CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5556 |
1.5604 |
0.0048 |
0.3% |
1.5495 |
| High |
1.5623 |
1.5651 |
0.0028 |
0.2% |
1.5650 |
| Low |
1.5556 |
1.5497 |
-0.0059 |
-0.4% |
1.5441 |
| Close |
1.5584 |
1.5498 |
-0.0086 |
-0.6% |
1.5596 |
| Range |
0.0067 |
0.0154 |
0.0087 |
129.9% |
0.0209 |
| ATR |
0.0095 |
0.0099 |
0.0004 |
4.4% |
0.0000 |
| Volume |
16 |
37 |
21 |
131.3% |
330 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6011 |
1.5908 |
1.5583 |
|
| R3 |
1.5857 |
1.5754 |
1.5540 |
|
| R2 |
1.5703 |
1.5703 |
1.5526 |
|
| R1 |
1.5600 |
1.5600 |
1.5512 |
1.5575 |
| PP |
1.5549 |
1.5549 |
1.5549 |
1.5536 |
| S1 |
1.5446 |
1.5446 |
1.5484 |
1.5421 |
| S2 |
1.5395 |
1.5395 |
1.5470 |
|
| S3 |
1.5241 |
1.5292 |
1.5456 |
|
| S4 |
1.5087 |
1.5138 |
1.5413 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6189 |
1.6102 |
1.5711 |
|
| R3 |
1.5980 |
1.5893 |
1.5653 |
|
| R2 |
1.5771 |
1.5771 |
1.5634 |
|
| R1 |
1.5684 |
1.5684 |
1.5615 |
1.5728 |
| PP |
1.5562 |
1.5562 |
1.5562 |
1.5584 |
| S1 |
1.5475 |
1.5475 |
1.5577 |
1.5519 |
| S2 |
1.5353 |
1.5353 |
1.5558 |
|
| S3 |
1.5144 |
1.5266 |
1.5539 |
|
| S4 |
1.4935 |
1.5057 |
1.5481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5651 |
1.5497 |
0.0154 |
1.0% |
0.0082 |
0.5% |
1% |
True |
True |
28 |
| 10 |
1.5651 |
1.5352 |
0.0299 |
1.9% |
0.0103 |
0.7% |
49% |
True |
False |
47 |
| 20 |
1.5767 |
1.5325 |
0.0442 |
2.9% |
0.0095 |
0.6% |
39% |
False |
False |
46 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0095 |
0.6% |
45% |
False |
False |
31 |
| 60 |
1.5892 |
1.5103 |
0.0789 |
5.1% |
0.0078 |
0.5% |
50% |
False |
False |
21 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0061 |
0.4% |
69% |
False |
False |
18 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0051 |
0.3% |
69% |
False |
False |
14 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0043 |
0.3% |
69% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6306 |
|
2.618 |
1.6054 |
|
1.618 |
1.5900 |
|
1.000 |
1.5805 |
|
0.618 |
1.5746 |
|
HIGH |
1.5651 |
|
0.618 |
1.5592 |
|
0.500 |
1.5574 |
|
0.382 |
1.5556 |
|
LOW |
1.5497 |
|
0.618 |
1.5402 |
|
1.000 |
1.5343 |
|
1.618 |
1.5248 |
|
2.618 |
1.5094 |
|
4.250 |
1.4843 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5574 |
1.5574 |
| PP |
1.5549 |
1.5549 |
| S1 |
1.5523 |
1.5523 |
|