CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4703 |
1.4624 |
-0.0079 |
-0.5% |
1.4919 |
| High |
1.4718 |
1.4675 |
-0.0043 |
-0.3% |
1.4975 |
| Low |
1.4581 |
1.4560 |
-0.0021 |
-0.1% |
1.4581 |
| Close |
1.4643 |
1.4670 |
0.0027 |
0.2% |
1.4643 |
| Range |
0.0137 |
0.0115 |
-0.0022 |
-16.1% |
0.0394 |
| ATR |
0.0153 |
0.0150 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
88,447 |
79,548 |
-8,899 |
-10.1% |
399,416 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4980 |
1.4940 |
1.4733 |
|
| R3 |
1.4865 |
1.4825 |
1.4702 |
|
| R2 |
1.4750 |
1.4750 |
1.4691 |
|
| R1 |
1.4710 |
1.4710 |
1.4681 |
1.4730 |
| PP |
1.4635 |
1.4635 |
1.4635 |
1.4645 |
| S1 |
1.4595 |
1.4595 |
1.4659 |
1.4615 |
| S2 |
1.4520 |
1.4520 |
1.4649 |
|
| S3 |
1.4405 |
1.4480 |
1.4638 |
|
| S4 |
1.4290 |
1.4365 |
1.4607 |
|
|
| 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 |
1.4965 |
1.4560 |
0.0405 |
2.8% |
0.0147 |
1.0% |
27% |
False |
True |
87,444 |
| 10 |
1.4975 |
1.4560 |
0.0415 |
2.8% |
0.0134 |
0.9% |
27% |
False |
True |
81,942 |
| 20 |
1.5145 |
1.4560 |
0.0585 |
4.0% |
0.0170 |
1.2% |
19% |
False |
True |
98,344 |
| 40 |
1.5541 |
1.4560 |
0.0981 |
6.7% |
0.0141 |
1.0% |
11% |
False |
True |
61,028 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.7% |
0.0131 |
0.9% |
11% |
False |
True |
40,751 |
| 80 |
1.5750 |
1.4560 |
0.1190 |
8.1% |
0.0119 |
0.8% |
9% |
False |
True |
30,578 |
| 100 |
1.5772 |
1.4560 |
0.1212 |
8.3% |
0.0103 |
0.7% |
9% |
False |
True |
24,464 |
| 120 |
1.6132 |
1.4560 |
0.1572 |
10.7% |
0.0087 |
0.6% |
7% |
False |
True |
20,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5164 |
|
2.618 |
1.4976 |
|
1.618 |
1.4861 |
|
1.000 |
1.4790 |
|
0.618 |
1.4746 |
|
HIGH |
1.4675 |
|
0.618 |
1.4631 |
|
0.500 |
1.4618 |
|
0.382 |
1.4604 |
|
LOW |
1.4560 |
|
0.618 |
1.4489 |
|
1.000 |
1.4445 |
|
1.618 |
1.4374 |
|
2.618 |
1.4259 |
|
4.250 |
1.4071 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4653 |
1.4720 |
| PP |
1.4635 |
1.4703 |
| S1 |
1.4618 |
1.4687 |
|