CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5321 |
1.5350 |
0.0029 |
0.2% |
1.5279 |
| High |
1.5430 |
1.5399 |
-0.0031 |
-0.2% |
1.5430 |
| Low |
1.5294 |
1.5180 |
-0.0114 |
-0.7% |
1.5160 |
| Close |
1.5358 |
1.5265 |
-0.0093 |
-0.6% |
1.5265 |
| Range |
0.0136 |
0.0219 |
0.0083 |
61.0% |
0.0270 |
| ATR |
0.0139 |
0.0144 |
0.0006 |
4.1% |
0.0000 |
| Volume |
2,497 |
7,342 |
4,845 |
194.0% |
16,863 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5938 |
1.5821 |
1.5385 |
|
| R3 |
1.5719 |
1.5602 |
1.5325 |
|
| R2 |
1.5500 |
1.5500 |
1.5305 |
|
| R1 |
1.5383 |
1.5383 |
1.5285 |
1.5332 |
| PP |
1.5281 |
1.5281 |
1.5281 |
1.5256 |
| S1 |
1.5164 |
1.5164 |
1.5245 |
1.5113 |
| S2 |
1.5062 |
1.5062 |
1.5225 |
|
| S3 |
1.4843 |
1.4945 |
1.5205 |
|
| S4 |
1.4624 |
1.4726 |
1.5145 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6095 |
1.5950 |
1.5414 |
|
| R3 |
1.5825 |
1.5680 |
1.5339 |
|
| R2 |
1.5555 |
1.5555 |
1.5315 |
|
| R1 |
1.5410 |
1.5410 |
1.5290 |
1.5348 |
| PP |
1.5285 |
1.5285 |
1.5285 |
1.5254 |
| S1 |
1.5140 |
1.5140 |
1.5240 |
1.5078 |
| S2 |
1.5015 |
1.5015 |
1.5216 |
|
| S3 |
1.4745 |
1.4870 |
1.5191 |
|
| S4 |
1.4475 |
1.4600 |
1.5117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5430 |
1.5160 |
0.0270 |
1.8% |
0.0158 |
1.0% |
39% |
False |
False |
3,372 |
| 10 |
1.5665 |
1.5160 |
0.0505 |
3.3% |
0.0151 |
1.0% |
21% |
False |
False |
2,221 |
| 20 |
1.5800 |
1.5160 |
0.0640 |
4.2% |
0.0143 |
0.9% |
16% |
False |
False |
1,244 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0136 |
0.9% |
56% |
False |
False |
671 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0133 |
0.9% |
56% |
False |
False |
464 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0109 |
0.7% |
56% |
False |
False |
349 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0088 |
0.6% |
56% |
False |
False |
280 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0075 |
0.5% |
56% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6330 |
|
2.618 |
1.5972 |
|
1.618 |
1.5753 |
|
1.000 |
1.5618 |
|
0.618 |
1.5534 |
|
HIGH |
1.5399 |
|
0.618 |
1.5315 |
|
0.500 |
1.5290 |
|
0.382 |
1.5264 |
|
LOW |
1.5180 |
|
0.618 |
1.5045 |
|
1.000 |
1.4961 |
|
1.618 |
1.4826 |
|
2.618 |
1.4607 |
|
4.250 |
1.4249 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5290 |
1.5305 |
| PP |
1.5281 |
1.5292 |
| S1 |
1.5273 |
1.5278 |
|