CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5383 |
1.5356 |
-0.0027 |
-0.2% |
1.5402 |
| High |
1.5396 |
1.5469 |
0.0073 |
0.5% |
1.5427 |
| Low |
1.5340 |
1.5332 |
-0.0008 |
-0.1% |
1.5158 |
| Close |
1.5358 |
1.5460 |
0.0102 |
0.7% |
1.5177 |
| Range |
0.0056 |
0.0137 |
0.0081 |
144.6% |
0.0269 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.5% |
0.0000 |
| Volume |
67,697 |
87,278 |
19,581 |
28.9% |
16,447 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5831 |
1.5783 |
1.5535 |
|
| R3 |
1.5694 |
1.5646 |
1.5498 |
|
| R2 |
1.5557 |
1.5557 |
1.5485 |
|
| R1 |
1.5509 |
1.5509 |
1.5473 |
1.5533 |
| PP |
1.5420 |
1.5420 |
1.5420 |
1.5433 |
| S1 |
1.5372 |
1.5372 |
1.5447 |
1.5396 |
| S2 |
1.5283 |
1.5283 |
1.5435 |
|
| S3 |
1.5146 |
1.5235 |
1.5422 |
|
| S4 |
1.5009 |
1.5098 |
1.5385 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6061 |
1.5888 |
1.5325 |
|
| R3 |
1.5792 |
1.5619 |
1.5251 |
|
| R2 |
1.5523 |
1.5523 |
1.5226 |
|
| R1 |
1.5350 |
1.5350 |
1.5202 |
1.5302 |
| PP |
1.5254 |
1.5254 |
1.5254 |
1.5230 |
| S1 |
1.5081 |
1.5081 |
1.5152 |
1.5033 |
| S2 |
1.4985 |
1.4985 |
1.5128 |
|
| S3 |
1.4716 |
1.4812 |
1.5103 |
|
| S4 |
1.4447 |
1.4543 |
1.5029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5469 |
1.5136 |
0.0333 |
2.2% |
0.0135 |
0.9% |
97% |
True |
False |
41,399 |
| 10 |
1.5498 |
1.5136 |
0.0362 |
2.3% |
0.0118 |
0.8% |
90% |
False |
False |
21,304 |
| 20 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0115 |
0.7% |
48% |
False |
False |
10,858 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0100 |
0.6% |
48% |
False |
False |
5,473 |
| 60 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0100 |
0.6% |
43% |
False |
False |
3,661 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0092 |
0.6% |
43% |
False |
False |
2,748 |
| 100 |
1.5892 |
1.4904 |
0.0988 |
6.4% |
0.0083 |
0.5% |
56% |
False |
False |
2,200 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0070 |
0.5% |
66% |
False |
False |
1,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6051 |
|
2.618 |
1.5828 |
|
1.618 |
1.5691 |
|
1.000 |
1.5606 |
|
0.618 |
1.5554 |
|
HIGH |
1.5469 |
|
0.618 |
1.5417 |
|
0.500 |
1.5401 |
|
0.382 |
1.5384 |
|
LOW |
1.5332 |
|
0.618 |
1.5247 |
|
1.000 |
1.5195 |
|
1.618 |
1.5110 |
|
2.618 |
1.4973 |
|
4.250 |
1.4750 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5440 |
1.5408 |
| PP |
1.5420 |
1.5355 |
| S1 |
1.5401 |
1.5303 |
|