CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5360 |
1.5450 |
0.0090 |
0.6% |
1.5178 |
| High |
1.5477 |
1.5462 |
-0.0015 |
-0.1% |
1.5477 |
| Low |
1.5338 |
1.5400 |
0.0062 |
0.4% |
1.5172 |
| Close |
1.5468 |
1.5427 |
-0.0041 |
-0.3% |
1.5427 |
| Range |
0.0139 |
0.0062 |
-0.0077 |
-55.4% |
0.0305 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
138,513 |
30,255 |
-108,258 |
-78.2% |
452,541 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5616 |
1.5583 |
1.5461 |
|
| R3 |
1.5554 |
1.5521 |
1.5444 |
|
| R2 |
1.5492 |
1.5492 |
1.5438 |
|
| R1 |
1.5459 |
1.5459 |
1.5433 |
1.5445 |
| PP |
1.5430 |
1.5430 |
1.5430 |
1.5422 |
| S1 |
1.5397 |
1.5397 |
1.5421 |
1.5383 |
| S2 |
1.5368 |
1.5368 |
1.5416 |
|
| S3 |
1.5306 |
1.5335 |
1.5410 |
|
| S4 |
1.5244 |
1.5273 |
1.5393 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6274 |
1.6155 |
1.5595 |
|
| R3 |
1.5969 |
1.5850 |
1.5511 |
|
| R2 |
1.5664 |
1.5664 |
1.5483 |
|
| R1 |
1.5545 |
1.5545 |
1.5455 |
1.5605 |
| PP |
1.5359 |
1.5359 |
1.5359 |
1.5388 |
| S1 |
1.5240 |
1.5240 |
1.5399 |
1.5300 |
| S2 |
1.5054 |
1.5054 |
1.5371 |
|
| S3 |
1.4749 |
1.4935 |
1.5343 |
|
| S4 |
1.4444 |
1.4630 |
1.5259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5477 |
1.5164 |
0.0313 |
2.0% |
0.0122 |
0.8% |
84% |
False |
False |
106,292 |
| 10 |
1.5477 |
1.5164 |
0.0313 |
2.0% |
0.0108 |
0.7% |
84% |
False |
False |
97,304 |
| 20 |
1.5817 |
1.5164 |
0.0653 |
4.2% |
0.0119 |
0.8% |
40% |
False |
False |
99,310 |
| 40 |
1.5817 |
1.5164 |
0.0653 |
4.2% |
0.0112 |
0.7% |
40% |
False |
False |
91,438 |
| 60 |
1.5924 |
1.5164 |
0.0760 |
4.9% |
0.0114 |
0.7% |
35% |
False |
False |
89,371 |
| 80 |
1.5924 |
1.5160 |
0.0764 |
5.0% |
0.0122 |
0.8% |
35% |
False |
False |
74,662 |
| 100 |
1.5924 |
1.4919 |
0.1005 |
6.5% |
0.0125 |
0.8% |
51% |
False |
False |
59,760 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.6% |
0.0122 |
0.8% |
63% |
False |
False |
49,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5726 |
|
2.618 |
1.5624 |
|
1.618 |
1.5562 |
|
1.000 |
1.5524 |
|
0.618 |
1.5500 |
|
HIGH |
1.5462 |
|
0.618 |
1.5438 |
|
0.500 |
1.5431 |
|
0.382 |
1.5424 |
|
LOW |
1.5400 |
|
0.618 |
1.5362 |
|
1.000 |
1.5338 |
|
1.618 |
1.5300 |
|
2.618 |
1.5238 |
|
4.250 |
1.5137 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5431 |
1.5421 |
| PP |
1.5430 |
1.5414 |
| S1 |
1.5428 |
1.5408 |
|