CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5426 |
1.5349 |
-0.0077 |
-0.5% |
1.5175 |
| High |
1.5488 |
1.5393 |
-0.0095 |
-0.6% |
1.5494 |
| Low |
1.5299 |
1.5110 |
-0.0189 |
-1.2% |
1.5103 |
| Close |
1.5354 |
1.5127 |
-0.0227 |
-1.5% |
1.5127 |
| Range |
0.0189 |
0.0283 |
0.0094 |
49.7% |
0.0391 |
| ATR |
0.0153 |
0.0162 |
0.0009 |
6.1% |
0.0000 |
| Volume |
148,154 |
127,325 |
-20,829 |
-14.1% |
610,124 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6059 |
1.5876 |
1.5283 |
|
| R3 |
1.5776 |
1.5593 |
1.5205 |
|
| R2 |
1.5493 |
1.5493 |
1.5179 |
|
| R1 |
1.5310 |
1.5310 |
1.5153 |
1.5260 |
| PP |
1.5210 |
1.5210 |
1.5210 |
1.5185 |
| S1 |
1.5027 |
1.5027 |
1.5101 |
1.4977 |
| S2 |
1.4927 |
1.4927 |
1.5075 |
|
| S3 |
1.4644 |
1.4744 |
1.5049 |
|
| S4 |
1.4361 |
1.4461 |
1.4971 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6414 |
1.6162 |
1.5342 |
|
| R3 |
1.6023 |
1.5771 |
1.5235 |
|
| R2 |
1.5632 |
1.5632 |
1.5199 |
|
| R1 |
1.5380 |
1.5380 |
1.5163 |
1.5311 |
| PP |
1.5241 |
1.5241 |
1.5241 |
1.5207 |
| S1 |
1.4989 |
1.4989 |
1.5091 |
1.4920 |
| S2 |
1.4850 |
1.4850 |
1.5055 |
|
| S3 |
1.4459 |
1.4598 |
1.5019 |
|
| S4 |
1.4068 |
1.4207 |
1.4912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5494 |
1.5103 |
0.0391 |
2.6% |
0.0194 |
1.3% |
6% |
False |
False |
122,024 |
| 10 |
1.5494 |
1.4851 |
0.0643 |
4.3% |
0.0162 |
1.1% |
43% |
False |
False |
97,175 |
| 20 |
1.5494 |
1.4560 |
0.0934 |
6.2% |
0.0155 |
1.0% |
61% |
False |
False |
92,323 |
| 40 |
1.5494 |
1.4560 |
0.0934 |
6.2% |
0.0167 |
1.1% |
61% |
False |
False |
94,692 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.5% |
0.0143 |
0.9% |
58% |
False |
False |
63,503 |
| 80 |
1.5541 |
1.4560 |
0.0981 |
6.5% |
0.0133 |
0.9% |
58% |
False |
False |
47,663 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.9% |
0.0119 |
0.8% |
48% |
False |
False |
38,138 |
| 120 |
1.5854 |
1.4560 |
0.1294 |
8.6% |
0.0105 |
0.7% |
44% |
False |
False |
31,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6596 |
|
2.618 |
1.6134 |
|
1.618 |
1.5851 |
|
1.000 |
1.5676 |
|
0.618 |
1.5568 |
|
HIGH |
1.5393 |
|
0.618 |
1.5285 |
|
0.500 |
1.5252 |
|
0.382 |
1.5218 |
|
LOW |
1.5110 |
|
0.618 |
1.4935 |
|
1.000 |
1.4827 |
|
1.618 |
1.4652 |
|
2.618 |
1.4369 |
|
4.250 |
1.3907 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5252 |
1.5302 |
| PP |
1.5210 |
1.5244 |
| S1 |
1.5169 |
1.5185 |
|