CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5508 |
1.5529 |
0.0021 |
0.1% |
1.5451 |
| High |
1.5585 |
1.5697 |
0.0112 |
0.7% |
1.5821 |
| Low |
1.5470 |
1.5521 |
0.0051 |
0.3% |
1.5389 |
| Close |
1.5543 |
1.5670 |
0.0127 |
0.8% |
1.5749 |
| Range |
0.0115 |
0.0176 |
0.0061 |
53.0% |
0.0432 |
| ATR |
0.0152 |
0.0154 |
0.0002 |
1.1% |
0.0000 |
| Volume |
107,345 |
105,941 |
-1,404 |
-1.3% |
617,605 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6157 |
1.6090 |
1.5767 |
|
| R3 |
1.5981 |
1.5914 |
1.5718 |
|
| R2 |
1.5805 |
1.5805 |
1.5702 |
|
| R1 |
1.5738 |
1.5738 |
1.5686 |
1.5772 |
| PP |
1.5629 |
1.5629 |
1.5629 |
1.5646 |
| S1 |
1.5562 |
1.5562 |
1.5654 |
1.5596 |
| S2 |
1.5453 |
1.5453 |
1.5638 |
|
| S3 |
1.5277 |
1.5386 |
1.5622 |
|
| S4 |
1.5101 |
1.5210 |
1.5573 |
|
|
| 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 |
1.5806 |
1.5444 |
0.0362 |
2.3% |
0.0146 |
0.9% |
62% |
False |
False |
107,314 |
| 10 |
1.5821 |
1.5351 |
0.0470 |
3.0% |
0.0151 |
1.0% |
68% |
False |
False |
123,800 |
| 20 |
1.5821 |
1.5023 |
0.0798 |
5.1% |
0.0155 |
1.0% |
81% |
False |
False |
116,094 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0147 |
0.9% |
88% |
False |
False |
100,274 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0153 |
1.0% |
88% |
False |
False |
90,558 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0140 |
0.9% |
88% |
False |
False |
67,985 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0132 |
0.8% |
88% |
False |
False |
54,412 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0119 |
0.8% |
88% |
False |
False |
45,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6445 |
|
2.618 |
1.6158 |
|
1.618 |
1.5982 |
|
1.000 |
1.5873 |
|
0.618 |
1.5806 |
|
HIGH |
1.5697 |
|
0.618 |
1.5630 |
|
0.500 |
1.5609 |
|
0.382 |
1.5588 |
|
LOW |
1.5521 |
|
0.618 |
1.5412 |
|
1.000 |
1.5345 |
|
1.618 |
1.5236 |
|
2.618 |
1.5060 |
|
4.250 |
1.4773 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5650 |
1.5637 |
| PP |
1.5629 |
1.5604 |
| S1 |
1.5609 |
1.5571 |
|