CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5383 |
1.5517 |
0.0134 |
0.9% |
1.5285 |
| High |
1.5554 |
1.5533 |
-0.0021 |
-0.1% |
1.5441 |
| Low |
1.5368 |
1.5421 |
0.0053 |
0.3% |
1.5168 |
| Close |
1.5526 |
1.5518 |
-0.0008 |
-0.1% |
1.5275 |
| Range |
0.0186 |
0.0112 |
-0.0074 |
-39.8% |
0.0273 |
| ATR |
0.0153 |
0.0150 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
182,917 |
106,569 |
-76,348 |
-41.7% |
475,729 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5827 |
1.5784 |
1.5580 |
|
| R3 |
1.5715 |
1.5672 |
1.5549 |
|
| R2 |
1.5603 |
1.5603 |
1.5539 |
|
| R1 |
1.5560 |
1.5560 |
1.5528 |
1.5582 |
| PP |
1.5491 |
1.5491 |
1.5491 |
1.5501 |
| S1 |
1.5448 |
1.5448 |
1.5508 |
1.5470 |
| S2 |
1.5379 |
1.5379 |
1.5497 |
|
| S3 |
1.5267 |
1.5336 |
1.5487 |
|
| S4 |
1.5155 |
1.5224 |
1.5456 |
|
|
| 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% |
0.0152 |
1.0% |
90% |
False |
False |
119,806 |
| 10 |
1.5554 |
1.5168 |
0.0386 |
2.5% |
0.0145 |
0.9% |
91% |
False |
False |
105,839 |
| 20 |
1.5821 |
1.5168 |
0.0653 |
4.2% |
0.0146 |
0.9% |
54% |
False |
False |
104,524 |
| 40 |
1.5821 |
1.4807 |
0.1014 |
6.5% |
0.0150 |
1.0% |
70% |
False |
False |
105,869 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0158 |
1.0% |
76% |
False |
False |
103,726 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0148 |
1.0% |
76% |
False |
False |
85,996 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0140 |
0.9% |
76% |
False |
False |
68,839 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0129 |
0.8% |
76% |
False |
False |
57,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6009 |
|
2.618 |
1.5826 |
|
1.618 |
1.5714 |
|
1.000 |
1.5645 |
|
0.618 |
1.5602 |
|
HIGH |
1.5533 |
|
0.618 |
1.5490 |
|
0.500 |
1.5477 |
|
0.382 |
1.5464 |
|
LOW |
1.5421 |
|
0.618 |
1.5352 |
|
1.000 |
1.5309 |
|
1.618 |
1.5240 |
|
2.618 |
1.5128 |
|
4.250 |
1.4945 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5504 |
1.5481 |
| PP |
1.5491 |
1.5443 |
| S1 |
1.5477 |
1.5406 |
|