CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5344 |
1.5350 |
0.0006 |
0.0% |
1.5365 |
| High |
1.5344 |
1.5390 |
0.0046 |
0.3% |
1.5389 |
| Low |
1.5266 |
1.5341 |
0.0075 |
0.5% |
1.5272 |
| Close |
1.5296 |
1.5350 |
0.0054 |
0.4% |
1.5272 |
| Range |
0.0078 |
0.0049 |
-0.0029 |
-37.2% |
0.0117 |
| ATR |
0.0090 |
0.0091 |
0.0000 |
0.3% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5507 |
1.5478 |
1.5377 |
|
| R3 |
1.5458 |
1.5429 |
1.5363 |
|
| R2 |
1.5409 |
1.5409 |
1.5359 |
|
| R1 |
1.5380 |
1.5380 |
1.5354 |
1.5375 |
| PP |
1.5360 |
1.5360 |
1.5360 |
1.5358 |
| S1 |
1.5331 |
1.5331 |
1.5346 |
1.5326 |
| S2 |
1.5311 |
1.5311 |
1.5341 |
|
| S3 |
1.5262 |
1.5282 |
1.5337 |
|
| S4 |
1.5213 |
1.5233 |
1.5323 |
|
|
| 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 |
1.5390 |
1.5179 |
0.0211 |
1.4% |
0.0077 |
0.5% |
81% |
True |
False |
4 |
| 10 |
1.5658 |
1.5179 |
0.0479 |
3.1% |
0.0050 |
0.3% |
36% |
False |
False |
3 |
| 20 |
1.5745 |
1.5179 |
0.0566 |
3.7% |
0.0047 |
0.3% |
30% |
False |
False |
3 |
| 40 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0038 |
0.2% |
65% |
False |
False |
5 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0026 |
0.2% |
65% |
False |
False |
4 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0023 |
0.1% |
65% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5598 |
|
2.618 |
1.5518 |
|
1.618 |
1.5469 |
|
1.000 |
1.5439 |
|
0.618 |
1.5420 |
|
HIGH |
1.5390 |
|
0.618 |
1.5371 |
|
0.500 |
1.5366 |
|
0.382 |
1.5360 |
|
LOW |
1.5341 |
|
0.618 |
1.5311 |
|
1.000 |
1.5292 |
|
1.618 |
1.5262 |
|
2.618 |
1.5213 |
|
4.250 |
1.5133 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5366 |
1.5328 |
| PP |
1.5360 |
1.5306 |
| S1 |
1.5355 |
1.5285 |
|