CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5643 |
1.5570 |
-0.0073 |
-0.5% |
1.5482 |
| High |
1.5673 |
1.5708 |
0.0035 |
0.2% |
1.5644 |
| Low |
1.5573 |
1.5556 |
-0.0017 |
-0.1% |
1.5449 |
| Close |
1.5575 |
1.5654 |
0.0079 |
0.5% |
1.5642 |
| Range |
0.0100 |
0.0152 |
0.0052 |
52.0% |
0.0195 |
| ATR |
0.0089 |
0.0094 |
0.0004 |
5.0% |
0.0000 |
| Volume |
100 |
417 |
317 |
317.0% |
695 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6095 |
1.6027 |
1.5738 |
|
| R3 |
1.5943 |
1.5875 |
1.5696 |
|
| R2 |
1.5791 |
1.5791 |
1.5682 |
|
| R1 |
1.5723 |
1.5723 |
1.5668 |
1.5757 |
| PP |
1.5639 |
1.5639 |
1.5639 |
1.5657 |
| S1 |
1.5571 |
1.5571 |
1.5640 |
1.5605 |
| S2 |
1.5487 |
1.5487 |
1.5626 |
|
| S3 |
1.5335 |
1.5419 |
1.5612 |
|
| S4 |
1.5183 |
1.5267 |
1.5570 |
|
|
| 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 |
1.5708 |
1.5530 |
0.0178 |
1.1% |
0.0094 |
0.6% |
70% |
True |
False |
168 |
| 10 |
1.5708 |
1.5416 |
0.0292 |
1.9% |
0.0102 |
0.6% |
82% |
True |
False |
192 |
| 20 |
1.5708 |
1.5416 |
0.0292 |
1.9% |
0.0090 |
0.6% |
82% |
True |
False |
112 |
| 40 |
1.5791 |
1.5325 |
0.0466 |
3.0% |
0.0092 |
0.6% |
71% |
False |
False |
79 |
| 60 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0091 |
0.6% |
67% |
False |
False |
57 |
| 80 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0078 |
0.5% |
70% |
False |
False |
43 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0065 |
0.4% |
81% |
False |
False |
36 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0056 |
0.4% |
81% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6354 |
|
2.618 |
1.6106 |
|
1.618 |
1.5954 |
|
1.000 |
1.5860 |
|
0.618 |
1.5802 |
|
HIGH |
1.5708 |
|
0.618 |
1.5650 |
|
0.500 |
1.5632 |
|
0.382 |
1.5614 |
|
LOW |
1.5556 |
|
0.618 |
1.5462 |
|
1.000 |
1.5404 |
|
1.618 |
1.5310 |
|
2.618 |
1.5158 |
|
4.250 |
1.4910 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5647 |
1.5647 |
| PP |
1.5639 |
1.5639 |
| S1 |
1.5632 |
1.5632 |
|