CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5861 |
1.5878 |
0.0017 |
0.1% |
1.5535 |
| High |
1.5870 |
1.5890 |
0.0020 |
0.1% |
1.5892 |
| Low |
1.5829 |
1.5788 |
-0.0041 |
-0.3% |
1.5485 |
| Close |
1.5861 |
1.5812 |
-0.0049 |
-0.3% |
1.5861 |
| Range |
0.0041 |
0.0102 |
0.0061 |
148.8% |
0.0407 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.2% |
0.0000 |
| Volume |
27 |
24 |
-3 |
-11.1% |
141 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6136 |
1.6076 |
1.5868 |
|
| R3 |
1.6034 |
1.5974 |
1.5840 |
|
| R2 |
1.5932 |
1.5932 |
1.5831 |
|
| R1 |
1.5872 |
1.5872 |
1.5821 |
1.5851 |
| PP |
1.5830 |
1.5830 |
1.5830 |
1.5820 |
| S1 |
1.5770 |
1.5770 |
1.5803 |
1.5749 |
| S2 |
1.5728 |
1.5728 |
1.5793 |
|
| S3 |
1.5626 |
1.5668 |
1.5784 |
|
| S4 |
1.5524 |
1.5566 |
1.5756 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6967 |
1.6821 |
1.6085 |
|
| R3 |
1.6560 |
1.6414 |
1.5973 |
|
| R2 |
1.6153 |
1.6153 |
1.5936 |
|
| R1 |
1.6007 |
1.6007 |
1.5898 |
1.6080 |
| PP |
1.5746 |
1.5746 |
1.5746 |
1.5783 |
| S1 |
1.5600 |
1.5600 |
1.5824 |
1.5673 |
| S2 |
1.5339 |
1.5339 |
1.5786 |
|
| S3 |
1.4932 |
1.5193 |
1.5749 |
|
| S4 |
1.4525 |
1.4786 |
1.5637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5892 |
1.5545 |
0.0347 |
2.2% |
0.0096 |
0.6% |
77% |
False |
False |
31 |
| 10 |
1.5892 |
1.5300 |
0.0592 |
3.7% |
0.0102 |
0.6% |
86% |
False |
False |
22 |
| 20 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0087 |
0.6% |
89% |
False |
False |
13 |
| 40 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0064 |
0.4% |
90% |
False |
False |
8 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.0% |
0.0046 |
0.3% |
94% |
False |
False |
8 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.0% |
0.0038 |
0.2% |
94% |
False |
False |
6 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.0% |
0.0031 |
0.2% |
94% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6324 |
|
2.618 |
1.6157 |
|
1.618 |
1.6055 |
|
1.000 |
1.5992 |
|
0.618 |
1.5953 |
|
HIGH |
1.5890 |
|
0.618 |
1.5851 |
|
0.500 |
1.5839 |
|
0.382 |
1.5827 |
|
LOW |
1.5788 |
|
0.618 |
1.5725 |
|
1.000 |
1.5686 |
|
1.618 |
1.5623 |
|
2.618 |
1.5521 |
|
4.250 |
1.5355 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5839 |
1.5840 |
| PP |
1.5830 |
1.5831 |
| S1 |
1.5821 |
1.5821 |
|