CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5670 |
1.5724 |
0.0054 |
0.3% |
1.5878 |
| High |
1.5751 |
1.5748 |
-0.0003 |
0.0% |
1.5890 |
| Low |
1.5670 |
1.5700 |
0.0030 |
0.2% |
1.5653 |
| Close |
1.5714 |
1.5713 |
-0.0001 |
0.0% |
1.5713 |
| Range |
0.0081 |
0.0048 |
-0.0033 |
-40.7% |
0.0237 |
| ATR |
0.0101 |
0.0097 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
22 |
27 |
5 |
22.7% |
117 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5864 |
1.5837 |
1.5739 |
|
| R3 |
1.5816 |
1.5789 |
1.5726 |
|
| R2 |
1.5768 |
1.5768 |
1.5722 |
|
| R1 |
1.5741 |
1.5741 |
1.5717 |
1.5731 |
| PP |
1.5720 |
1.5720 |
1.5720 |
1.5715 |
| S1 |
1.5693 |
1.5693 |
1.5709 |
1.5683 |
| S2 |
1.5672 |
1.5672 |
1.5704 |
|
| S3 |
1.5624 |
1.5645 |
1.5700 |
|
| S4 |
1.5576 |
1.5597 |
1.5687 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6463 |
1.6325 |
1.5843 |
|
| R3 |
1.6226 |
1.6088 |
1.5778 |
|
| R2 |
1.5989 |
1.5989 |
1.5756 |
|
| R1 |
1.5851 |
1.5851 |
1.5735 |
1.5802 |
| PP |
1.5752 |
1.5752 |
1.5752 |
1.5727 |
| S1 |
1.5614 |
1.5614 |
1.5691 |
1.5565 |
| S2 |
1.5515 |
1.5515 |
1.5670 |
|
| S3 |
1.5278 |
1.5377 |
1.5648 |
|
| S4 |
1.5041 |
1.5140 |
1.5583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5890 |
1.5653 |
0.0237 |
1.5% |
0.0090 |
0.6% |
25% |
False |
False |
23 |
| 10 |
1.5892 |
1.5485 |
0.0407 |
2.6% |
0.0093 |
0.6% |
56% |
False |
False |
25 |
| 20 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0099 |
0.6% |
75% |
False |
False |
17 |
| 40 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0072 |
0.5% |
77% |
False |
False |
10 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0052 |
0.3% |
86% |
False |
False |
9 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0042 |
0.3% |
86% |
False |
False |
7 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0034 |
0.2% |
86% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5952 |
|
2.618 |
1.5874 |
|
1.618 |
1.5826 |
|
1.000 |
1.5796 |
|
0.618 |
1.5778 |
|
HIGH |
1.5748 |
|
0.618 |
1.5730 |
|
0.500 |
1.5724 |
|
0.382 |
1.5718 |
|
LOW |
1.5700 |
|
0.618 |
1.5670 |
|
1.000 |
1.5652 |
|
1.618 |
1.5622 |
|
2.618 |
1.5574 |
|
4.250 |
1.5496 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5724 |
1.5715 |
| PP |
1.5720 |
1.5714 |
| S1 |
1.5717 |
1.5714 |
|