CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5412 |
1.5451 |
0.0039 |
0.3% |
1.5139 |
| High |
1.5519 |
1.5610 |
0.0091 |
0.6% |
1.5519 |
| Low |
1.5351 |
1.5389 |
0.0038 |
0.2% |
1.5080 |
| Close |
1.5448 |
1.5586 |
0.0138 |
0.9% |
1.5448 |
| Range |
0.0168 |
0.0221 |
0.0053 |
31.5% |
0.0439 |
| ATR |
0.0159 |
0.0164 |
0.0004 |
2.8% |
0.0000 |
| Volume |
187,265 |
119,348 |
-67,917 |
-36.3% |
576,804 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6191 |
1.6110 |
1.5708 |
|
| R3 |
1.5970 |
1.5889 |
1.5647 |
|
| R2 |
1.5749 |
1.5749 |
1.5627 |
|
| R1 |
1.5668 |
1.5668 |
1.5606 |
1.5709 |
| PP |
1.5528 |
1.5528 |
1.5528 |
1.5549 |
| S1 |
1.5447 |
1.5447 |
1.5566 |
1.5488 |
| S2 |
1.5307 |
1.5307 |
1.5545 |
|
| S3 |
1.5086 |
1.5226 |
1.5525 |
|
| S4 |
1.4865 |
1.5005 |
1.5464 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6666 |
1.6496 |
1.5689 |
|
| R3 |
1.6227 |
1.6057 |
1.5569 |
|
| R2 |
1.5788 |
1.5788 |
1.5528 |
|
| R1 |
1.5618 |
1.5618 |
1.5488 |
1.5703 |
| PP |
1.5349 |
1.5349 |
1.5349 |
1.5392 |
| S1 |
1.5179 |
1.5179 |
1.5408 |
1.5264 |
| S2 |
1.4910 |
1.4910 |
1.5368 |
|
| S3 |
1.4471 |
1.4740 |
1.5327 |
|
| S4 |
1.4032 |
1.4301 |
1.5207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5610 |
1.5080 |
0.0530 |
3.4% |
0.0155 |
1.0% |
95% |
True |
False |
123,395 |
| 10 |
1.5610 |
1.5080 |
0.0530 |
3.4% |
0.0168 |
1.1% |
95% |
True |
False |
122,857 |
| 20 |
1.5610 |
1.4598 |
0.1012 |
6.5% |
0.0156 |
1.0% |
98% |
True |
False |
103,182 |
| 40 |
1.5610 |
1.4560 |
0.1050 |
6.7% |
0.0163 |
1.0% |
98% |
True |
False |
100,763 |
| 60 |
1.5610 |
1.4560 |
0.1050 |
6.7% |
0.0146 |
0.9% |
98% |
True |
False |
75,080 |
| 80 |
1.5610 |
1.4560 |
0.1050 |
6.7% |
0.0138 |
0.9% |
98% |
True |
False |
56,359 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.6% |
0.0126 |
0.8% |
86% |
False |
False |
45,099 |
| 120 |
1.5772 |
1.4560 |
0.1212 |
7.8% |
0.0112 |
0.7% |
85% |
False |
False |
37,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6549 |
|
2.618 |
1.6189 |
|
1.618 |
1.5968 |
|
1.000 |
1.5831 |
|
0.618 |
1.5747 |
|
HIGH |
1.5610 |
|
0.618 |
1.5526 |
|
0.500 |
1.5500 |
|
0.382 |
1.5473 |
|
LOW |
1.5389 |
|
0.618 |
1.5252 |
|
1.000 |
1.5168 |
|
1.618 |
1.5031 |
|
2.618 |
1.4810 |
|
4.250 |
1.4450 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5557 |
1.5519 |
| PP |
1.5528 |
1.5452 |
| S1 |
1.5500 |
1.5385 |
|