CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5489 |
1.5535 |
0.0046 |
0.3% |
1.5546 |
| High |
1.5489 |
1.5553 |
0.0064 |
0.4% |
1.5628 |
| Low |
1.5472 |
1.5535 |
0.0063 |
0.4% |
1.5472 |
| Close |
1.5489 |
1.5535 |
0.0046 |
0.3% |
1.5489 |
| Range |
0.0017 |
0.0018 |
0.0001 |
5.9% |
0.0156 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5595 |
1.5583 |
1.5545 |
|
| R3 |
1.5577 |
1.5565 |
1.5540 |
|
| R2 |
1.5559 |
1.5559 |
1.5538 |
|
| R1 |
1.5547 |
1.5547 |
1.5537 |
1.5544 |
| PP |
1.5541 |
1.5541 |
1.5541 |
1.5540 |
| S1 |
1.5529 |
1.5529 |
1.5533 |
1.5526 |
| S2 |
1.5523 |
1.5523 |
1.5532 |
|
| S3 |
1.5505 |
1.5511 |
1.5530 |
|
| S4 |
1.5487 |
1.5493 |
1.5525 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5998 |
1.5899 |
1.5575 |
|
| R3 |
1.5842 |
1.5743 |
1.5532 |
|
| R2 |
1.5686 |
1.5686 |
1.5518 |
|
| R1 |
1.5587 |
1.5587 |
1.5503 |
1.5559 |
| PP |
1.5530 |
1.5530 |
1.5530 |
1.5515 |
| S1 |
1.5431 |
1.5431 |
1.5475 |
1.5403 |
| S2 |
1.5374 |
1.5374 |
1.5460 |
|
| S3 |
1.5218 |
1.5275 |
1.5446 |
|
| S4 |
1.5062 |
1.5119 |
1.5403 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5630 |
|
2.618 |
1.5600 |
|
1.618 |
1.5582 |
|
1.000 |
1.5571 |
|
0.618 |
1.5564 |
|
HIGH |
1.5553 |
|
0.618 |
1.5546 |
|
0.500 |
1.5544 |
|
0.382 |
1.5542 |
|
LOW |
1.5535 |
|
0.618 |
1.5524 |
|
1.000 |
1.5517 |
|
1.618 |
1.5506 |
|
2.618 |
1.5488 |
|
4.250 |
1.5459 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5544 |
1.5550 |
| PP |
1.5541 |
1.5545 |
| S1 |
1.5538 |
1.5540 |
|