CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5349 |
1.5139 |
-0.0210 |
-1.4% |
1.5175 |
| High |
1.5393 |
1.5170 |
-0.0223 |
-1.4% |
1.5494 |
| Low |
1.5110 |
1.5086 |
-0.0024 |
-0.2% |
1.5103 |
| Close |
1.5127 |
1.5117 |
-0.0010 |
-0.1% |
1.5127 |
| Range |
0.0283 |
0.0084 |
-0.0199 |
-70.3% |
0.0391 |
| ATR |
0.0162 |
0.0157 |
-0.0006 |
-3.4% |
0.0000 |
| Volume |
127,325 |
79,174 |
-48,151 |
-37.8% |
610,124 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5376 |
1.5331 |
1.5163 |
|
| R3 |
1.5292 |
1.5247 |
1.5140 |
|
| R2 |
1.5208 |
1.5208 |
1.5132 |
|
| R1 |
1.5163 |
1.5163 |
1.5125 |
1.5144 |
| PP |
1.5124 |
1.5124 |
1.5124 |
1.5115 |
| S1 |
1.5079 |
1.5079 |
1.5109 |
1.5060 |
| S2 |
1.5040 |
1.5040 |
1.5102 |
|
| S3 |
1.4956 |
1.4995 |
1.5094 |
|
| S4 |
1.4872 |
1.4911 |
1.5071 |
|
|
| 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 |
1.5086 |
0.0408 |
2.7% |
0.0180 |
1.2% |
8% |
False |
True |
122,320 |
| 10 |
1.5494 |
1.4851 |
0.0643 |
4.3% |
0.0160 |
1.1% |
41% |
False |
False |
99,555 |
| 20 |
1.5494 |
1.4560 |
0.0934 |
6.2% |
0.0154 |
1.0% |
60% |
False |
False |
94,194 |
| 40 |
1.5494 |
1.4560 |
0.0934 |
6.2% |
0.0163 |
1.1% |
60% |
False |
False |
96,451 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.5% |
0.0141 |
0.9% |
57% |
False |
False |
64,819 |
| 80 |
1.5541 |
1.4560 |
0.0981 |
6.5% |
0.0133 |
0.9% |
57% |
False |
False |
48,652 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.9% |
0.0120 |
0.8% |
47% |
False |
False |
38,930 |
| 120 |
1.5854 |
1.4560 |
0.1294 |
8.6% |
0.0106 |
0.7% |
43% |
False |
False |
32,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5527 |
|
2.618 |
1.5390 |
|
1.618 |
1.5306 |
|
1.000 |
1.5254 |
|
0.618 |
1.5222 |
|
HIGH |
1.5170 |
|
0.618 |
1.5138 |
|
0.500 |
1.5128 |
|
0.382 |
1.5118 |
|
LOW |
1.5086 |
|
0.618 |
1.5034 |
|
1.000 |
1.5002 |
|
1.618 |
1.4950 |
|
2.618 |
1.4866 |
|
4.250 |
1.4729 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5128 |
1.5287 |
| PP |
1.5124 |
1.5230 |
| S1 |
1.5121 |
1.5174 |
|