CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4896 |
1.4918 |
0.0022 |
0.1% |
1.4624 |
| High |
1.4967 |
1.5074 |
0.0107 |
0.7% |
1.5048 |
| Low |
1.4851 |
1.4908 |
0.0057 |
0.4% |
1.4560 |
| Close |
1.4918 |
1.5040 |
0.0122 |
0.8% |
1.4954 |
| Range |
0.0116 |
0.0166 |
0.0050 |
43.1% |
0.0488 |
| ATR |
0.0146 |
0.0148 |
0.0001 |
1.0% |
0.0000 |
| Volume |
57,178 |
88,657 |
31,479 |
55.1% |
475,294 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5505 |
1.5439 |
1.5131 |
|
| R3 |
1.5339 |
1.5273 |
1.5086 |
|
| R2 |
1.5173 |
1.5173 |
1.5070 |
|
| R1 |
1.5107 |
1.5107 |
1.5055 |
1.5140 |
| PP |
1.5007 |
1.5007 |
1.5007 |
1.5024 |
| S1 |
1.4941 |
1.4941 |
1.5025 |
1.4974 |
| S2 |
1.4841 |
1.4841 |
1.5010 |
|
| S3 |
1.4675 |
1.4775 |
1.4994 |
|
| S4 |
1.4509 |
1.4609 |
1.4949 |
|
|
| 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 |
1.5074 |
1.4807 |
0.0267 |
1.8% |
0.0134 |
0.9% |
87% |
True |
False |
78,529 |
| 10 |
1.5074 |
1.4560 |
0.0514 |
3.4% |
0.0148 |
1.0% |
93% |
True |
False |
85,591 |
| 20 |
1.5074 |
1.4560 |
0.0514 |
3.4% |
0.0140 |
0.9% |
93% |
True |
False |
85,068 |
| 40 |
1.5541 |
1.4560 |
0.0981 |
6.5% |
0.0151 |
1.0% |
49% |
False |
False |
75,896 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.5% |
0.0135 |
0.9% |
49% |
False |
False |
50,681 |
| 80 |
1.5568 |
1.4560 |
0.1008 |
6.7% |
0.0125 |
0.8% |
48% |
False |
False |
38,039 |
| 100 |
1.5772 |
1.4560 |
0.1212 |
8.1% |
0.0111 |
0.7% |
40% |
False |
False |
30,433 |
| 120 |
1.6087 |
1.4560 |
0.1527 |
10.2% |
0.0096 |
0.6% |
31% |
False |
False |
25,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5780 |
|
2.618 |
1.5509 |
|
1.618 |
1.5343 |
|
1.000 |
1.5240 |
|
0.618 |
1.5177 |
|
HIGH |
1.5074 |
|
0.618 |
1.5011 |
|
0.500 |
1.4991 |
|
0.382 |
1.4971 |
|
LOW |
1.4908 |
|
0.618 |
1.4805 |
|
1.000 |
1.4742 |
|
1.618 |
1.4639 |
|
2.618 |
1.4473 |
|
4.250 |
1.4203 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5024 |
1.5014 |
| PP |
1.5007 |
1.4988 |
| S1 |
1.4991 |
1.4963 |
|