CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5260 |
1.5345 |
0.0085 |
0.6% |
1.5285 |
| High |
1.5364 |
1.5389 |
0.0025 |
0.2% |
1.5441 |
| Low |
1.5220 |
1.5257 |
0.0037 |
0.2% |
1.5168 |
| Close |
1.5332 |
1.5373 |
0.0041 |
0.3% |
1.5275 |
| Range |
0.0144 |
0.0132 |
-0.0012 |
-8.3% |
0.0273 |
| ATR |
0.0152 |
0.0151 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
94,136 |
114,149 |
20,013 |
21.3% |
475,729 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5736 |
1.5686 |
1.5446 |
|
| R3 |
1.5604 |
1.5554 |
1.5409 |
|
| R2 |
1.5472 |
1.5472 |
1.5397 |
|
| R1 |
1.5422 |
1.5422 |
1.5385 |
1.5447 |
| PP |
1.5340 |
1.5340 |
1.5340 |
1.5352 |
| S1 |
1.5290 |
1.5290 |
1.5361 |
1.5315 |
| S2 |
1.5208 |
1.5208 |
1.5349 |
|
| S3 |
1.5076 |
1.5158 |
1.5337 |
|
| S4 |
1.4944 |
1.5026 |
1.5300 |
|
|
| 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 |
1.5190 |
0.0251 |
1.6% |
0.0145 |
0.9% |
73% |
False |
False |
97,268 |
| 10 |
1.5441 |
1.5168 |
0.0273 |
1.8% |
0.0142 |
0.9% |
75% |
False |
False |
94,689 |
| 20 |
1.5821 |
1.5168 |
0.0653 |
4.2% |
0.0146 |
0.9% |
31% |
False |
False |
104,298 |
| 40 |
1.5821 |
1.4598 |
0.1223 |
8.0% |
0.0151 |
1.0% |
63% |
False |
False |
103,740 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0157 |
1.0% |
64% |
False |
False |
101,941 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0146 |
0.9% |
64% |
False |
False |
82,384 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0139 |
0.9% |
64% |
False |
False |
65,946 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0129 |
0.8% |
64% |
False |
False |
54,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5950 |
|
2.618 |
1.5735 |
|
1.618 |
1.5603 |
|
1.000 |
1.5521 |
|
0.618 |
1.5471 |
|
HIGH |
1.5389 |
|
0.618 |
1.5339 |
|
0.500 |
1.5323 |
|
0.382 |
1.5307 |
|
LOW |
1.5257 |
|
0.618 |
1.5175 |
|
1.000 |
1.5125 |
|
1.618 |
1.5043 |
|
2.618 |
1.4911 |
|
4.250 |
1.4696 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5356 |
1.5345 |
| PP |
1.5340 |
1.5317 |
| S1 |
1.5323 |
1.5290 |
|