CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5860 |
1.5818 |
-0.0042 |
-0.3% |
1.5548 |
| High |
1.5902 |
1.5822 |
-0.0080 |
-0.5% |
1.5924 |
| Low |
1.5796 |
1.5700 |
-0.0096 |
-0.6% |
1.5478 |
| Close |
1.5821 |
1.5706 |
-0.0115 |
-0.7% |
1.5871 |
| Range |
0.0106 |
0.0122 |
0.0016 |
15.1% |
0.0446 |
| ATR |
0.0136 |
0.0135 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
77,382 |
97,292 |
19,910 |
25.7% |
424,760 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6109 |
1.6029 |
1.5773 |
|
| R3 |
1.5987 |
1.5907 |
1.5740 |
|
| R2 |
1.5865 |
1.5865 |
1.5728 |
|
| R1 |
1.5785 |
1.5785 |
1.5717 |
1.5764 |
| PP |
1.5743 |
1.5743 |
1.5743 |
1.5732 |
| S1 |
1.5663 |
1.5663 |
1.5695 |
1.5642 |
| S2 |
1.5621 |
1.5621 |
1.5684 |
|
| S3 |
1.5499 |
1.5541 |
1.5672 |
|
| S4 |
1.5377 |
1.5419 |
1.5639 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7096 |
1.6929 |
1.6116 |
|
| R3 |
1.6650 |
1.6483 |
1.5994 |
|
| R2 |
1.6204 |
1.6204 |
1.5953 |
|
| R1 |
1.6037 |
1.6037 |
1.5912 |
1.6121 |
| PP |
1.5758 |
1.5758 |
1.5758 |
1.5799 |
| S1 |
1.5591 |
1.5591 |
1.5830 |
1.5675 |
| S2 |
1.5312 |
1.5312 |
1.5789 |
|
| S3 |
1.4866 |
1.5145 |
1.5748 |
|
| S4 |
1.4420 |
1.4699 |
1.5626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5924 |
1.5617 |
0.0307 |
2.0% |
0.0128 |
0.8% |
29% |
False |
False |
92,090 |
| 10 |
1.5924 |
1.5362 |
0.0562 |
3.6% |
0.0130 |
0.8% |
61% |
False |
False |
87,068 |
| 20 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0136 |
0.9% |
71% |
False |
False |
47,615 |
| 40 |
1.5924 |
1.5074 |
0.0850 |
5.4% |
0.0139 |
0.9% |
74% |
False |
False |
23,913 |
| 60 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0130 |
0.8% |
84% |
False |
False |
15,969 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0126 |
0.8% |
84% |
False |
False |
11,985 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0103 |
0.7% |
84% |
False |
False |
9,589 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0088 |
0.6% |
84% |
False |
False |
7,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6341 |
|
2.618 |
1.6141 |
|
1.618 |
1.6019 |
|
1.000 |
1.5944 |
|
0.618 |
1.5897 |
|
HIGH |
1.5822 |
|
0.618 |
1.5775 |
|
0.500 |
1.5761 |
|
0.382 |
1.5747 |
|
LOW |
1.5700 |
|
0.618 |
1.5625 |
|
1.000 |
1.5578 |
|
1.618 |
1.5503 |
|
2.618 |
1.5381 |
|
4.250 |
1.5182 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5761 |
1.5801 |
| PP |
1.5743 |
1.5769 |
| S1 |
1.5724 |
1.5738 |
|