CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5380 |
1.5353 |
-0.0027 |
-0.2% |
1.5723 |
| High |
1.5435 |
1.5384 |
-0.0051 |
-0.3% |
1.5743 |
| Low |
1.5299 |
1.5258 |
-0.0041 |
-0.3% |
1.5444 |
| Close |
1.5335 |
1.5321 |
-0.0014 |
-0.1% |
1.5485 |
| Range |
0.0136 |
0.0126 |
-0.0010 |
-7.4% |
0.0299 |
| ATR |
0.0157 |
0.0155 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
96,620 |
81,370 |
-15,250 |
-15.8% |
537,675 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5699 |
1.5636 |
1.5390 |
|
| R3 |
1.5573 |
1.5510 |
1.5356 |
|
| R2 |
1.5447 |
1.5447 |
1.5344 |
|
| R1 |
1.5384 |
1.5384 |
1.5333 |
1.5353 |
| PP |
1.5321 |
1.5321 |
1.5321 |
1.5305 |
| S1 |
1.5258 |
1.5258 |
1.5309 |
1.5227 |
| S2 |
1.5195 |
1.5195 |
1.5298 |
|
| S3 |
1.5069 |
1.5132 |
1.5286 |
|
| S4 |
1.4943 |
1.5006 |
1.5252 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6454 |
1.6269 |
1.5649 |
|
| R3 |
1.6155 |
1.5970 |
1.5567 |
|
| R2 |
1.5856 |
1.5856 |
1.5540 |
|
| R1 |
1.5671 |
1.5671 |
1.5512 |
1.5614 |
| PP |
1.5557 |
1.5557 |
1.5557 |
1.5529 |
| S1 |
1.5372 |
1.5372 |
1.5458 |
1.5315 |
| S2 |
1.5258 |
1.5258 |
1.5430 |
|
| S3 |
1.4959 |
1.5073 |
1.5403 |
|
| S4 |
1.4660 |
1.4774 |
1.5321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5697 |
1.5258 |
0.0439 |
2.9% |
0.0164 |
1.1% |
14% |
False |
True |
98,322 |
| 10 |
1.5821 |
1.5258 |
0.0563 |
3.7% |
0.0147 |
1.0% |
11% |
False |
True |
103,209 |
| 20 |
1.5821 |
1.5080 |
0.0741 |
4.8% |
0.0155 |
1.0% |
33% |
False |
False |
114,434 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0149 |
1.0% |
60% |
False |
False |
100,879 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0158 |
1.0% |
60% |
False |
False |
96,899 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0144 |
0.9% |
60% |
False |
False |
72,797 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0134 |
0.9% |
60% |
False |
False |
58,265 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0121 |
0.8% |
60% |
False |
False |
48,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5920 |
|
2.618 |
1.5714 |
|
1.618 |
1.5588 |
|
1.000 |
1.5510 |
|
0.618 |
1.5462 |
|
HIGH |
1.5384 |
|
0.618 |
1.5336 |
|
0.500 |
1.5321 |
|
0.382 |
1.5306 |
|
LOW |
1.5258 |
|
0.618 |
1.5180 |
|
1.000 |
1.5132 |
|
1.618 |
1.5054 |
|
2.618 |
1.4928 |
|
4.250 |
1.4723 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5321 |
1.5382 |
| PP |
1.5321 |
1.5361 |
| S1 |
1.5321 |
1.5341 |
|