CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5723 |
1.5653 |
-0.0070 |
-0.4% |
1.5451 |
| High |
1.5743 |
1.5667 |
-0.0076 |
-0.5% |
1.5821 |
| Low |
1.5635 |
1.5444 |
-0.0191 |
-1.2% |
1.5389 |
| Close |
1.5654 |
1.5494 |
-0.0160 |
-1.0% |
1.5749 |
| Range |
0.0108 |
0.0223 |
0.0115 |
106.5% |
0.0432 |
| ATR |
0.0150 |
0.0155 |
0.0005 |
3.5% |
0.0000 |
| Volume |
81,184 |
138,660 |
57,476 |
70.8% |
617,605 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6204 |
1.6072 |
1.5617 |
|
| R3 |
1.5981 |
1.5849 |
1.5555 |
|
| R2 |
1.5758 |
1.5758 |
1.5535 |
|
| R1 |
1.5626 |
1.5626 |
1.5514 |
1.5581 |
| PP |
1.5535 |
1.5535 |
1.5535 |
1.5512 |
| S1 |
1.5403 |
1.5403 |
1.5474 |
1.5358 |
| S2 |
1.5312 |
1.5312 |
1.5453 |
|
| S3 |
1.5089 |
1.5180 |
1.5433 |
|
| S4 |
1.4866 |
1.4957 |
1.5371 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6949 |
1.6781 |
1.5987 |
|
| R3 |
1.6517 |
1.6349 |
1.5868 |
|
| R2 |
1.6085 |
1.6085 |
1.5828 |
|
| R1 |
1.5917 |
1.5917 |
1.5789 |
1.6001 |
| PP |
1.5653 |
1.5653 |
1.5653 |
1.5695 |
| S1 |
1.5485 |
1.5485 |
1.5709 |
1.5569 |
| S2 |
1.5221 |
1.5221 |
1.5670 |
|
| S3 |
1.4789 |
1.5053 |
1.5630 |
|
| S4 |
1.4357 |
1.4621 |
1.5511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5821 |
1.5444 |
0.0377 |
2.4% |
0.0134 |
0.9% |
13% |
False |
True |
118,922 |
| 10 |
1.5821 |
1.5146 |
0.0675 |
4.4% |
0.0147 |
0.9% |
52% |
False |
False |
123,406 |
| 20 |
1.5821 |
1.4908 |
0.0913 |
5.9% |
0.0155 |
1.0% |
64% |
False |
False |
113,672 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0147 |
0.9% |
74% |
False |
False |
99,828 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0150 |
1.0% |
74% |
False |
False |
87,017 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0139 |
0.9% |
74% |
False |
False |
65,323 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0129 |
0.8% |
74% |
False |
False |
52,280 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0117 |
0.8% |
74% |
False |
False |
43,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6615 |
|
2.618 |
1.6251 |
|
1.618 |
1.6028 |
|
1.000 |
1.5890 |
|
0.618 |
1.5805 |
|
HIGH |
1.5667 |
|
0.618 |
1.5582 |
|
0.500 |
1.5556 |
|
0.382 |
1.5529 |
|
LOW |
1.5444 |
|
0.618 |
1.5306 |
|
1.000 |
1.5221 |
|
1.618 |
1.5083 |
|
2.618 |
1.4860 |
|
4.250 |
1.4496 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5556 |
1.5625 |
| PP |
1.5535 |
1.5581 |
| S1 |
1.5515 |
1.5538 |
|