CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5501 |
1.5354 |
-0.0147 |
-0.9% |
1.5421 |
| High |
1.5522 |
1.5357 |
-0.0165 |
-1.1% |
1.5650 |
| Low |
1.5334 |
1.5214 |
-0.0120 |
-0.8% |
1.5322 |
| Close |
1.5360 |
1.5254 |
-0.0106 |
-0.7% |
1.5545 |
| Range |
0.0188 |
0.0143 |
-0.0045 |
-23.9% |
0.0328 |
| ATR |
0.0124 |
0.0125 |
0.0002 |
1.3% |
0.0000 |
| Volume |
85,532 |
102,343 |
16,811 |
19.7% |
406,100 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5704 |
1.5622 |
1.5333 |
|
| R3 |
1.5561 |
1.5479 |
1.5293 |
|
| R2 |
1.5418 |
1.5418 |
1.5280 |
|
| R1 |
1.5336 |
1.5336 |
1.5267 |
1.5306 |
| PP |
1.5275 |
1.5275 |
1.5275 |
1.5260 |
| S1 |
1.5193 |
1.5193 |
1.5241 |
1.5163 |
| S2 |
1.5132 |
1.5132 |
1.5228 |
|
| S3 |
1.4989 |
1.5050 |
1.5215 |
|
| S4 |
1.4846 |
1.4907 |
1.5175 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6490 |
1.6345 |
1.5725 |
|
| R3 |
1.6162 |
1.6017 |
1.5635 |
|
| R2 |
1.5834 |
1.5834 |
1.5605 |
|
| R1 |
1.5689 |
1.5689 |
1.5575 |
1.5762 |
| PP |
1.5506 |
1.5506 |
1.5506 |
1.5542 |
| S1 |
1.5361 |
1.5361 |
1.5515 |
1.5434 |
| S2 |
1.5178 |
1.5178 |
1.5485 |
|
| S3 |
1.4850 |
1.5033 |
1.5455 |
|
| S4 |
1.4522 |
1.4705 |
1.5365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5650 |
1.5214 |
0.0436 |
2.9% |
0.0141 |
0.9% |
9% |
False |
True |
87,384 |
| 10 |
1.5650 |
1.5214 |
0.0436 |
2.9% |
0.0133 |
0.9% |
9% |
False |
True |
81,671 |
| 20 |
1.5708 |
1.5136 |
0.0572 |
3.7% |
0.0132 |
0.9% |
21% |
False |
False |
47,196 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.4% |
0.0113 |
0.7% |
18% |
False |
False |
23,697 |
| 60 |
1.5805 |
1.5136 |
0.0669 |
4.4% |
0.0106 |
0.7% |
18% |
False |
False |
15,814 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
5.0% |
0.0104 |
0.7% |
16% |
False |
False |
11,866 |
| 100 |
1.5892 |
1.5103 |
0.0789 |
5.2% |
0.0091 |
0.6% |
19% |
False |
False |
9,493 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.3% |
0.0080 |
0.5% |
50% |
False |
False |
7,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5965 |
|
2.618 |
1.5731 |
|
1.618 |
1.5588 |
|
1.000 |
1.5500 |
|
0.618 |
1.5445 |
|
HIGH |
1.5357 |
|
0.618 |
1.5302 |
|
0.500 |
1.5286 |
|
0.382 |
1.5269 |
|
LOW |
1.5214 |
|
0.618 |
1.5126 |
|
1.000 |
1.5071 |
|
1.618 |
1.4983 |
|
2.618 |
1.4840 |
|
4.250 |
1.4606 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5286 |
1.5388 |
| PP |
1.5275 |
1.5343 |
| S1 |
1.5265 |
1.5299 |
|