CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4862 |
1.4703 |
-0.0159 |
-1.1% |
1.4919 |
| High |
1.4879 |
1.4718 |
-0.0161 |
-1.1% |
1.4975 |
| Low |
1.4677 |
1.4581 |
-0.0096 |
-0.7% |
1.4581 |
| Close |
1.4686 |
1.4643 |
-0.0043 |
-0.3% |
1.4643 |
| Range |
0.0202 |
0.0137 |
-0.0065 |
-32.2% |
0.0394 |
| ATR |
0.0154 |
0.0153 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
90,969 |
88,447 |
-2,522 |
-2.8% |
399,416 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5058 |
1.4988 |
1.4718 |
|
| R3 |
1.4921 |
1.4851 |
1.4681 |
|
| R2 |
1.4784 |
1.4784 |
1.4668 |
|
| R1 |
1.4714 |
1.4714 |
1.4656 |
1.4681 |
| PP |
1.4647 |
1.4647 |
1.4647 |
1.4631 |
| S1 |
1.4577 |
1.4577 |
1.4630 |
1.4544 |
| S2 |
1.4510 |
1.4510 |
1.4618 |
|
| S3 |
1.4373 |
1.4440 |
1.4605 |
|
| S4 |
1.4236 |
1.4303 |
1.4568 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5915 |
1.5673 |
1.4860 |
|
| R3 |
1.5521 |
1.5279 |
1.4751 |
|
| R2 |
1.5127 |
1.5127 |
1.4715 |
|
| R1 |
1.4885 |
1.4885 |
1.4679 |
1.4809 |
| PP |
1.4733 |
1.4733 |
1.4733 |
1.4695 |
| S1 |
1.4491 |
1.4491 |
1.4607 |
1.4415 |
| S2 |
1.4339 |
1.4339 |
1.4571 |
|
| S3 |
1.3945 |
1.4097 |
1.4535 |
|
| S4 |
1.3551 |
1.3703 |
1.4426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4975 |
1.4581 |
0.0394 |
2.7% |
0.0146 |
1.0% |
16% |
False |
True |
79,883 |
| 10 |
1.4975 |
1.4581 |
0.0394 |
2.7% |
0.0135 |
0.9% |
16% |
False |
True |
83,468 |
| 20 |
1.5145 |
1.4581 |
0.0564 |
3.9% |
0.0174 |
1.2% |
11% |
False |
True |
102,219 |
| 40 |
1.5541 |
1.4581 |
0.0960 |
6.6% |
0.0143 |
1.0% |
6% |
False |
True |
59,056 |
| 60 |
1.5541 |
1.4581 |
0.0960 |
6.6% |
0.0131 |
0.9% |
6% |
False |
True |
39,425 |
| 80 |
1.5750 |
1.4581 |
0.1169 |
8.0% |
0.0118 |
0.8% |
5% |
False |
True |
29,584 |
| 100 |
1.5772 |
1.4581 |
0.1191 |
8.1% |
0.0102 |
0.7% |
5% |
False |
True |
23,668 |
| 120 |
1.6132 |
1.4581 |
0.1551 |
10.6% |
0.0087 |
0.6% |
4% |
False |
True |
19,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5300 |
|
2.618 |
1.5077 |
|
1.618 |
1.4940 |
|
1.000 |
1.4855 |
|
0.618 |
1.4803 |
|
HIGH |
1.4718 |
|
0.618 |
1.4666 |
|
0.500 |
1.4650 |
|
0.382 |
1.4633 |
|
LOW |
1.4581 |
|
0.618 |
1.4496 |
|
1.000 |
1.4444 |
|
1.618 |
1.4359 |
|
2.618 |
1.4222 |
|
4.250 |
1.3999 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4650 |
1.4773 |
| PP |
1.4647 |
1.4730 |
| S1 |
1.4645 |
1.4686 |
|