CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5262 |
1.5220 |
-0.0042 |
-0.3% |
1.5336 |
| High |
1.5262 |
1.5220 |
-0.0042 |
-0.3% |
1.5404 |
| Low |
1.5221 |
1.5165 |
-0.0056 |
-0.4% |
1.5165 |
| Close |
1.5244 |
1.5172 |
-0.0072 |
-0.5% |
1.5172 |
| Range |
0.0041 |
0.0055 |
0.0014 |
34.1% |
0.0239 |
| ATR |
0.0084 |
0.0083 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
137 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5351 |
1.5316 |
1.5202 |
|
| R3 |
1.5296 |
1.5261 |
1.5187 |
|
| R2 |
1.5241 |
1.5241 |
1.5182 |
|
| R1 |
1.5206 |
1.5206 |
1.5177 |
1.5196 |
| PP |
1.5186 |
1.5186 |
1.5186 |
1.5181 |
| S1 |
1.5151 |
1.5151 |
1.5167 |
1.5141 |
| S2 |
1.5131 |
1.5131 |
1.5162 |
|
| S3 |
1.5076 |
1.5096 |
1.5157 |
|
| S4 |
1.5021 |
1.5041 |
1.5142 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5964 |
1.5807 |
1.5303 |
|
| R3 |
1.5725 |
1.5568 |
1.5238 |
|
| R2 |
1.5486 |
1.5486 |
1.5216 |
|
| R1 |
1.5329 |
1.5329 |
1.5194 |
1.5288 |
| PP |
1.5247 |
1.5247 |
1.5247 |
1.5227 |
| S1 |
1.5090 |
1.5090 |
1.5150 |
1.5049 |
| S2 |
1.5008 |
1.5008 |
1.5128 |
|
| S3 |
1.4769 |
1.4851 |
1.5106 |
|
| S4 |
1.4530 |
1.4612 |
1.5041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5404 |
1.5165 |
0.0239 |
1.6% |
0.0064 |
0.4% |
3% |
False |
True |
27 |
| 10 |
1.5789 |
1.5165 |
0.0624 |
4.1% |
0.0101 |
0.7% |
1% |
False |
True |
14 |
| 20 |
1.5789 |
1.5165 |
0.0624 |
4.1% |
0.0076 |
0.5% |
1% |
False |
True |
8 |
| 40 |
1.5789 |
1.5165 |
0.0624 |
4.1% |
0.0067 |
0.4% |
1% |
False |
True |
4 |
| 60 |
1.5855 |
1.5165 |
0.0690 |
4.5% |
0.0046 |
0.3% |
1% |
False |
True |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5454 |
|
2.618 |
1.5364 |
|
1.618 |
1.5309 |
|
1.000 |
1.5275 |
|
0.618 |
1.5254 |
|
HIGH |
1.5220 |
|
0.618 |
1.5199 |
|
0.500 |
1.5193 |
|
0.382 |
1.5186 |
|
LOW |
1.5165 |
|
0.618 |
1.5131 |
|
1.000 |
1.5110 |
|
1.618 |
1.5076 |
|
2.618 |
1.5021 |
|
4.250 |
1.4931 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5193 |
1.5233 |
| PP |
1.5186 |
1.5213 |
| S1 |
1.5179 |
1.5192 |
|