CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5054 |
1.5175 |
0.0121 |
0.8% |
1.4962 |
| High |
1.5183 |
1.5257 |
0.0074 |
0.5% |
1.5183 |
| Low |
1.5023 |
1.5103 |
0.0080 |
0.5% |
1.4851 |
| Close |
1.5171 |
1.5218 |
0.0047 |
0.3% |
1.5171 |
| Range |
0.0160 |
0.0154 |
-0.0006 |
-3.8% |
0.0332 |
| ATR |
0.0146 |
0.0147 |
0.0001 |
0.4% |
0.0000 |
| Volume |
84,232 |
77,697 |
-6,535 |
-7.8% |
361,627 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5655 |
1.5590 |
1.5303 |
|
| R3 |
1.5501 |
1.5436 |
1.5260 |
|
| R2 |
1.5347 |
1.5347 |
1.5246 |
|
| R1 |
1.5282 |
1.5282 |
1.5232 |
1.5315 |
| PP |
1.5193 |
1.5193 |
1.5193 |
1.5209 |
| S1 |
1.5128 |
1.5128 |
1.5204 |
1.5161 |
| S2 |
1.5039 |
1.5039 |
1.5190 |
|
| S3 |
1.4885 |
1.4974 |
1.5176 |
|
| S4 |
1.4731 |
1.4820 |
1.5133 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6064 |
1.5950 |
1.5354 |
|
| R3 |
1.5732 |
1.5618 |
1.5262 |
|
| R2 |
1.5400 |
1.5400 |
1.5232 |
|
| R1 |
1.5286 |
1.5286 |
1.5201 |
1.5343 |
| PP |
1.5068 |
1.5068 |
1.5068 |
1.5097 |
| S1 |
1.4954 |
1.4954 |
1.5141 |
1.5011 |
| S2 |
1.4736 |
1.4736 |
1.5110 |
|
| S3 |
1.4404 |
1.4622 |
1.5080 |
|
| S4 |
1.4072 |
1.4290 |
1.4988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5257 |
1.4851 |
0.0406 |
2.7% |
0.0141 |
0.9% |
90% |
True |
False |
76,791 |
| 10 |
1.5257 |
1.4598 |
0.0659 |
4.3% |
0.0145 |
1.0% |
94% |
True |
False |
83,507 |
| 20 |
1.5257 |
1.4560 |
0.0697 |
4.6% |
0.0139 |
0.9% |
94% |
True |
False |
82,724 |
| 40 |
1.5415 |
1.4560 |
0.0855 |
5.6% |
0.0154 |
1.0% |
77% |
False |
False |
81,770 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0137 |
0.9% |
67% |
False |
False |
54,640 |
| 80 |
1.5568 |
1.4560 |
0.1008 |
6.6% |
0.0128 |
0.8% |
65% |
False |
False |
41,016 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.8% |
0.0112 |
0.7% |
55% |
False |
False |
32,814 |
| 120 |
1.5968 |
1.4560 |
0.1408 |
9.3% |
0.0098 |
0.6% |
47% |
False |
False |
27,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5912 |
|
2.618 |
1.5660 |
|
1.618 |
1.5506 |
|
1.000 |
1.5411 |
|
0.618 |
1.5352 |
|
HIGH |
1.5257 |
|
0.618 |
1.5198 |
|
0.500 |
1.5180 |
|
0.382 |
1.5162 |
|
LOW |
1.5103 |
|
0.618 |
1.5008 |
|
1.000 |
1.4949 |
|
1.618 |
1.4854 |
|
2.618 |
1.4700 |
|
4.250 |
1.4449 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5205 |
1.5181 |
| PP |
1.5193 |
1.5143 |
| S1 |
1.5180 |
1.5106 |
|