CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 14-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
1.5606 |
1.5606 |
0.0000 |
0.0% |
1.5482 |
High |
1.5615 |
1.5642 |
0.0027 |
0.2% |
1.5644 |
Low |
1.5567 |
1.5586 |
0.0019 |
0.1% |
1.5449 |
Close |
1.5604 |
1.5642 |
0.0038 |
0.2% |
1.5642 |
Range |
0.0048 |
0.0056 |
0.0008 |
16.7% |
0.0195 |
ATR |
0.0091 |
0.0089 |
-0.0003 |
-2.8% |
0.0000 |
Volume |
191 |
42 |
-149 |
-78.0% |
695 |
|
Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5791 |
1.5773 |
1.5673 |
|
R3 |
1.5735 |
1.5717 |
1.5657 |
|
R2 |
1.5679 |
1.5679 |
1.5652 |
|
R1 |
1.5661 |
1.5661 |
1.5647 |
1.5670 |
PP |
1.5623 |
1.5623 |
1.5623 |
1.5628 |
S1 |
1.5605 |
1.5605 |
1.5637 |
1.5614 |
S2 |
1.5567 |
1.5567 |
1.5632 |
|
S3 |
1.5511 |
1.5549 |
1.5627 |
|
S4 |
1.5455 |
1.5493 |
1.5611 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6163 |
1.6098 |
1.5749 |
|
R3 |
1.5968 |
1.5903 |
1.5696 |
|
R2 |
1.5773 |
1.5773 |
1.5678 |
|
R1 |
1.5708 |
1.5708 |
1.5660 |
1.5741 |
PP |
1.5578 |
1.5578 |
1.5578 |
1.5595 |
S1 |
1.5513 |
1.5513 |
1.5624 |
1.5546 |
S2 |
1.5383 |
1.5383 |
1.5606 |
|
S3 |
1.5188 |
1.5318 |
1.5588 |
|
S4 |
1.4993 |
1.5123 |
1.5535 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5644 |
1.5449 |
0.0195 |
1.2% |
0.0083 |
0.5% |
99% |
False |
False |
139 |
10 |
1.5644 |
1.5416 |
0.0228 |
1.5% |
0.0088 |
0.6% |
99% |
False |
False |
144 |
20 |
1.5669 |
1.5416 |
0.0253 |
1.6% |
0.0081 |
0.5% |
89% |
False |
False |
90 |
40 |
1.5890 |
1.5325 |
0.0565 |
3.6% |
0.0090 |
0.6% |
56% |
False |
False |
67 |
60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0087 |
0.6% |
65% |
False |
False |
48 |
80 |
1.5892 |
1.5035 |
0.0857 |
5.5% |
0.0076 |
0.5% |
71% |
False |
False |
37 |
100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0062 |
0.4% |
80% |
False |
False |
31 |
120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0054 |
0.3% |
80% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5880 |
2.618 |
1.5789 |
1.618 |
1.5733 |
1.000 |
1.5698 |
0.618 |
1.5677 |
HIGH |
1.5642 |
0.618 |
1.5621 |
0.500 |
1.5614 |
0.382 |
1.5607 |
LOW |
1.5586 |
0.618 |
1.5551 |
1.000 |
1.5530 |
1.618 |
1.5495 |
2.618 |
1.5439 |
4.250 |
1.5348 |
|
|
Fisher Pivots for day following 14-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5633 |
1.5624 |
PP |
1.5623 |
1.5605 |
S1 |
1.5614 |
1.5587 |
|