CME British Pound Future September 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 |
1.5350 |
1.5260 |
-0.0090 |
-0.6% |
1.5279 |
| High |
1.5399 |
1.5355 |
-0.0044 |
-0.3% |
1.5430 |
| Low |
1.5180 |
1.5211 |
0.0031 |
0.2% |
1.5160 |
| Close |
1.5265 |
1.5322 |
0.0057 |
0.4% |
1.5265 |
| Range |
0.0219 |
0.0144 |
-0.0075 |
-34.2% |
0.0270 |
| ATR |
0.0144 |
0.0144 |
0.0000 |
0.0% |
0.0000 |
| Volume |
7,342 |
21,186 |
13,844 |
188.6% |
16,863 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5728 |
1.5669 |
1.5401 |
|
| R3 |
1.5584 |
1.5525 |
1.5362 |
|
| R2 |
1.5440 |
1.5440 |
1.5348 |
|
| R1 |
1.5381 |
1.5381 |
1.5335 |
1.5411 |
| PP |
1.5296 |
1.5296 |
1.5296 |
1.5311 |
| S1 |
1.5237 |
1.5237 |
1.5309 |
1.5267 |
| S2 |
1.5152 |
1.5152 |
1.5296 |
|
| S3 |
1.5008 |
1.5093 |
1.5282 |
|
| S4 |
1.4864 |
1.4949 |
1.5243 |
|
|
| 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 |
1.5169 |
0.0261 |
1.7% |
0.0161 |
1.1% |
59% |
False |
False |
7,153 |
| 10 |
1.5491 |
1.5160 |
0.0331 |
2.2% |
0.0143 |
0.9% |
49% |
False |
False |
4,306 |
| 20 |
1.5800 |
1.5160 |
0.0640 |
4.2% |
0.0142 |
0.9% |
25% |
False |
False |
2,299 |
| 40 |
1.5800 |
1.4592 |
0.1208 |
7.9% |
0.0137 |
0.9% |
60% |
False |
False |
1,199 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0133 |
0.9% |
60% |
False |
False |
817 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0110 |
0.7% |
60% |
False |
False |
613 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0089 |
0.6% |
60% |
False |
False |
492 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0076 |
0.5% |
60% |
False |
False |
410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5967 |
|
2.618 |
1.5732 |
|
1.618 |
1.5588 |
|
1.000 |
1.5499 |
|
0.618 |
1.5444 |
|
HIGH |
1.5355 |
|
0.618 |
1.5300 |
|
0.500 |
1.5283 |
|
0.382 |
1.5266 |
|
LOW |
1.5211 |
|
0.618 |
1.5122 |
|
1.000 |
1.5067 |
|
1.618 |
1.4978 |
|
2.618 |
1.4834 |
|
4.250 |
1.4599 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5309 |
1.5316 |
| PP |
1.5296 |
1.5311 |
| S1 |
1.5283 |
1.5305 |
|