CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5679 |
1.5690 |
0.0011 |
0.1% |
1.5646 |
| High |
1.5700 |
1.5721 |
0.0021 |
0.1% |
1.5721 |
| Low |
1.5604 |
1.5656 |
0.0052 |
0.3% |
1.5559 |
| Close |
1.5675 |
1.5696 |
0.0021 |
0.1% |
1.5696 |
| Range |
0.0096 |
0.0065 |
-0.0031 |
-32.3% |
0.0162 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
87,359 |
90,730 |
3,371 |
3.9% |
417,375 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5886 |
1.5856 |
1.5732 |
|
| R3 |
1.5821 |
1.5791 |
1.5714 |
|
| R2 |
1.5756 |
1.5756 |
1.5708 |
|
| R1 |
1.5726 |
1.5726 |
1.5702 |
1.5741 |
| PP |
1.5691 |
1.5691 |
1.5691 |
1.5699 |
| S1 |
1.5661 |
1.5661 |
1.5690 |
1.5676 |
| S2 |
1.5626 |
1.5626 |
1.5684 |
|
| S3 |
1.5561 |
1.5596 |
1.5678 |
|
| S4 |
1.5496 |
1.5531 |
1.5660 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6145 |
1.6082 |
1.5785 |
|
| R3 |
1.5983 |
1.5920 |
1.5741 |
|
| R2 |
1.5821 |
1.5821 |
1.5726 |
|
| R1 |
1.5758 |
1.5758 |
1.5711 |
1.5790 |
| PP |
1.5659 |
1.5659 |
1.5659 |
1.5674 |
| S1 |
1.5596 |
1.5596 |
1.5681 |
1.5628 |
| S2 |
1.5497 |
1.5497 |
1.5666 |
|
| S3 |
1.5335 |
1.5434 |
1.5651 |
|
| S4 |
1.5173 |
1.5272 |
1.5607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5721 |
1.5559 |
0.0162 |
1.0% |
0.0099 |
0.6% |
85% |
True |
False |
83,475 |
| 10 |
1.5721 |
1.5454 |
0.0267 |
1.7% |
0.0097 |
0.6% |
91% |
True |
False |
81,294 |
| 20 |
1.5721 |
1.5419 |
0.0302 |
1.9% |
0.0104 |
0.7% |
92% |
True |
False |
87,313 |
| 40 |
1.5781 |
1.5323 |
0.0458 |
2.9% |
0.0110 |
0.7% |
81% |
False |
False |
84,017 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0118 |
0.8% |
70% |
False |
False |
74,435 |
| 80 |
1.5924 |
1.5074 |
0.0850 |
5.4% |
0.0124 |
0.8% |
73% |
False |
False |
55,900 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0122 |
0.8% |
83% |
False |
False |
44,736 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0123 |
0.8% |
83% |
False |
False |
37,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5997 |
|
2.618 |
1.5891 |
|
1.618 |
1.5826 |
|
1.000 |
1.5786 |
|
0.618 |
1.5761 |
|
HIGH |
1.5721 |
|
0.618 |
1.5696 |
|
0.500 |
1.5689 |
|
0.382 |
1.5681 |
|
LOW |
1.5656 |
|
0.618 |
1.5616 |
|
1.000 |
1.5591 |
|
1.618 |
1.5551 |
|
2.618 |
1.5486 |
|
4.250 |
1.5380 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5694 |
1.5685 |
| PP |
1.5691 |
1.5674 |
| S1 |
1.5689 |
1.5663 |
|