CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4624 |
1.4663 |
0.0039 |
0.3% |
1.4919 |
| High |
1.4675 |
1.4795 |
0.0120 |
0.8% |
1.4975 |
| Low |
1.4560 |
1.4598 |
0.0038 |
0.3% |
1.4581 |
| Close |
1.4670 |
1.4773 |
0.0103 |
0.7% |
1.4643 |
| Range |
0.0115 |
0.0197 |
0.0082 |
71.3% |
0.0394 |
| ATR |
0.0150 |
0.0154 |
0.0003 |
2.2% |
0.0000 |
| Volume |
79,548 |
109,644 |
30,096 |
37.8% |
399,416 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5313 |
1.5240 |
1.4881 |
|
| R3 |
1.5116 |
1.5043 |
1.4827 |
|
| R2 |
1.4919 |
1.4919 |
1.4809 |
|
| R1 |
1.4846 |
1.4846 |
1.4791 |
1.4883 |
| PP |
1.4722 |
1.4722 |
1.4722 |
1.4740 |
| S1 |
1.4649 |
1.4649 |
1.4755 |
1.4686 |
| S2 |
1.4525 |
1.4525 |
1.4737 |
|
| S3 |
1.4328 |
1.4452 |
1.4719 |
|
| S4 |
1.4131 |
1.4255 |
1.4665 |
|
|
| 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 |
2.7% |
0.0163 |
1.1% |
53% |
False |
False |
93,722 |
| 10 |
1.4975 |
1.4560 |
0.0415 |
2.8% |
0.0138 |
0.9% |
51% |
False |
False |
84,794 |
| 20 |
1.5145 |
1.4560 |
0.0585 |
4.0% |
0.0174 |
1.2% |
36% |
False |
False |
99,259 |
| 40 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0145 |
1.0% |
22% |
False |
False |
63,759 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0133 |
0.9% |
22% |
False |
False |
42,576 |
| 80 |
1.5719 |
1.4560 |
0.1159 |
7.8% |
0.0120 |
0.8% |
18% |
False |
False |
31,949 |
| 100 |
1.5772 |
1.4560 |
0.1212 |
8.2% |
0.0105 |
0.7% |
18% |
False |
False |
25,560 |
| 120 |
1.6132 |
1.4560 |
0.1572 |
10.6% |
0.0089 |
0.6% |
14% |
False |
False |
21,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5632 |
|
2.618 |
1.5311 |
|
1.618 |
1.5114 |
|
1.000 |
1.4992 |
|
0.618 |
1.4917 |
|
HIGH |
1.4795 |
|
0.618 |
1.4720 |
|
0.500 |
1.4697 |
|
0.382 |
1.4673 |
|
LOW |
1.4598 |
|
0.618 |
1.4476 |
|
1.000 |
1.4401 |
|
1.618 |
1.4279 |
|
2.618 |
1.4082 |
|
4.250 |
1.3761 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4748 |
1.4741 |
| PP |
1.4722 |
1.4709 |
| S1 |
1.4697 |
1.4678 |
|