CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5609 |
1.5646 |
0.0037 |
0.2% |
1.5487 |
| High |
1.5661 |
1.5689 |
0.0028 |
0.2% |
1.5661 |
| Low |
1.5585 |
1.5575 |
-0.0010 |
-0.1% |
1.5454 |
| Close |
1.5649 |
1.5582 |
-0.0067 |
-0.4% |
1.5649 |
| Range |
0.0076 |
0.0114 |
0.0038 |
50.0% |
0.0207 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.3% |
0.0000 |
| Volume |
65,164 |
64,797 |
-367 |
-0.6% |
395,568 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5957 |
1.5884 |
1.5645 |
|
| R3 |
1.5843 |
1.5770 |
1.5613 |
|
| R2 |
1.5729 |
1.5729 |
1.5603 |
|
| R1 |
1.5656 |
1.5656 |
1.5592 |
1.5636 |
| PP |
1.5615 |
1.5615 |
1.5615 |
1.5605 |
| S1 |
1.5542 |
1.5542 |
1.5572 |
1.5522 |
| S2 |
1.5501 |
1.5501 |
1.5561 |
|
| S3 |
1.5387 |
1.5428 |
1.5551 |
|
| S4 |
1.5273 |
1.5314 |
1.5519 |
|
|
| 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 |
1.5689 |
1.5531 |
0.0158 |
1.0% |
0.0089 |
0.6% |
32% |
True |
False |
73,973 |
| 10 |
1.5689 |
1.5419 |
0.0270 |
1.7% |
0.0110 |
0.7% |
60% |
True |
False |
91,586 |
| 20 |
1.5689 |
1.5419 |
0.0270 |
1.7% |
0.0105 |
0.7% |
60% |
True |
False |
84,127 |
| 40 |
1.5902 |
1.5323 |
0.0579 |
3.7% |
0.0112 |
0.7% |
45% |
False |
False |
83,442 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0122 |
0.8% |
55% |
False |
False |
68,602 |
| 80 |
1.5924 |
1.5026 |
0.0898 |
5.8% |
0.0126 |
0.8% |
62% |
False |
False |
51,496 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0122 |
0.8% |
74% |
False |
False |
41,214 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0120 |
0.8% |
74% |
False |
False |
34,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6174 |
|
2.618 |
1.5987 |
|
1.618 |
1.5873 |
|
1.000 |
1.5803 |
|
0.618 |
1.5759 |
|
HIGH |
1.5689 |
|
0.618 |
1.5645 |
|
0.500 |
1.5632 |
|
0.382 |
1.5619 |
|
LOW |
1.5575 |
|
0.618 |
1.5505 |
|
1.000 |
1.5461 |
|
1.618 |
1.5391 |
|
2.618 |
1.5277 |
|
4.250 |
1.5091 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5632 |
1.5629 |
| PP |
1.5615 |
1.5613 |
| S1 |
1.5599 |
1.5598 |
|