CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5334 |
1.5488 |
0.0154 |
1.0% |
1.5199 |
| High |
1.5522 |
1.5622 |
0.0100 |
0.6% |
1.5469 |
| Low |
1.5323 |
1.5480 |
0.0157 |
1.0% |
1.5136 |
| Close |
1.5481 |
1.5608 |
0.0127 |
0.8% |
1.5419 |
| Range |
0.0199 |
0.0142 |
-0.0057 |
-28.6% |
0.0333 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.5% |
0.0000 |
| Volume |
103,897 |
92,910 |
-10,987 |
-10.6% |
269,099 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5996 |
1.5944 |
1.5686 |
|
| R3 |
1.5854 |
1.5802 |
1.5647 |
|
| R2 |
1.5712 |
1.5712 |
1.5634 |
|
| R1 |
1.5660 |
1.5660 |
1.5621 |
1.5686 |
| PP |
1.5570 |
1.5570 |
1.5570 |
1.5583 |
| S1 |
1.5518 |
1.5518 |
1.5595 |
1.5544 |
| S2 |
1.5428 |
1.5428 |
1.5582 |
|
| S3 |
1.5286 |
1.5376 |
1.5569 |
|
| S4 |
1.5144 |
1.5234 |
1.5530 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6340 |
1.6213 |
1.5602 |
|
| R3 |
1.6007 |
1.5880 |
1.5511 |
|
| R2 |
1.5674 |
1.5674 |
1.5480 |
|
| R1 |
1.5547 |
1.5547 |
1.5450 |
1.5611 |
| PP |
1.5341 |
1.5341 |
1.5341 |
1.5373 |
| S1 |
1.5214 |
1.5214 |
1.5388 |
1.5278 |
| S2 |
1.5008 |
1.5008 |
1.5358 |
|
| S3 |
1.4675 |
1.4881 |
1.5327 |
|
| S4 |
1.4342 |
1.4548 |
1.5236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5622 |
1.5322 |
0.0300 |
1.9% |
0.0126 |
0.8% |
95% |
True |
False |
77,085 |
| 10 |
1.5622 |
1.5136 |
0.0486 |
3.1% |
0.0130 |
0.8% |
97% |
True |
False |
59,242 |
| 20 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0126 |
0.8% |
71% |
False |
False |
30,074 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0107 |
0.7% |
71% |
False |
False |
15,102 |
| 60 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0103 |
0.7% |
71% |
False |
False |
10,083 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
4.8% |
0.0100 |
0.6% |
62% |
False |
False |
7,566 |
| 100 |
1.5892 |
1.5103 |
0.0789 |
5.1% |
0.0088 |
0.6% |
64% |
False |
False |
6,053 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0075 |
0.5% |
78% |
False |
False |
5,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6226 |
|
2.618 |
1.5994 |
|
1.618 |
1.5852 |
|
1.000 |
1.5764 |
|
0.618 |
1.5710 |
|
HIGH |
1.5622 |
|
0.618 |
1.5568 |
|
0.500 |
1.5551 |
|
0.382 |
1.5534 |
|
LOW |
1.5480 |
|
0.618 |
1.5392 |
|
1.000 |
1.5338 |
|
1.618 |
1.5250 |
|
2.618 |
1.5108 |
|
4.250 |
1.4877 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5589 |
1.5563 |
| PP |
1.5570 |
1.5517 |
| S1 |
1.5551 |
1.5472 |
|