CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4792 |
1.4815 |
0.0023 |
0.2% |
1.4963 |
| High |
1.4864 |
1.4864 |
0.0000 |
0.0% |
1.4988 |
| Low |
1.4748 |
1.4731 |
-0.0017 |
-0.1% |
1.4789 |
| Close |
1.4837 |
1.4820 |
-0.0017 |
-0.1% |
1.4868 |
| Range |
0.0116 |
0.0133 |
0.0017 |
14.7% |
0.0199 |
| ATR |
0.0158 |
0.0156 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
83,840 |
93,950 |
10,110 |
12.1% |
513,078 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5204 |
1.5145 |
1.4893 |
|
| R3 |
1.5071 |
1.5012 |
1.4857 |
|
| R2 |
1.4938 |
1.4938 |
1.4844 |
|
| R1 |
1.4879 |
1.4879 |
1.4832 |
1.4909 |
| PP |
1.4805 |
1.4805 |
1.4805 |
1.4820 |
| S1 |
1.4746 |
1.4746 |
1.4808 |
1.4776 |
| S2 |
1.4672 |
1.4672 |
1.4796 |
|
| S3 |
1.4539 |
1.4613 |
1.4783 |
|
| S4 |
1.4406 |
1.4480 |
1.4747 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5479 |
1.5372 |
1.4977 |
|
| R3 |
1.5280 |
1.5173 |
1.4923 |
|
| R2 |
1.5081 |
1.5081 |
1.4904 |
|
| R1 |
1.4974 |
1.4974 |
1.4886 |
1.4928 |
| PP |
1.4882 |
1.4882 |
1.4882 |
1.4859 |
| S1 |
1.4775 |
1.4775 |
1.4850 |
1.4729 |
| S2 |
1.4683 |
1.4683 |
1.4832 |
|
| S3 |
1.4484 |
1.4576 |
1.4813 |
|
| S4 |
1.4285 |
1.4377 |
1.4759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4988 |
1.4731 |
0.0257 |
1.7% |
0.0142 |
1.0% |
35% |
False |
True |
91,082 |
| 10 |
1.5001 |
1.4680 |
0.0321 |
2.2% |
0.0170 |
1.1% |
44% |
False |
False |
104,493 |
| 20 |
1.5258 |
1.4625 |
0.0633 |
4.3% |
0.0176 |
1.2% |
31% |
False |
False |
93,371 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0137 |
0.9% |
21% |
False |
False |
47,060 |
| 60 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0125 |
0.8% |
21% |
False |
False |
31,421 |
| 80 |
1.5750 |
1.4625 |
0.1125 |
7.6% |
0.0109 |
0.7% |
17% |
False |
False |
23,573 |
| 100 |
1.5854 |
1.4625 |
0.1229 |
8.3% |
0.0094 |
0.6% |
16% |
False |
False |
18,859 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.2% |
0.0080 |
0.5% |
13% |
False |
False |
15,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5429 |
|
2.618 |
1.5212 |
|
1.618 |
1.5079 |
|
1.000 |
1.4997 |
|
0.618 |
1.4946 |
|
HIGH |
1.4864 |
|
0.618 |
1.4813 |
|
0.500 |
1.4798 |
|
0.382 |
1.4782 |
|
LOW |
1.4731 |
|
0.618 |
1.4649 |
|
1.000 |
1.4598 |
|
1.618 |
1.4516 |
|
2.618 |
1.4383 |
|
4.250 |
1.4166 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4813 |
1.4817 |
| PP |
1.4805 |
1.4815 |
| S1 |
1.4798 |
1.4812 |
|