CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5382 |
1.5353 |
-0.0029 |
-0.2% |
1.5336 |
| High |
1.5383 |
1.5353 |
-0.0030 |
-0.2% |
1.5404 |
| Low |
1.5382 |
1.5345 |
-0.0037 |
-0.2% |
1.5165 |
| Close |
1.5382 |
1.5353 |
-0.0029 |
-0.2% |
1.5172 |
| Range |
0.0001 |
0.0008 |
0.0007 |
700.0% |
0.0239 |
| ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5374 |
1.5372 |
1.5357 |
|
| R3 |
1.5366 |
1.5364 |
1.5355 |
|
| R2 |
1.5358 |
1.5358 |
1.5354 |
|
| R1 |
1.5356 |
1.5356 |
1.5354 |
1.5357 |
| PP |
1.5350 |
1.5350 |
1.5350 |
1.5351 |
| S1 |
1.5348 |
1.5348 |
1.5352 |
1.5349 |
| S2 |
1.5342 |
1.5342 |
1.5352 |
|
| S3 |
1.5334 |
1.5340 |
1.5351 |
|
| S4 |
1.5326 |
1.5332 |
1.5349 |
|
|
| 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 |
1.5383 |
1.5165 |
0.0218 |
1.4% |
0.0036 |
0.2% |
86% |
False |
False |
27 |
| 10 |
1.5691 |
1.5165 |
0.0526 |
3.4% |
0.0077 |
0.5% |
36% |
False |
False |
14 |
| 20 |
1.5789 |
1.5165 |
0.0624 |
4.1% |
0.0071 |
0.5% |
30% |
False |
False |
7 |
| 40 |
1.5789 |
1.5165 |
0.0624 |
4.1% |
0.0062 |
0.4% |
30% |
False |
False |
4 |
| 60 |
1.5855 |
1.5165 |
0.0690 |
4.5% |
0.0046 |
0.3% |
27% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5387 |
|
2.618 |
1.5374 |
|
1.618 |
1.5366 |
|
1.000 |
1.5361 |
|
0.618 |
1.5358 |
|
HIGH |
1.5353 |
|
0.618 |
1.5350 |
|
0.500 |
1.5349 |
|
0.382 |
1.5348 |
|
LOW |
1.5345 |
|
0.618 |
1.5340 |
|
1.000 |
1.5337 |
|
1.618 |
1.5332 |
|
2.618 |
1.5324 |
|
4.250 |
1.5311 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5352 |
1.5327 |
| PP |
1.5350 |
1.5300 |
| S1 |
1.5349 |
1.5274 |
|