CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5548 |
1.5589 |
0.0041 |
0.3% |
1.5260 |
| High |
1.5605 |
1.5644 |
0.0039 |
0.2% |
1.5588 |
| Low |
1.5478 |
1.5531 |
0.0053 |
0.3% |
1.5211 |
| Close |
1.5596 |
1.5638 |
0.0042 |
0.3% |
1.5543 |
| Range |
0.0127 |
0.0113 |
-0.0014 |
-11.0% |
0.0377 |
| ATR |
0.0142 |
0.0140 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
64,018 |
74,964 |
10,946 |
17.1% |
331,480 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5943 |
1.5904 |
1.5700 |
|
| R3 |
1.5830 |
1.5791 |
1.5669 |
|
| R2 |
1.5717 |
1.5717 |
1.5659 |
|
| R1 |
1.5678 |
1.5678 |
1.5648 |
1.5698 |
| PP |
1.5604 |
1.5604 |
1.5604 |
1.5614 |
| S1 |
1.5565 |
1.5565 |
1.5628 |
1.5585 |
| S2 |
1.5491 |
1.5491 |
1.5617 |
|
| S3 |
1.5378 |
1.5452 |
1.5607 |
|
| S4 |
1.5265 |
1.5339 |
1.5576 |
|
|
| 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 |
1.5644 |
1.5362 |
0.0282 |
1.8% |
0.0133 |
0.9% |
98% |
True |
False |
82,047 |
| 10 |
1.5644 |
1.5180 |
0.0464 |
3.0% |
0.0142 |
0.9% |
99% |
True |
False |
48,209 |
| 20 |
1.5685 |
1.5160 |
0.0525 |
3.4% |
0.0146 |
0.9% |
91% |
False |
False |
24,679 |
| 40 |
1.5800 |
1.4842 |
0.0958 |
6.1% |
0.0139 |
0.9% |
83% |
False |
False |
12,410 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0129 |
0.8% |
87% |
False |
False |
8,299 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0119 |
0.8% |
87% |
False |
False |
6,229 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0097 |
0.6% |
87% |
False |
False |
4,985 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.7% |
0.0083 |
0.5% |
87% |
False |
False |
4,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6124 |
|
2.618 |
1.5940 |
|
1.618 |
1.5827 |
|
1.000 |
1.5757 |
|
0.618 |
1.5714 |
|
HIGH |
1.5644 |
|
0.618 |
1.5601 |
|
0.500 |
1.5588 |
|
0.382 |
1.5574 |
|
LOW |
1.5531 |
|
0.618 |
1.5461 |
|
1.000 |
1.5418 |
|
1.618 |
1.5348 |
|
2.618 |
1.5235 |
|
4.250 |
1.5051 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5621 |
1.5609 |
| PP |
1.5604 |
1.5580 |
| S1 |
1.5588 |
1.5551 |
|