CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4815 |
1.4818 |
0.0003 |
0.0% |
1.4963 |
| High |
1.4864 |
1.4862 |
-0.0002 |
0.0% |
1.4988 |
| Low |
1.4731 |
1.4768 |
0.0037 |
0.3% |
1.4789 |
| Close |
1.4820 |
1.4817 |
-0.0003 |
0.0% |
1.4868 |
| Range |
0.0133 |
0.0094 |
-0.0039 |
-29.3% |
0.0199 |
| ATR |
0.0156 |
0.0152 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
93,950 |
81,550 |
-12,400 |
-13.2% |
513,078 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5098 |
1.5051 |
1.4869 |
|
| R3 |
1.5004 |
1.4957 |
1.4843 |
|
| R2 |
1.4910 |
1.4910 |
1.4834 |
|
| R1 |
1.4863 |
1.4863 |
1.4826 |
1.4840 |
| PP |
1.4816 |
1.4816 |
1.4816 |
1.4804 |
| S1 |
1.4769 |
1.4769 |
1.4808 |
1.4746 |
| S2 |
1.4722 |
1.4722 |
1.4800 |
|
| S3 |
1.4628 |
1.4675 |
1.4791 |
|
| S4 |
1.4534 |
1.4581 |
1.4765 |
|
|
| 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 |
1.4914 |
1.4731 |
0.0183 |
1.2% |
0.0123 |
0.8% |
47% |
False |
False |
87,053 |
| 10 |
1.4988 |
1.4714 |
0.0274 |
1.8% |
0.0148 |
1.0% |
38% |
False |
False |
97,925 |
| 20 |
1.5241 |
1.4625 |
0.0616 |
4.2% |
0.0178 |
1.2% |
31% |
False |
False |
97,061 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0137 |
0.9% |
21% |
False |
False |
49,093 |
| 60 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0125 |
0.8% |
21% |
False |
False |
32,777 |
| 80 |
1.5750 |
1.4625 |
0.1125 |
7.6% |
0.0110 |
0.7% |
17% |
False |
False |
24,592 |
| 100 |
1.5854 |
1.4625 |
0.1229 |
8.3% |
0.0095 |
0.6% |
16% |
False |
False |
19,674 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.2% |
0.0081 |
0.5% |
13% |
False |
False |
16,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5262 |
|
2.618 |
1.5108 |
|
1.618 |
1.5014 |
|
1.000 |
1.4956 |
|
0.618 |
1.4920 |
|
HIGH |
1.4862 |
|
0.618 |
1.4826 |
|
0.500 |
1.4815 |
|
0.382 |
1.4804 |
|
LOW |
1.4768 |
|
0.618 |
1.4710 |
|
1.000 |
1.4674 |
|
1.618 |
1.4616 |
|
2.618 |
1.4522 |
|
4.250 |
1.4369 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4816 |
1.4811 |
| PP |
1.4816 |
1.4804 |
| S1 |
1.4815 |
1.4798 |
|