CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.5568 |
1.5606 |
0.0038 |
0.2% |
1.5616 |
High |
1.5644 |
1.5615 |
-0.0029 |
-0.2% |
1.5626 |
Low |
1.5530 |
1.5567 |
0.0037 |
0.2% |
1.5416 |
Close |
1.5603 |
1.5604 |
0.0001 |
0.0% |
1.5484 |
Range |
0.0114 |
0.0048 |
-0.0066 |
-57.9% |
0.0210 |
ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
92 |
191 |
99 |
107.6% |
754 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5739 |
1.5720 |
1.5630 |
|
R3 |
1.5691 |
1.5672 |
1.5617 |
|
R2 |
1.5643 |
1.5643 |
1.5613 |
|
R1 |
1.5624 |
1.5624 |
1.5608 |
1.5610 |
PP |
1.5595 |
1.5595 |
1.5595 |
1.5588 |
S1 |
1.5576 |
1.5576 |
1.5600 |
1.5562 |
S2 |
1.5547 |
1.5547 |
1.5595 |
|
S3 |
1.5499 |
1.5528 |
1.5591 |
|
S4 |
1.5451 |
1.5480 |
1.5578 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6139 |
1.6021 |
1.5600 |
|
R3 |
1.5929 |
1.5811 |
1.5542 |
|
R2 |
1.5719 |
1.5719 |
1.5523 |
|
R1 |
1.5601 |
1.5601 |
1.5503 |
1.5555 |
PP |
1.5509 |
1.5509 |
1.5509 |
1.5486 |
S1 |
1.5391 |
1.5391 |
1.5465 |
1.5345 |
S2 |
1.5299 |
1.5299 |
1.5446 |
|
S3 |
1.5089 |
1.5181 |
1.5426 |
|
S4 |
1.4879 |
1.4971 |
1.5369 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5644 |
1.5416 |
0.0228 |
1.5% |
0.0089 |
0.6% |
82% |
False |
False |
151 |
10 |
1.5655 |
1.5416 |
0.0239 |
1.5% |
0.0094 |
0.6% |
79% |
False |
False |
141 |
20 |
1.5669 |
1.5416 |
0.0253 |
1.6% |
0.0084 |
0.5% |
74% |
False |
False |
88 |
40 |
1.5892 |
1.5325 |
0.0567 |
3.6% |
0.0090 |
0.6% |
49% |
False |
False |
67 |
60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0086 |
0.5% |
60% |
False |
False |
48 |
80 |
1.5892 |
1.5025 |
0.0867 |
5.6% |
0.0076 |
0.5% |
67% |
False |
False |
37 |
100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0062 |
0.4% |
77% |
False |
False |
30 |
120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0054 |
0.3% |
77% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5819 |
2.618 |
1.5741 |
1.618 |
1.5693 |
1.000 |
1.5663 |
0.618 |
1.5645 |
HIGH |
1.5615 |
0.618 |
1.5597 |
0.500 |
1.5591 |
0.382 |
1.5585 |
LOW |
1.5567 |
0.618 |
1.5537 |
1.000 |
1.5519 |
1.618 |
1.5489 |
2.618 |
1.5441 |
4.250 |
1.5363 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5600 |
1.5598 |
PP |
1.5595 |
1.5593 |
S1 |
1.5591 |
1.5587 |
|