CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5878 |
1.5773 |
-0.0105 |
-0.7% |
1.5535 |
| High |
1.5890 |
1.5791 |
-0.0099 |
-0.6% |
1.5892 |
| Low |
1.5788 |
1.5697 |
-0.0091 |
-0.6% |
1.5485 |
| Close |
1.5812 |
1.5697 |
-0.0115 |
-0.7% |
1.5861 |
| Range |
0.0102 |
0.0094 |
-0.0008 |
-7.8% |
0.0407 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.1% |
0.0000 |
| Volume |
24 |
17 |
-7 |
-29.2% |
141 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6010 |
1.5948 |
1.5749 |
|
| R3 |
1.5916 |
1.5854 |
1.5723 |
|
| R2 |
1.5822 |
1.5822 |
1.5714 |
|
| R1 |
1.5760 |
1.5760 |
1.5706 |
1.5744 |
| PP |
1.5728 |
1.5728 |
1.5728 |
1.5721 |
| S1 |
1.5666 |
1.5666 |
1.5688 |
1.5650 |
| S2 |
1.5634 |
1.5634 |
1.5680 |
|
| S3 |
1.5540 |
1.5572 |
1.5671 |
|
| S4 |
1.5446 |
1.5478 |
1.5645 |
|
|
| 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 |
1.5650 |
0.0242 |
1.5% |
0.0097 |
0.6% |
19% |
False |
False |
24 |
| 10 |
1.5892 |
1.5355 |
0.0537 |
3.4% |
0.0106 |
0.7% |
64% |
False |
False |
23 |
| 20 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0092 |
0.6% |
73% |
False |
False |
14 |
| 40 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0067 |
0.4% |
75% |
False |
False |
9 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0048 |
0.3% |
85% |
False |
False |
8 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0038 |
0.2% |
85% |
False |
False |
6 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0032 |
0.2% |
85% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6191 |
|
2.618 |
1.6037 |
|
1.618 |
1.5943 |
|
1.000 |
1.5885 |
|
0.618 |
1.5849 |
|
HIGH |
1.5791 |
|
0.618 |
1.5755 |
|
0.500 |
1.5744 |
|
0.382 |
1.5733 |
|
LOW |
1.5697 |
|
0.618 |
1.5639 |
|
1.000 |
1.5603 |
|
1.618 |
1.5545 |
|
2.618 |
1.5451 |
|
4.250 |
1.5298 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5744 |
1.5794 |
| PP |
1.5728 |
1.5761 |
| S1 |
1.5713 |
1.5729 |
|