CME British Pound Future September 2015
Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
1.5589 |
1.5641 |
0.0052 |
0.3% |
1.5260 |
High |
1.5644 |
1.5838 |
0.0194 |
1.2% |
1.5588 |
Low |
1.5531 |
1.5617 |
0.0086 |
0.6% |
1.5211 |
Close |
1.5638 |
1.5819 |
0.0181 |
1.2% |
1.5543 |
Range |
0.0113 |
0.0221 |
0.0108 |
95.6% |
0.0377 |
ATR |
0.0140 |
0.0146 |
0.0006 |
4.2% |
0.0000 |
Volume |
74,964 |
117,442 |
42,478 |
56.7% |
331,480 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6421 |
1.6341 |
1.5941 |
|
R3 |
1.6200 |
1.6120 |
1.5880 |
|
R2 |
1.5979 |
1.5979 |
1.5860 |
|
R1 |
1.5899 |
1.5899 |
1.5839 |
1.5939 |
PP |
1.5758 |
1.5758 |
1.5758 |
1.5778 |
S1 |
1.5678 |
1.5678 |
1.5799 |
1.5718 |
S2 |
1.5537 |
1.5537 |
1.5778 |
|
S3 |
1.5316 |
1.5457 |
1.5758 |
|
S4 |
1.5095 |
1.5236 |
1.5697 |
|
|
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 |
1.5838 |
1.5408 |
0.0430 |
2.7% |
0.0141 |
0.9% |
96% |
True |
False |
86,778 |
10 |
1.5838 |
1.5180 |
0.0658 |
4.2% |
0.0152 |
1.0% |
97% |
True |
False |
59,774 |
20 |
1.5838 |
1.5160 |
0.0678 |
4.3% |
0.0147 |
0.9% |
97% |
True |
False |
30,536 |
40 |
1.5838 |
1.4919 |
0.0919 |
5.8% |
0.0141 |
0.9% |
98% |
True |
False |
15,344 |
60 |
1.5838 |
1.4591 |
0.1247 |
7.9% |
0.0130 |
0.8% |
98% |
True |
False |
10,256 |
80 |
1.5838 |
1.4591 |
0.1247 |
7.9% |
0.0122 |
0.8% |
98% |
True |
False |
7,697 |
100 |
1.5838 |
1.4591 |
0.1247 |
7.9% |
0.0099 |
0.6% |
98% |
True |
False |
6,159 |
120 |
1.5838 |
1.4591 |
0.1247 |
7.9% |
0.0085 |
0.5% |
98% |
True |
False |
5,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6777 |
2.618 |
1.6417 |
1.618 |
1.6196 |
1.000 |
1.6059 |
0.618 |
1.5975 |
HIGH |
1.5838 |
0.618 |
1.5754 |
0.500 |
1.5728 |
0.382 |
1.5701 |
LOW |
1.5617 |
0.618 |
1.5480 |
1.000 |
1.5396 |
1.618 |
1.5259 |
2.618 |
1.5038 |
4.250 |
1.4678 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5789 |
1.5765 |
PP |
1.5758 |
1.5712 |
S1 |
1.5728 |
1.5658 |
|