CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5611 |
1.5609 |
-0.0002 |
0.0% |
1.5487 |
| High |
1.5634 |
1.5661 |
0.0027 |
0.2% |
1.5661 |
| Low |
1.5569 |
1.5585 |
0.0016 |
0.1% |
1.5454 |
| Close |
1.5611 |
1.5649 |
0.0038 |
0.2% |
1.5649 |
| Range |
0.0065 |
0.0076 |
0.0011 |
16.9% |
0.0207 |
| ATR |
0.0111 |
0.0109 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
59,731 |
65,164 |
5,433 |
9.1% |
395,568 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5860 |
1.5830 |
1.5691 |
|
| R3 |
1.5784 |
1.5754 |
1.5670 |
|
| R2 |
1.5708 |
1.5708 |
1.5663 |
|
| R1 |
1.5678 |
1.5678 |
1.5656 |
1.5693 |
| PP |
1.5632 |
1.5632 |
1.5632 |
1.5639 |
| S1 |
1.5602 |
1.5602 |
1.5642 |
1.5617 |
| S2 |
1.5556 |
1.5556 |
1.5635 |
|
| S3 |
1.5480 |
1.5526 |
1.5628 |
|
| S4 |
1.5404 |
1.5450 |
1.5607 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6209 |
1.6136 |
1.5763 |
|
| R3 |
1.6002 |
1.5929 |
1.5706 |
|
| R2 |
1.5795 |
1.5795 |
1.5687 |
|
| R1 |
1.5722 |
1.5722 |
1.5668 |
1.5759 |
| PP |
1.5588 |
1.5588 |
1.5588 |
1.5606 |
| S1 |
1.5515 |
1.5515 |
1.5630 |
1.5552 |
| S2 |
1.5381 |
1.5381 |
1.5611 |
|
| S3 |
1.5174 |
1.5308 |
1.5592 |
|
| S4 |
1.4967 |
1.5101 |
1.5535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5661 |
1.5454 |
0.0207 |
1.3% |
0.0096 |
0.6% |
94% |
True |
False |
79,113 |
| 10 |
1.5661 |
1.5419 |
0.0242 |
1.5% |
0.0107 |
0.7% |
95% |
True |
False |
92,496 |
| 20 |
1.5685 |
1.5419 |
0.0266 |
1.7% |
0.0104 |
0.7% |
86% |
False |
False |
83,673 |
| 40 |
1.5902 |
1.5323 |
0.0579 |
3.7% |
0.0110 |
0.7% |
56% |
False |
False |
83,293 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0123 |
0.8% |
64% |
False |
False |
67,525 |
| 80 |
1.5924 |
1.4953 |
0.0971 |
6.2% |
0.0126 |
0.8% |
72% |
False |
False |
50,687 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0123 |
0.8% |
79% |
False |
False |
40,566 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0119 |
0.8% |
79% |
False |
False |
33,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5984 |
|
2.618 |
1.5860 |
|
1.618 |
1.5784 |
|
1.000 |
1.5737 |
|
0.618 |
1.5708 |
|
HIGH |
1.5661 |
|
0.618 |
1.5632 |
|
0.500 |
1.5623 |
|
0.382 |
1.5614 |
|
LOW |
1.5585 |
|
0.618 |
1.5538 |
|
1.000 |
1.5509 |
|
1.618 |
1.5462 |
|
2.618 |
1.5386 |
|
4.250 |
1.5262 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5640 |
1.5631 |
| PP |
1.5632 |
1.5614 |
| S1 |
1.5623 |
1.5596 |
|