CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5571 |
1.5691 |
0.0120 |
0.8% |
1.5103 |
| High |
1.5675 |
1.5727 |
0.0052 |
0.3% |
1.5431 |
| Low |
1.5571 |
1.5691 |
0.0120 |
0.8% |
1.5103 |
| Close |
1.5656 |
1.5727 |
0.0071 |
0.5% |
1.5431 |
| Range |
0.0104 |
0.0036 |
-0.0068 |
-65.4% |
0.0328 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
4 |
7 |
3 |
75.0% |
21 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5823 |
1.5811 |
1.5747 |
|
| R3 |
1.5787 |
1.5775 |
1.5737 |
|
| R2 |
1.5751 |
1.5751 |
1.5734 |
|
| R1 |
1.5739 |
1.5739 |
1.5730 |
1.5745 |
| PP |
1.5715 |
1.5715 |
1.5715 |
1.5718 |
| S1 |
1.5703 |
1.5703 |
1.5724 |
1.5709 |
| S2 |
1.5679 |
1.5679 |
1.5720 |
|
| S3 |
1.5643 |
1.5667 |
1.5717 |
|
| S4 |
1.5607 |
1.5631 |
1.5707 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6306 |
1.6196 |
1.5611 |
|
| R3 |
1.5978 |
1.5868 |
1.5521 |
|
| R2 |
1.5650 |
1.5650 |
1.5491 |
|
| R1 |
1.5540 |
1.5540 |
1.5461 |
1.5595 |
| PP |
1.5322 |
1.5322 |
1.5322 |
1.5349 |
| S1 |
1.5212 |
1.5212 |
1.5401 |
1.5267 |
| S2 |
1.4994 |
1.4994 |
1.5371 |
|
| S3 |
1.4666 |
1.4884 |
1.5341 |
|
| S4 |
1.4338 |
1.4556 |
1.5251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5727 |
1.5239 |
0.0488 |
3.1% |
0.0070 |
0.4% |
100% |
True |
False |
5 |
| 10 |
1.5727 |
1.5103 |
0.0624 |
4.0% |
0.0070 |
0.4% |
100% |
True |
False |
4 |
| 20 |
1.5727 |
1.4882 |
0.0845 |
5.4% |
0.0041 |
0.3% |
100% |
True |
False |
8 |
| 40 |
1.5727 |
1.4625 |
0.1102 |
7.0% |
0.0023 |
0.1% |
100% |
True |
False |
5 |
| 60 |
1.5727 |
1.4625 |
0.1102 |
7.0% |
0.0020 |
0.1% |
100% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5880 |
|
2.618 |
1.5821 |
|
1.618 |
1.5785 |
|
1.000 |
1.5763 |
|
0.618 |
1.5749 |
|
HIGH |
1.5727 |
|
0.618 |
1.5713 |
|
0.500 |
1.5709 |
|
0.382 |
1.5705 |
|
LOW |
1.5691 |
|
0.618 |
1.5669 |
|
1.000 |
1.5655 |
|
1.618 |
1.5633 |
|
2.618 |
1.5597 |
|
4.250 |
1.5538 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5721 |
1.5694 |
| PP |
1.5715 |
1.5660 |
| S1 |
1.5709 |
1.5627 |
|