CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5746 |
1.5684 |
-0.0062 |
-0.4% |
1.5643 |
| High |
1.5805 |
1.5708 |
-0.0097 |
-0.6% |
1.5712 |
| Low |
1.5673 |
1.5443 |
-0.0230 |
-1.5% |
1.5556 |
| Close |
1.5675 |
1.5458 |
-0.0217 |
-1.4% |
1.5688 |
| Range |
0.0132 |
0.0265 |
0.0133 |
100.8% |
0.0156 |
| ATR |
0.0097 |
0.0109 |
0.0012 |
12.5% |
0.0000 |
| Volume |
745 |
1,446 |
701 |
94.1% |
1,478 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6331 |
1.6160 |
1.5604 |
|
| R3 |
1.6066 |
1.5895 |
1.5531 |
|
| R2 |
1.5801 |
1.5801 |
1.5507 |
|
| R1 |
1.5630 |
1.5630 |
1.5482 |
1.5583 |
| PP |
1.5536 |
1.5536 |
1.5536 |
1.5513 |
| S1 |
1.5365 |
1.5365 |
1.5434 |
1.5318 |
| S2 |
1.5271 |
1.5271 |
1.5409 |
|
| S3 |
1.5006 |
1.5100 |
1.5385 |
|
| S4 |
1.4741 |
1.4835 |
1.5312 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6120 |
1.6060 |
1.5774 |
|
| R3 |
1.5964 |
1.5904 |
1.5731 |
|
| R2 |
1.5808 |
1.5808 |
1.5717 |
|
| R1 |
1.5748 |
1.5748 |
1.5702 |
1.5778 |
| PP |
1.5652 |
1.5652 |
1.5652 |
1.5667 |
| S1 |
1.5592 |
1.5592 |
1.5674 |
1.5622 |
| S2 |
1.5496 |
1.5496 |
1.5659 |
|
| S3 |
1.5340 |
1.5436 |
1.5645 |
|
| S4 |
1.5184 |
1.5280 |
1.5602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5805 |
1.5443 |
0.0362 |
2.3% |
0.0141 |
0.9% |
4% |
False |
True |
604 |
| 10 |
1.5805 |
1.5443 |
0.0362 |
2.3% |
0.0112 |
0.7% |
4% |
False |
True |
413 |
| 20 |
1.5805 |
1.5416 |
0.0389 |
2.5% |
0.0103 |
0.7% |
11% |
False |
False |
268 |
| 40 |
1.5805 |
1.5325 |
0.0480 |
3.1% |
0.0099 |
0.6% |
28% |
False |
False |
157 |
| 60 |
1.5892 |
1.5187 |
0.0705 |
4.6% |
0.0097 |
0.6% |
38% |
False |
False |
113 |
| 80 |
1.5892 |
1.5147 |
0.0745 |
4.8% |
0.0084 |
0.5% |
42% |
False |
False |
85 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0072 |
0.5% |
66% |
False |
False |
70 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0062 |
0.4% |
66% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6834 |
|
2.618 |
1.6402 |
|
1.618 |
1.6137 |
|
1.000 |
1.5973 |
|
0.618 |
1.5872 |
|
HIGH |
1.5708 |
|
0.618 |
1.5607 |
|
0.500 |
1.5576 |
|
0.382 |
1.5544 |
|
LOW |
1.5443 |
|
0.618 |
1.5279 |
|
1.000 |
1.5178 |
|
1.618 |
1.5014 |
|
2.618 |
1.4749 |
|
4.250 |
1.4317 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5576 |
1.5624 |
| PP |
1.5536 |
1.5569 |
| S1 |
1.5497 |
1.5513 |
|