CME British Pound Future September 2015
Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.5657 |
1.5679 |
0.0022 |
0.1% |
1.5487 |
High |
1.5698 |
1.5700 |
0.0002 |
0.0% |
1.5661 |
Low |
1.5633 |
1.5604 |
-0.0029 |
-0.2% |
1.5454 |
Close |
1.5688 |
1.5675 |
-0.0013 |
-0.1% |
1.5649 |
Range |
0.0065 |
0.0096 |
0.0031 |
47.7% |
0.0207 |
ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
72,125 |
87,359 |
15,234 |
21.1% |
395,568 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5948 |
1.5907 |
1.5728 |
|
R3 |
1.5852 |
1.5811 |
1.5701 |
|
R2 |
1.5756 |
1.5756 |
1.5693 |
|
R1 |
1.5715 |
1.5715 |
1.5684 |
1.5688 |
PP |
1.5660 |
1.5660 |
1.5660 |
1.5646 |
S1 |
1.5619 |
1.5619 |
1.5666 |
1.5592 |
S2 |
1.5564 |
1.5564 |
1.5657 |
|
S3 |
1.5468 |
1.5523 |
1.5649 |
|
S4 |
1.5372 |
1.5427 |
1.5622 |
|
|
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 |
1.5714 |
1.5559 |
0.0155 |
1.0% |
0.0101 |
0.6% |
75% |
False |
False |
78,361 |
10 |
1.5714 |
1.5419 |
0.0295 |
1.9% |
0.0104 |
0.7% |
87% |
False |
False |
84,268 |
20 |
1.5714 |
1.5419 |
0.0295 |
1.9% |
0.0104 |
0.7% |
87% |
False |
False |
85,249 |
40 |
1.5781 |
1.5323 |
0.0458 |
2.9% |
0.0111 |
0.7% |
77% |
False |
False |
83,653 |
60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0119 |
0.8% |
67% |
False |
False |
72,936 |
80 |
1.5924 |
1.5074 |
0.0850 |
5.4% |
0.0125 |
0.8% |
71% |
False |
False |
54,766 |
100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0122 |
0.8% |
81% |
False |
False |
43,829 |
120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0122 |
0.8% |
81% |
False |
False |
36,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6108 |
2.618 |
1.5951 |
1.618 |
1.5855 |
1.000 |
1.5796 |
0.618 |
1.5759 |
HIGH |
1.5700 |
0.618 |
1.5663 |
0.500 |
1.5652 |
0.382 |
1.5641 |
LOW |
1.5604 |
0.618 |
1.5545 |
1.000 |
1.5508 |
1.618 |
1.5449 |
2.618 |
1.5353 |
4.250 |
1.5196 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5667 |
1.5662 |
PP |
1.5660 |
1.5649 |
S1 |
1.5652 |
1.5637 |
|