CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5179 |
1.5344 |
0.0165 |
1.1% |
1.5365 |
| High |
1.5332 |
1.5344 |
0.0012 |
0.1% |
1.5389 |
| Low |
1.5179 |
1.5266 |
0.0087 |
0.6% |
1.5272 |
| Close |
1.5330 |
1.5296 |
-0.0034 |
-0.2% |
1.5272 |
| Range |
0.0153 |
0.0078 |
-0.0075 |
-49.0% |
0.0117 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5536 |
1.5494 |
1.5339 |
|
| R3 |
1.5458 |
1.5416 |
1.5317 |
|
| R2 |
1.5380 |
1.5380 |
1.5310 |
|
| R1 |
1.5338 |
1.5338 |
1.5303 |
1.5320 |
| PP |
1.5302 |
1.5302 |
1.5302 |
1.5293 |
| S1 |
1.5260 |
1.5260 |
1.5289 |
1.5242 |
| S2 |
1.5224 |
1.5224 |
1.5282 |
|
| S3 |
1.5146 |
1.5182 |
1.5275 |
|
| S4 |
1.5068 |
1.5104 |
1.5253 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5662 |
1.5584 |
1.5336 |
|
| R3 |
1.5545 |
1.5467 |
1.5304 |
|
| R2 |
1.5428 |
1.5428 |
1.5293 |
|
| R1 |
1.5350 |
1.5350 |
1.5283 |
1.5331 |
| PP |
1.5311 |
1.5311 |
1.5311 |
1.5301 |
| S1 |
1.5233 |
1.5233 |
1.5261 |
1.5214 |
| S2 |
1.5194 |
1.5194 |
1.5251 |
|
| S3 |
1.5077 |
1.5116 |
1.5240 |
|
| S4 |
1.4960 |
1.4999 |
1.5208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5344 |
1.5179 |
0.0165 |
1.1% |
0.0073 |
0.5% |
71% |
True |
False |
4 |
| 10 |
1.5658 |
1.5179 |
0.0479 |
3.1% |
0.0045 |
0.3% |
24% |
False |
False |
2 |
| 20 |
1.5745 |
1.5147 |
0.0598 |
3.9% |
0.0049 |
0.3% |
25% |
False |
False |
3 |
| 40 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0037 |
0.2% |
60% |
False |
False |
5 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0028 |
0.2% |
60% |
False |
False |
4 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0022 |
0.1% |
60% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5676 |
|
2.618 |
1.5548 |
|
1.618 |
1.5470 |
|
1.000 |
1.5422 |
|
0.618 |
1.5392 |
|
HIGH |
1.5344 |
|
0.618 |
1.5314 |
|
0.500 |
1.5305 |
|
0.382 |
1.5296 |
|
LOW |
1.5266 |
|
0.618 |
1.5218 |
|
1.000 |
1.5188 |
|
1.618 |
1.5140 |
|
2.618 |
1.5062 |
|
4.250 |
1.4935 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5305 |
1.5285 |
| PP |
1.5302 |
1.5273 |
| S1 |
1.5299 |
1.5262 |
|