CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5690 |
1.5685 |
-0.0005 |
0.0% |
1.5646 |
| High |
1.5721 |
1.5802 |
0.0081 |
0.5% |
1.5721 |
| Low |
1.5656 |
1.5628 |
-0.0028 |
-0.2% |
1.5559 |
| Close |
1.5696 |
1.5774 |
0.0078 |
0.5% |
1.5696 |
| Range |
0.0065 |
0.0174 |
0.0109 |
167.7% |
0.0162 |
| ATR |
0.0105 |
0.0110 |
0.0005 |
4.7% |
0.0000 |
| Volume |
90,730 |
152,621 |
61,891 |
68.2% |
417,375 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6257 |
1.6189 |
1.5870 |
|
| R3 |
1.6083 |
1.6015 |
1.5822 |
|
| R2 |
1.5909 |
1.5909 |
1.5806 |
|
| R1 |
1.5841 |
1.5841 |
1.5790 |
1.5875 |
| PP |
1.5735 |
1.5735 |
1.5735 |
1.5752 |
| S1 |
1.5667 |
1.5667 |
1.5758 |
1.5701 |
| S2 |
1.5561 |
1.5561 |
1.5742 |
|
| S3 |
1.5387 |
1.5493 |
1.5726 |
|
| S4 |
1.5213 |
1.5319 |
1.5678 |
|
|
| 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 |
1.5802 |
1.5559 |
0.0243 |
1.5% |
0.0111 |
0.7% |
88% |
True |
False |
101,039 |
| 10 |
1.5802 |
1.5531 |
0.0271 |
1.7% |
0.0100 |
0.6% |
90% |
True |
False |
87,506 |
| 20 |
1.5802 |
1.5419 |
0.0383 |
2.4% |
0.0108 |
0.7% |
93% |
True |
False |
91,370 |
| 40 |
1.5802 |
1.5323 |
0.0479 |
3.0% |
0.0113 |
0.7% |
94% |
True |
False |
86,241 |
| 60 |
1.5924 |
1.5160 |
0.0764 |
4.8% |
0.0119 |
0.8% |
80% |
False |
False |
76,933 |
| 80 |
1.5924 |
1.5074 |
0.0850 |
5.4% |
0.0124 |
0.8% |
82% |
False |
False |
57,806 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0123 |
0.8% |
89% |
False |
False |
46,261 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0124 |
0.8% |
89% |
False |
False |
38,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6542 |
|
2.618 |
1.6258 |
|
1.618 |
1.6084 |
|
1.000 |
1.5976 |
|
0.618 |
1.5910 |
|
HIGH |
1.5802 |
|
0.618 |
1.5736 |
|
0.500 |
1.5715 |
|
0.382 |
1.5694 |
|
LOW |
1.5628 |
|
0.618 |
1.5520 |
|
1.000 |
1.5454 |
|
1.618 |
1.5346 |
|
2.618 |
1.5172 |
|
4.250 |
1.4889 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5754 |
1.5750 |
| PP |
1.5735 |
1.5727 |
| S1 |
1.5715 |
1.5703 |
|