CME British Pound Future September 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 |
1.5332 |
1.5374 |
0.0042 |
0.3% |
1.5279 |
| High |
1.5379 |
1.5542 |
0.0163 |
1.1% |
1.5430 |
| Low |
1.5247 |
1.5362 |
0.0115 |
0.8% |
1.5160 |
| Close |
1.5363 |
1.5516 |
0.0153 |
1.0% |
1.5265 |
| Range |
0.0132 |
0.0180 |
0.0048 |
36.4% |
0.0270 |
| ATR |
0.0144 |
0.0146 |
0.0003 |
1.8% |
0.0000 |
| Volume |
39,041 |
93,785 |
54,744 |
140.2% |
16,863 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6013 |
1.5945 |
1.5615 |
|
| R3 |
1.5833 |
1.5765 |
1.5566 |
|
| R2 |
1.5653 |
1.5653 |
1.5549 |
|
| R1 |
1.5585 |
1.5585 |
1.5533 |
1.5619 |
| PP |
1.5473 |
1.5473 |
1.5473 |
1.5491 |
| S1 |
1.5405 |
1.5405 |
1.5500 |
1.5439 |
| S2 |
1.5293 |
1.5293 |
1.5483 |
|
| S3 |
1.5113 |
1.5225 |
1.5467 |
|
| S4 |
1.4933 |
1.5045 |
1.5417 |
|
|
| 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 |
1.5542 |
1.5180 |
0.0362 |
2.3% |
0.0162 |
1.0% |
93% |
True |
False |
32,770 |
| 10 |
1.5542 |
1.5160 |
0.0382 |
2.5% |
0.0147 |
0.9% |
93% |
True |
False |
17,440 |
| 20 |
1.5800 |
1.5160 |
0.0640 |
4.1% |
0.0140 |
0.9% |
56% |
False |
False |
8,907 |
| 40 |
1.5800 |
1.4690 |
0.1110 |
7.2% |
0.0138 |
0.9% |
74% |
False |
False |
4,513 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0136 |
0.9% |
77% |
False |
False |
3,031 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0114 |
0.7% |
77% |
False |
False |
2,274 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0092 |
0.6% |
77% |
False |
False |
1,820 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0079 |
0.5% |
77% |
False |
False |
1,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6307 |
|
2.618 |
1.6013 |
|
1.618 |
1.5833 |
|
1.000 |
1.5722 |
|
0.618 |
1.5653 |
|
HIGH |
1.5542 |
|
0.618 |
1.5473 |
|
0.500 |
1.5452 |
|
0.382 |
1.5431 |
|
LOW |
1.5362 |
|
0.618 |
1.5251 |
|
1.000 |
1.5182 |
|
1.618 |
1.5071 |
|
2.618 |
1.4891 |
|
4.250 |
1.4597 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5495 |
1.5470 |
| PP |
1.5473 |
1.5423 |
| S1 |
1.5452 |
1.5377 |
|