CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4825 |
1.4931 |
0.0106 |
0.7% |
1.4624 |
| High |
1.4964 |
1.5048 |
0.0084 |
0.6% |
1.5048 |
| Low |
1.4807 |
1.4911 |
0.0104 |
0.7% |
1.4560 |
| Close |
1.4951 |
1.4954 |
0.0003 |
0.0% |
1.4954 |
| Range |
0.0157 |
0.0137 |
-0.0020 |
-12.7% |
0.0488 |
| ATR |
0.0154 |
0.0153 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
94,179 |
97,263 |
3,084 |
3.3% |
475,294 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5382 |
1.5305 |
1.5029 |
|
| R3 |
1.5245 |
1.5168 |
1.4992 |
|
| R2 |
1.5108 |
1.5108 |
1.4979 |
|
| R1 |
1.5031 |
1.5031 |
1.4967 |
1.5070 |
| PP |
1.4971 |
1.4971 |
1.4971 |
1.4990 |
| S1 |
1.4894 |
1.4894 |
1.4941 |
1.4933 |
| S2 |
1.4834 |
1.4834 |
1.4929 |
|
| S3 |
1.4697 |
1.4757 |
1.4916 |
|
| S4 |
1.4560 |
1.4620 |
1.4879 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6318 |
1.6124 |
1.5222 |
|
| R3 |
1.5830 |
1.5636 |
1.5088 |
|
| R2 |
1.5342 |
1.5342 |
1.5043 |
|
| R1 |
1.5148 |
1.5148 |
1.4999 |
1.5245 |
| PP |
1.4854 |
1.4854 |
1.4854 |
1.4903 |
| S1 |
1.4660 |
1.4660 |
1.4909 |
1.4757 |
| S2 |
1.4366 |
1.4366 |
1.4865 |
|
| S3 |
1.3878 |
1.4172 |
1.4820 |
|
| S4 |
1.3390 |
1.3684 |
1.4686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5048 |
1.4560 |
0.0488 |
3.3% |
0.0152 |
1.0% |
81% |
True |
False |
95,058 |
| 10 |
1.5048 |
1.4560 |
0.0488 |
3.3% |
0.0149 |
1.0% |
81% |
True |
False |
87,471 |
| 20 |
1.5048 |
1.4560 |
0.0488 |
3.3% |
0.0148 |
1.0% |
81% |
True |
False |
92,698 |
| 40 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0148 |
1.0% |
40% |
False |
False |
70,888 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0136 |
0.9% |
40% |
False |
False |
47,339 |
| 80 |
1.5603 |
1.4560 |
0.1043 |
7.0% |
0.0122 |
0.8% |
38% |
False |
False |
35,525 |
| 100 |
1.5772 |
1.4560 |
0.1212 |
8.1% |
0.0108 |
0.7% |
33% |
False |
False |
28,421 |
| 120 |
1.6132 |
1.4560 |
0.1572 |
10.5% |
0.0093 |
0.6% |
25% |
False |
False |
23,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5630 |
|
2.618 |
1.5407 |
|
1.618 |
1.5270 |
|
1.000 |
1.5185 |
|
0.618 |
1.5133 |
|
HIGH |
1.5048 |
|
0.618 |
1.4996 |
|
0.500 |
1.4980 |
|
0.382 |
1.4963 |
|
LOW |
1.4911 |
|
0.618 |
1.4826 |
|
1.000 |
1.4774 |
|
1.618 |
1.4689 |
|
2.618 |
1.4552 |
|
4.250 |
1.4329 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4980 |
1.4926 |
| PP |
1.4971 |
1.4899 |
| S1 |
1.4963 |
1.4871 |
|