CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5724 |
1.5702 |
-0.0022 |
-0.1% |
1.5878 |
| High |
1.5748 |
1.5767 |
0.0019 |
0.1% |
1.5890 |
| Low |
1.5700 |
1.5670 |
-0.0030 |
-0.2% |
1.5653 |
| Close |
1.5713 |
1.5719 |
0.0006 |
0.0% |
1.5713 |
| Range |
0.0048 |
0.0097 |
0.0049 |
102.1% |
0.0237 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.0% |
0.0000 |
| Volume |
27 |
45 |
18 |
66.7% |
117 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6010 |
1.5961 |
1.5772 |
|
| R3 |
1.5913 |
1.5864 |
1.5746 |
|
| R2 |
1.5816 |
1.5816 |
1.5737 |
|
| R1 |
1.5767 |
1.5767 |
1.5728 |
1.5792 |
| PP |
1.5719 |
1.5719 |
1.5719 |
1.5731 |
| S1 |
1.5670 |
1.5670 |
1.5710 |
1.5695 |
| S2 |
1.5622 |
1.5622 |
1.5701 |
|
| S3 |
1.5525 |
1.5573 |
1.5692 |
|
| S4 |
1.5428 |
1.5476 |
1.5666 |
|
|
| 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 |
1.5791 |
1.5653 |
0.0138 |
0.9% |
0.0089 |
0.6% |
48% |
False |
False |
27 |
| 10 |
1.5892 |
1.5545 |
0.0347 |
2.2% |
0.0092 |
0.6% |
50% |
False |
False |
29 |
| 20 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0099 |
0.6% |
76% |
False |
False |
20 |
| 40 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0068 |
0.4% |
78% |
False |
False |
11 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0054 |
0.3% |
86% |
False |
False |
10 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0043 |
0.3% |
86% |
False |
False |
8 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0035 |
0.2% |
86% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6179 |
|
2.618 |
1.6021 |
|
1.618 |
1.5924 |
|
1.000 |
1.5864 |
|
0.618 |
1.5827 |
|
HIGH |
1.5767 |
|
0.618 |
1.5730 |
|
0.500 |
1.5719 |
|
0.382 |
1.5707 |
|
LOW |
1.5670 |
|
0.618 |
1.5610 |
|
1.000 |
1.5573 |
|
1.618 |
1.5513 |
|
2.618 |
1.5416 |
|
4.250 |
1.5258 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5719 |
1.5719 |
| PP |
1.5719 |
1.5719 |
| S1 |
1.5719 |
1.5719 |
|