |
1.5602 |
|
0.500 |
1.5587 |
|
0.382 |
1.5571 |
|
LOW |
1.5520 |
|
0.618 |
1.5438 |
|
1.000 |
1.5387 |
|
1.618 |
1.5305 |
|
2.618 |
1.5172 |
|
4.250 |
1.4955 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5591 |
1.5591 |
| PP |
1.5589 |
1.5589 |
| S1 |
1.5587 |
1.5587 |
|