CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5402 |
1.5337 |
-0.0065 |
-0.4% |
1.5679 |
| High |
1.5427 |
1.5398 |
-0.0029 |
-0.2% |
1.5805 |
| Low |
1.5332 |
1.5292 |
-0.0040 |
-0.3% |
1.5327 |
| Close |
1.5341 |
1.5299 |
-0.0042 |
-0.3% |
1.5382 |
| Range |
0.0095 |
0.0106 |
0.0011 |
11.6% |
0.0478 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,136 |
1,160 |
24 |
2.1% |
4,173 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5648 |
1.5579 |
1.5357 |
|
| R3 |
1.5542 |
1.5473 |
1.5328 |
|
| R2 |
1.5436 |
1.5436 |
1.5318 |
|
| R1 |
1.5367 |
1.5367 |
1.5309 |
1.5349 |
| PP |
1.5330 |
1.5330 |
1.5330 |
1.5320 |
| S1 |
1.5261 |
1.5261 |
1.5289 |
1.5243 |
| S2 |
1.5224 |
1.5224 |
1.5280 |
|
| S3 |
1.5118 |
1.5155 |
1.5270 |
|
| S4 |
1.5012 |
1.5049 |
1.5241 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6939 |
1.6638 |
1.5645 |
|
| R3 |
1.6461 |
1.6160 |
1.5513 |
|
| R2 |
1.5983 |
1.5983 |
1.5470 |
|
| R1 |
1.5682 |
1.5682 |
1.5426 |
1.5594 |
| PP |
1.5505 |
1.5505 |
1.5505 |
1.5460 |
| S1 |
1.5204 |
1.5204 |
1.5338 |
1.5116 |
| S2 |
1.5027 |
1.5027 |
1.5294 |
|
| S3 |
1.4549 |
1.4726 |
1.5251 |
|
| S4 |
1.4071 |
1.4248 |
1.5119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5708 |
1.5292 |
0.0416 |
2.7% |
0.0141 |
0.9% |
2% |
False |
True |
1,098 |
| 10 |
1.5805 |
1.5292 |
0.0513 |
3.4% |
0.0120 |
0.8% |
1% |
False |
True |
743 |
| 20 |
1.5805 |
1.5292 |
0.0513 |
3.4% |
0.0111 |
0.7% |
1% |
False |
True |
467 |
| 40 |
1.5805 |
1.5292 |
0.0513 |
3.4% |
0.0099 |
0.6% |
1% |
False |
True |
254 |
| 60 |
1.5892 |
1.5292 |
0.0600 |
3.9% |
0.0099 |
0.6% |
1% |
False |
True |
180 |
| 80 |
1.5892 |
1.5179 |
0.0713 |
4.7% |
0.0087 |
0.6% |
17% |
False |
False |
136 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0077 |
0.5% |
53% |
False |
False |
110 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0064 |
0.4% |
53% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5849 |
|
2.618 |
1.5676 |
|
1.618 |
1.5570 |
|
1.000 |
1.5504 |
|
0.618 |
1.5464 |
|
HIGH |
1.5398 |
|
0.618 |
1.5358 |
|
0.500 |
1.5345 |
|
0.382 |
1.5332 |
|
LOW |
1.5292 |
|
0.618 |
1.5226 |
|
1.000 |
1.5186 |
|
1.618 |
1.5120 |
|
2.618 |
1.5014 |
|
4.250 |
1.4842 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5345 |
1.5362 |
| PP |
1.5330 |
1.5341 |
| S1 |
1.5314 |
1.5320 |
|