CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5505 |
1.5548 |
0.0043 |
0.3% |
1.5260 |
| High |
1.5588 |
1.5605 |
0.0017 |
0.1% |
1.5588 |
| Low |
1.5457 |
1.5478 |
0.0021 |
0.1% |
1.5211 |
| Close |
1.5543 |
1.5596 |
0.0053 |
0.3% |
1.5543 |
| Range |
0.0131 |
0.0127 |
-0.0004 |
-3.1% |
0.0377 |
| ATR |
0.0143 |
0.0142 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
112,669 |
64,018 |
-48,651 |
-43.2% |
331,480 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5941 |
1.5895 |
1.5666 |
|
| R3 |
1.5814 |
1.5768 |
1.5631 |
|
| R2 |
1.5687 |
1.5687 |
1.5619 |
|
| R1 |
1.5641 |
1.5641 |
1.5608 |
1.5664 |
| PP |
1.5560 |
1.5560 |
1.5560 |
1.5571 |
| S1 |
1.5514 |
1.5514 |
1.5584 |
1.5537 |
| S2 |
1.5433 |
1.5433 |
1.5573 |
|
| S3 |
1.5306 |
1.5387 |
1.5561 |
|
| S4 |
1.5179 |
1.5260 |
1.5526 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6578 |
1.6438 |
1.5750 |
|
| R3 |
1.6201 |
1.6061 |
1.5647 |
|
| R2 |
1.5824 |
1.5824 |
1.5612 |
|
| R1 |
1.5684 |
1.5684 |
1.5578 |
1.5754 |
| PP |
1.5447 |
1.5447 |
1.5447 |
1.5483 |
| S1 |
1.5307 |
1.5307 |
1.5508 |
1.5377 |
| S2 |
1.5070 |
1.5070 |
1.5474 |
|
| S3 |
1.4693 |
1.4930 |
1.5439 |
|
| S4 |
1.4316 |
1.4553 |
1.5336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5605 |
1.5247 |
0.0358 |
2.3% |
0.0137 |
0.9% |
97% |
True |
False |
74,862 |
| 10 |
1.5605 |
1.5169 |
0.0436 |
2.8% |
0.0149 |
1.0% |
98% |
True |
False |
41,008 |
| 20 |
1.5709 |
1.5160 |
0.0549 |
3.5% |
0.0145 |
0.9% |
79% |
False |
False |
20,946 |
| 40 |
1.5800 |
1.4842 |
0.0958 |
6.1% |
0.0138 |
0.9% |
79% |
False |
False |
10,540 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0129 |
0.8% |
83% |
False |
False |
7,050 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0118 |
0.8% |
83% |
False |
False |
5,292 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0096 |
0.6% |
83% |
False |
False |
4,235 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0082 |
0.5% |
83% |
False |
False |
3,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6145 |
|
2.618 |
1.5937 |
|
1.618 |
1.5810 |
|
1.000 |
1.5732 |
|
0.618 |
1.5683 |
|
HIGH |
1.5605 |
|
0.618 |
1.5556 |
|
0.500 |
1.5542 |
|
0.382 |
1.5527 |
|
LOW |
1.5478 |
|
0.618 |
1.5400 |
|
1.000 |
1.5351 |
|
1.618 |
1.5273 |
|
2.618 |
1.5146 |
|
4.250 |
1.4938 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5578 |
1.5566 |
| PP |
1.5560 |
1.5536 |
| S1 |
1.5542 |
1.5507 |
|