CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5345 |
1.5383 |
0.0038 |
0.2% |
1.5285 |
| High |
1.5389 |
1.5554 |
0.0165 |
1.1% |
1.5441 |
| Low |
1.5257 |
1.5368 |
0.0111 |
0.7% |
1.5168 |
| Close |
1.5373 |
1.5526 |
0.0153 |
1.0% |
1.5275 |
| Range |
0.0132 |
0.0186 |
0.0054 |
40.9% |
0.0273 |
| ATR |
0.0151 |
0.0153 |
0.0003 |
1.7% |
0.0000 |
| Volume |
114,149 |
182,917 |
68,768 |
60.2% |
475,729 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6041 |
1.5969 |
1.5628 |
|
| R3 |
1.5855 |
1.5783 |
1.5577 |
|
| R2 |
1.5669 |
1.5669 |
1.5560 |
|
| R1 |
1.5597 |
1.5597 |
1.5543 |
1.5633 |
| PP |
1.5483 |
1.5483 |
1.5483 |
1.5501 |
| S1 |
1.5411 |
1.5411 |
1.5509 |
1.5447 |
| S2 |
1.5297 |
1.5297 |
1.5492 |
|
| S3 |
1.5111 |
1.5225 |
1.5475 |
|
| S4 |
1.4925 |
1.5039 |
1.5424 |
|
|
| 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 |
1.5554 |
1.5190 |
0.0364 |
2.3% |
0.0157 |
1.0% |
92% |
True |
False |
116,037 |
| 10 |
1.5554 |
1.5168 |
0.0386 |
2.5% |
0.0147 |
0.9% |
93% |
True |
False |
103,319 |
| 20 |
1.5821 |
1.5168 |
0.0653 |
4.2% |
0.0147 |
0.9% |
55% |
False |
False |
107,269 |
| 40 |
1.5821 |
1.4694 |
0.1127 |
7.3% |
0.0151 |
1.0% |
74% |
False |
False |
105,572 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0158 |
1.0% |
77% |
False |
False |
103,467 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0148 |
1.0% |
77% |
False |
False |
84,665 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0140 |
0.9% |
77% |
False |
False |
67,774 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0130 |
0.8% |
77% |
False |
False |
56,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6345 |
|
2.618 |
1.6041 |
|
1.618 |
1.5855 |
|
1.000 |
1.5740 |
|
0.618 |
1.5669 |
|
HIGH |
1.5554 |
|
0.618 |
1.5483 |
|
0.500 |
1.5461 |
|
0.382 |
1.5439 |
|
LOW |
1.5368 |
|
0.618 |
1.5253 |
|
1.000 |
1.5182 |
|
1.618 |
1.5067 |
|
2.618 |
1.4881 |
|
4.250 |
1.4578 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5504 |
1.5480 |
| PP |
1.5483 |
1.5433 |
| S1 |
1.5461 |
1.5387 |
|