CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5356 |
1.5260 |
-0.0096 |
-0.6% |
1.5285 |
| High |
1.5377 |
1.5364 |
-0.0013 |
-0.1% |
1.5441 |
| Low |
1.5190 |
1.5220 |
0.0030 |
0.2% |
1.5168 |
| Close |
1.5275 |
1.5332 |
0.0057 |
0.4% |
1.5275 |
| Range |
0.0187 |
0.0144 |
-0.0043 |
-23.0% |
0.0273 |
| ATR |
0.0153 |
0.0152 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
101,262 |
94,136 |
-7,126 |
-7.0% |
475,729 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5737 |
1.5679 |
1.5411 |
|
| R3 |
1.5593 |
1.5535 |
1.5372 |
|
| R2 |
1.5449 |
1.5449 |
1.5358 |
|
| R1 |
1.5391 |
1.5391 |
1.5345 |
1.5420 |
| PP |
1.5305 |
1.5305 |
1.5305 |
1.5320 |
| S1 |
1.5247 |
1.5247 |
1.5319 |
1.5276 |
| S2 |
1.5161 |
1.5161 |
1.5306 |
|
| S3 |
1.5017 |
1.5103 |
1.5292 |
|
| S4 |
1.4873 |
1.4959 |
1.5253 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6114 |
1.5967 |
1.5425 |
|
| R3 |
1.5841 |
1.5694 |
1.5350 |
|
| R2 |
1.5568 |
1.5568 |
1.5325 |
|
| R1 |
1.5421 |
1.5421 |
1.5300 |
1.5358 |
| PP |
1.5295 |
1.5295 |
1.5295 |
1.5263 |
| S1 |
1.5148 |
1.5148 |
1.5250 |
1.5085 |
| S2 |
1.5022 |
1.5022 |
1.5225 |
|
| S3 |
1.4749 |
1.4875 |
1.5200 |
|
| S4 |
1.4476 |
1.4602 |
1.5125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5441 |
1.5179 |
0.0262 |
1.7% |
0.0156 |
1.0% |
58% |
False |
False |
96,162 |
| 10 |
1.5505 |
1.5168 |
0.0337 |
2.2% |
0.0144 |
0.9% |
49% |
False |
False |
93,588 |
| 20 |
1.5821 |
1.5168 |
0.0653 |
4.3% |
0.0150 |
1.0% |
25% |
False |
False |
104,558 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0151 |
1.0% |
61% |
False |
False |
102,875 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0158 |
1.0% |
61% |
False |
False |
102,656 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0147 |
1.0% |
61% |
False |
False |
80,965 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0139 |
0.9% |
61% |
False |
False |
64,805 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0129 |
0.8% |
61% |
False |
False |
54,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5976 |
|
2.618 |
1.5741 |
|
1.618 |
1.5597 |
|
1.000 |
1.5508 |
|
0.618 |
1.5453 |
|
HIGH |
1.5364 |
|
0.618 |
1.5309 |
|
0.500 |
1.5292 |
|
0.382 |
1.5275 |
|
LOW |
1.5220 |
|
0.618 |
1.5131 |
|
1.000 |
1.5076 |
|
1.618 |
1.4987 |
|
2.618 |
1.4843 |
|
4.250 |
1.4608 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5319 |
1.5327 |
| PP |
1.5305 |
1.5321 |
| S1 |
1.5292 |
1.5316 |
|