CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5556 |
1.5522 |
-0.0034 |
-0.2% |
1.5500 |
| High |
1.5606 |
1.5626 |
0.0020 |
0.1% |
1.5669 |
| Low |
1.5555 |
1.5522 |
-0.0033 |
-0.2% |
1.5494 |
| Close |
1.5555 |
1.5584 |
0.0029 |
0.2% |
1.5602 |
| Range |
0.0051 |
0.0104 |
0.0053 |
103.9% |
0.0175 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.5% |
0.0000 |
| Volume |
21 |
559 |
538 |
2,561.9% |
161 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5889 |
1.5841 |
1.5641 |
|
| R3 |
1.5785 |
1.5737 |
1.5613 |
|
| R2 |
1.5681 |
1.5681 |
1.5603 |
|
| R1 |
1.5633 |
1.5633 |
1.5594 |
1.5657 |
| PP |
1.5577 |
1.5577 |
1.5577 |
1.5590 |
| S1 |
1.5529 |
1.5529 |
1.5574 |
1.5553 |
| S2 |
1.5473 |
1.5473 |
1.5565 |
|
| S3 |
1.5369 |
1.5425 |
1.5555 |
|
| S4 |
1.5265 |
1.5321 |
1.5527 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6113 |
1.6033 |
1.5698 |
|
| R3 |
1.5938 |
1.5858 |
1.5650 |
|
| R2 |
1.5763 |
1.5763 |
1.5634 |
|
| R1 |
1.5683 |
1.5683 |
1.5618 |
1.5723 |
| PP |
1.5588 |
1.5588 |
1.5588 |
1.5609 |
| S1 |
1.5508 |
1.5508 |
1.5586 |
1.5548 |
| S2 |
1.5413 |
1.5413 |
1.5570 |
|
| S3 |
1.5238 |
1.5333 |
1.5554 |
|
| S4 |
1.5063 |
1.5158 |
1.5506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5655 |
1.5522 |
0.0133 |
0.9% |
0.0078 |
0.5% |
47% |
False |
True |
125 |
| 10 |
1.5669 |
1.5466 |
0.0203 |
1.3% |
0.0081 |
0.5% |
58% |
False |
False |
86 |
| 20 |
1.5669 |
1.5340 |
0.0329 |
2.1% |
0.0087 |
0.6% |
74% |
False |
False |
65 |
| 40 |
1.5892 |
1.5325 |
0.0567 |
3.6% |
0.0094 |
0.6% |
46% |
False |
False |
50 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0079 |
0.5% |
57% |
False |
False |
34 |
| 80 |
1.5892 |
1.4754 |
0.1138 |
7.3% |
0.0069 |
0.4% |
73% |
False |
False |
28 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0056 |
0.4% |
76% |
False |
False |
22 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0049 |
0.3% |
76% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6068 |
|
2.618 |
1.5898 |
|
1.618 |
1.5794 |
|
1.000 |
1.5730 |
|
0.618 |
1.5690 |
|
HIGH |
1.5626 |
|
0.618 |
1.5586 |
|
0.500 |
1.5574 |
|
0.382 |
1.5562 |
|
LOW |
1.5522 |
|
0.618 |
1.5458 |
|
1.000 |
1.5418 |
|
1.618 |
1.5354 |
|
2.618 |
1.5250 |
|
4.250 |
1.5080 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5581 |
1.5581 |
| PP |
1.5577 |
1.5577 |
| S1 |
1.5574 |
1.5574 |
|