CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5365 |
1.5389 |
0.0024 |
0.2% |
1.5684 |
| High |
1.5365 |
1.5389 |
0.0024 |
0.2% |
1.5684 |
| Low |
1.5365 |
1.5312 |
-0.0053 |
-0.3% |
1.5459 |
| Close |
1.5365 |
1.5318 |
-0.0047 |
-0.3% |
1.5468 |
| Range |
0.0000 |
0.0077 |
0.0077 |
|
0.0225 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5571 |
1.5521 |
1.5360 |
|
| R3 |
1.5494 |
1.5444 |
1.5339 |
|
| R2 |
1.5417 |
1.5417 |
1.5332 |
|
| R1 |
1.5367 |
1.5367 |
1.5325 |
1.5354 |
| PP |
1.5340 |
1.5340 |
1.5340 |
1.5333 |
| S1 |
1.5290 |
1.5290 |
1.5311 |
1.5277 |
| S2 |
1.5263 |
1.5263 |
1.5304 |
|
| S3 |
1.5186 |
1.5213 |
1.5297 |
|
| S4 |
1.5109 |
1.5136 |
1.5276 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6212 |
1.6065 |
1.5592 |
|
| R3 |
1.5987 |
1.5840 |
1.5530 |
|
| R2 |
1.5762 |
1.5762 |
1.5509 |
|
| R1 |
1.5615 |
1.5615 |
1.5489 |
1.5576 |
| PP |
1.5537 |
1.5537 |
1.5537 |
1.5518 |
| S1 |
1.5390 |
1.5390 |
1.5447 |
1.5351 |
| S2 |
1.5312 |
1.5312 |
1.5427 |
|
| S3 |
1.5087 |
1.5165 |
1.5406 |
|
| S4 |
1.4862 |
1.4940 |
1.5344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5658 |
1.5312 |
0.0346 |
2.3% |
0.0017 |
0.1% |
2% |
False |
True |
1 |
| 10 |
1.5745 |
1.5312 |
0.0433 |
2.8% |
0.0021 |
0.1% |
1% |
False |
True |
2 |
| 20 |
1.5745 |
1.5103 |
0.0642 |
4.2% |
0.0044 |
0.3% |
33% |
False |
False |
3 |
| 40 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0028 |
0.2% |
62% |
False |
False |
5 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0022 |
0.1% |
62% |
False |
False |
3 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0018 |
0.1% |
62% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5716 |
|
2.618 |
1.5591 |
|
1.618 |
1.5514 |
|
1.000 |
1.5466 |
|
0.618 |
1.5437 |
|
HIGH |
1.5389 |
|
0.618 |
1.5360 |
|
0.500 |
1.5351 |
|
0.382 |
1.5341 |
|
LOW |
1.5312 |
|
0.618 |
1.5264 |
|
1.000 |
1.5235 |
|
1.618 |
1.5187 |
|
2.618 |
1.5110 |
|
4.250 |
1.4985 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5351 |
1.5390 |
| PP |
1.5340 |
1.5366 |
| S1 |
1.5329 |
1.5342 |
|