CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5139 |
1.5120 |
-0.0019 |
-0.1% |
1.5175 |
| High |
1.5170 |
1.5214 |
0.0044 |
0.3% |
1.5494 |
| Low |
1.5086 |
1.5080 |
-0.0006 |
0.0% |
1.5103 |
| Close |
1.5117 |
1.5170 |
0.0053 |
0.4% |
1.5127 |
| Range |
0.0084 |
0.0134 |
0.0050 |
59.5% |
0.0391 |
| ATR |
0.0157 |
0.0155 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
79,174 |
101,010 |
21,836 |
27.6% |
610,124 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5557 |
1.5497 |
1.5244 |
|
| R3 |
1.5423 |
1.5363 |
1.5207 |
|
| R2 |
1.5289 |
1.5289 |
1.5195 |
|
| R1 |
1.5229 |
1.5229 |
1.5182 |
1.5259 |
| PP |
1.5155 |
1.5155 |
1.5155 |
1.5170 |
| S1 |
1.5095 |
1.5095 |
1.5158 |
1.5125 |
| S2 |
1.5021 |
1.5021 |
1.5145 |
|
| S3 |
1.4887 |
1.4961 |
1.5133 |
|
| S4 |
1.4753 |
1.4827 |
1.5096 |
|
|
| 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 |
1.5080 |
0.0414 |
2.7% |
0.0172 |
1.1% |
22% |
False |
True |
119,863 |
| 10 |
1.5494 |
1.4908 |
0.0586 |
3.9% |
0.0162 |
1.1% |
45% |
False |
False |
103,938 |
| 20 |
1.5494 |
1.4560 |
0.0934 |
6.2% |
0.0155 |
1.0% |
65% |
False |
False |
95,332 |
| 40 |
1.5494 |
1.4560 |
0.0934 |
6.2% |
0.0164 |
1.1% |
65% |
False |
False |
98,080 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.5% |
0.0141 |
0.9% |
62% |
False |
False |
66,499 |
| 80 |
1.5541 |
1.4560 |
0.0981 |
6.5% |
0.0134 |
0.9% |
62% |
False |
False |
49,913 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.8% |
0.0121 |
0.8% |
51% |
False |
False |
39,940 |
| 120 |
1.5854 |
1.4560 |
0.1294 |
8.5% |
0.0107 |
0.7% |
47% |
False |
False |
33,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5784 |
|
2.618 |
1.5565 |
|
1.618 |
1.5431 |
|
1.000 |
1.5348 |
|
0.618 |
1.5297 |
|
HIGH |
1.5214 |
|
0.618 |
1.5163 |
|
0.500 |
1.5147 |
|
0.382 |
1.5131 |
|
LOW |
1.5080 |
|
0.618 |
1.4997 |
|
1.000 |
1.4946 |
|
1.618 |
1.4863 |
|
2.618 |
1.4729 |
|
4.250 |
1.4511 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5162 |
1.5237 |
| PP |
1.5155 |
1.5214 |
| S1 |
1.5147 |
1.5192 |
|