CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4918 |
1.5033 |
0.0115 |
0.8% |
1.4624 |
| High |
1.5074 |
1.5065 |
-0.0009 |
-0.1% |
1.5048 |
| Low |
1.4908 |
1.4955 |
0.0047 |
0.3% |
1.4560 |
| Close |
1.5040 |
1.5049 |
0.0009 |
0.1% |
1.4954 |
| Range |
0.0166 |
0.0110 |
-0.0056 |
-33.7% |
0.0488 |
| ATR |
0.0148 |
0.0145 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
88,657 |
76,192 |
-12,465 |
-14.1% |
475,294 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5353 |
1.5311 |
1.5110 |
|
| R3 |
1.5243 |
1.5201 |
1.5079 |
|
| R2 |
1.5133 |
1.5133 |
1.5069 |
|
| R1 |
1.5091 |
1.5091 |
1.5059 |
1.5112 |
| PP |
1.5023 |
1.5023 |
1.5023 |
1.5034 |
| S1 |
1.4981 |
1.4981 |
1.5039 |
1.5002 |
| S2 |
1.4913 |
1.4913 |
1.5029 |
|
| S3 |
1.4803 |
1.4871 |
1.5019 |
|
| S4 |
1.4693 |
1.4761 |
1.4989 |
|
|
| 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 |
1.4851 |
0.0223 |
1.5% |
0.0125 |
0.8% |
89% |
False |
False |
74,931 |
| 10 |
1.5074 |
1.4560 |
0.0514 |
3.4% |
0.0139 |
0.9% |
95% |
False |
False |
84,113 |
| 20 |
1.5074 |
1.4560 |
0.0514 |
3.4% |
0.0139 |
0.9% |
95% |
False |
False |
84,453 |
| 40 |
1.5541 |
1.4560 |
0.0981 |
6.5% |
0.0151 |
1.0% |
50% |
False |
False |
77,789 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.5% |
0.0135 |
0.9% |
50% |
False |
False |
51,948 |
| 80 |
1.5568 |
1.4560 |
0.1008 |
6.7% |
0.0126 |
0.8% |
49% |
False |
False |
38,992 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.9% |
0.0111 |
0.7% |
41% |
False |
False |
31,195 |
| 120 |
1.5969 |
1.4560 |
0.1409 |
9.4% |
0.0096 |
0.6% |
35% |
False |
False |
25,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5533 |
|
2.618 |
1.5353 |
|
1.618 |
1.5243 |
|
1.000 |
1.5175 |
|
0.618 |
1.5133 |
|
HIGH |
1.5065 |
|
0.618 |
1.5023 |
|
0.500 |
1.5010 |
|
0.382 |
1.4997 |
|
LOW |
1.4955 |
|
0.618 |
1.4887 |
|
1.000 |
1.4845 |
|
1.618 |
1.4777 |
|
2.618 |
1.4667 |
|
4.250 |
1.4488 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5036 |
1.5020 |
| PP |
1.5023 |
1.4991 |
| S1 |
1.5010 |
1.4963 |
|