CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5343 |
1.5332 |
-0.0011 |
-0.1% |
1.5465 |
| High |
1.5374 |
1.5441 |
0.0067 |
0.4% |
1.5505 |
| Low |
1.5249 |
1.5304 |
0.0055 |
0.4% |
1.5235 |
| Close |
1.5313 |
1.5368 |
0.0055 |
0.4% |
1.5289 |
| Range |
0.0125 |
0.0137 |
0.0012 |
9.6% |
0.0270 |
| ATR |
0.0151 |
0.0150 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
89,075 |
87,722 |
-1,353 |
-1.5% |
366,017 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5782 |
1.5712 |
1.5443 |
|
| R3 |
1.5645 |
1.5575 |
1.5406 |
|
| R2 |
1.5508 |
1.5508 |
1.5393 |
|
| R1 |
1.5438 |
1.5438 |
1.5381 |
1.5473 |
| PP |
1.5371 |
1.5371 |
1.5371 |
1.5389 |
| S1 |
1.5301 |
1.5301 |
1.5355 |
1.5336 |
| S2 |
1.5234 |
1.5234 |
1.5343 |
|
| S3 |
1.5097 |
1.5164 |
1.5330 |
|
| S4 |
1.4960 |
1.5027 |
1.5293 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6153 |
1.5991 |
1.5438 |
|
| R3 |
1.5883 |
1.5721 |
1.5363 |
|
| R2 |
1.5613 |
1.5613 |
1.5339 |
|
| R1 |
1.5451 |
1.5451 |
1.5314 |
1.5397 |
| PP |
1.5343 |
1.5343 |
1.5343 |
1.5316 |
| S1 |
1.5181 |
1.5181 |
1.5264 |
1.5127 |
| S2 |
1.5073 |
1.5073 |
1.5240 |
|
| S3 |
1.4803 |
1.4911 |
1.5215 |
|
| S4 |
1.4533 |
1.4641 |
1.5141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5441 |
1.5168 |
0.0273 |
1.8% |
0.0138 |
0.9% |
73% |
True |
False |
91,871 |
| 10 |
1.5697 |
1.5168 |
0.0529 |
3.4% |
0.0151 |
1.0% |
38% |
False |
False |
95,097 |
| 20 |
1.5821 |
1.5160 |
0.0661 |
4.3% |
0.0148 |
1.0% |
31% |
False |
False |
108,770 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0151 |
1.0% |
64% |
False |
False |
102,475 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0159 |
1.0% |
64% |
False |
False |
102,715 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0144 |
0.9% |
64% |
False |
False |
78,527 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0137 |
0.9% |
64% |
False |
False |
62,853 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0127 |
0.8% |
64% |
False |
False |
52,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6023 |
|
2.618 |
1.5800 |
|
1.618 |
1.5663 |
|
1.000 |
1.5578 |
|
0.618 |
1.5526 |
|
HIGH |
1.5441 |
|
0.618 |
1.5389 |
|
0.500 |
1.5373 |
|
0.382 |
1.5356 |
|
LOW |
1.5304 |
|
0.618 |
1.5219 |
|
1.000 |
1.5167 |
|
1.618 |
1.5082 |
|
2.618 |
1.4945 |
|
4.250 |
1.4722 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5373 |
1.5349 |
| PP |
1.5371 |
1.5329 |
| S1 |
1.5370 |
1.5310 |
|