CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5487 |
1.5585 |
0.0098 |
0.6% |
1.5623 |
| High |
1.5603 |
1.5613 |
0.0010 |
0.1% |
1.5653 |
| Low |
1.5454 |
1.5551 |
0.0097 |
0.6% |
1.5419 |
| Close |
1.5600 |
1.5557 |
-0.0043 |
-0.3% |
1.5490 |
| Range |
0.0149 |
0.0062 |
-0.0087 |
-58.4% |
0.0234 |
| ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
90,497 |
74,674 |
-15,823 |
-17.5% |
529,401 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5760 |
1.5720 |
1.5591 |
|
| R3 |
1.5698 |
1.5658 |
1.5574 |
|
| R2 |
1.5636 |
1.5636 |
1.5568 |
|
| R1 |
1.5596 |
1.5596 |
1.5563 |
1.5585 |
| PP |
1.5574 |
1.5574 |
1.5574 |
1.5568 |
| S1 |
1.5534 |
1.5534 |
1.5551 |
1.5523 |
| S2 |
1.5512 |
1.5512 |
1.5546 |
|
| S3 |
1.5450 |
1.5472 |
1.5540 |
|
| S4 |
1.5388 |
1.5410 |
1.5523 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6223 |
1.6090 |
1.5619 |
|
| R3 |
1.5989 |
1.5856 |
1.5554 |
|
| R2 |
1.5755 |
1.5755 |
1.5533 |
|
| R1 |
1.5622 |
1.5622 |
1.5511 |
1.5572 |
| PP |
1.5521 |
1.5521 |
1.5521 |
1.5495 |
| S1 |
1.5388 |
1.5388 |
1.5469 |
1.5338 |
| S2 |
1.5287 |
1.5287 |
1.5447 |
|
| S3 |
1.5053 |
1.5154 |
1.5426 |
|
| S4 |
1.4819 |
1.4920 |
1.5361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5653 |
1.5419 |
0.0234 |
1.5% |
0.0128 |
0.8% |
59% |
False |
False |
107,053 |
| 10 |
1.5685 |
1.5419 |
0.0266 |
1.7% |
0.0112 |
0.7% |
52% |
False |
False |
95,418 |
| 20 |
1.5685 |
1.5419 |
0.0266 |
1.7% |
0.0106 |
0.7% |
52% |
False |
False |
82,235 |
| 40 |
1.5924 |
1.5323 |
0.0601 |
3.9% |
0.0115 |
0.7% |
39% |
False |
False |
85,081 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0125 |
0.8% |
52% |
False |
False |
63,703 |
| 80 |
1.5924 |
1.4842 |
0.1082 |
7.0% |
0.0127 |
0.8% |
66% |
False |
False |
47,811 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0123 |
0.8% |
72% |
False |
False |
38,262 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0117 |
0.8% |
72% |
False |
False |
31,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5877 |
|
2.618 |
1.5775 |
|
1.618 |
1.5713 |
|
1.000 |
1.5675 |
|
0.618 |
1.5651 |
|
HIGH |
1.5613 |
|
0.618 |
1.5589 |
|
0.500 |
1.5582 |
|
0.382 |
1.5575 |
|
LOW |
1.5551 |
|
0.618 |
1.5513 |
|
1.000 |
1.5489 |
|
1.618 |
1.5451 |
|
2.618 |
1.5389 |
|
4.250 |
1.5288 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5582 |
1.5543 |
| PP |
1.5574 |
1.5530 |
| S1 |
1.5565 |
1.5516 |
|