CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4818 |
1.4919 |
0.0101 |
0.7% |
1.4880 |
| High |
1.4862 |
1.4975 |
0.0113 |
0.8% |
1.4893 |
| Low |
1.4768 |
1.4864 |
0.0096 |
0.7% |
1.4731 |
| Close |
1.4817 |
1.4914 |
0.0097 |
0.7% |
1.4817 |
| Range |
0.0094 |
0.0111 |
0.0017 |
18.1% |
0.0162 |
| ATR |
0.0152 |
0.0152 |
0.0000 |
0.3% |
0.0000 |
| Volume |
81,550 |
41,741 |
-39,809 |
-48.8% |
340,460 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5251 |
1.5193 |
1.4975 |
|
| R3 |
1.5140 |
1.5082 |
1.4945 |
|
| R2 |
1.5029 |
1.5029 |
1.4934 |
|
| R1 |
1.4971 |
1.4971 |
1.4924 |
1.4945 |
| PP |
1.4918 |
1.4918 |
1.4918 |
1.4904 |
| S1 |
1.4860 |
1.4860 |
1.4904 |
1.4834 |
| S2 |
1.4807 |
1.4807 |
1.4894 |
|
| S3 |
1.4696 |
1.4749 |
1.4883 |
|
| S4 |
1.4585 |
1.4638 |
1.4853 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5300 |
1.5220 |
1.4906 |
|
| R3 |
1.5138 |
1.5058 |
1.4862 |
|
| R2 |
1.4976 |
1.4976 |
1.4847 |
|
| R1 |
1.4896 |
1.4896 |
1.4832 |
1.4855 |
| PP |
1.4814 |
1.4814 |
1.4814 |
1.4793 |
| S1 |
1.4734 |
1.4734 |
1.4802 |
1.4693 |
| S2 |
1.4652 |
1.4652 |
1.4787 |
|
| S3 |
1.4490 |
1.4572 |
1.4772 |
|
| S4 |
1.4328 |
1.4410 |
1.4728 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4975 |
1.4731 |
0.0244 |
1.6% |
0.0120 |
0.8% |
75% |
True |
False |
76,440 |
| 10 |
1.4988 |
1.4731 |
0.0257 |
1.7% |
0.0132 |
0.9% |
71% |
False |
False |
89,527 |
| 20 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0172 |
1.2% |
56% |
False |
False |
98,708 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.1% |
0.0135 |
0.9% |
32% |
False |
False |
50,131 |
| 60 |
1.5541 |
1.4625 |
0.0916 |
6.1% |
0.0126 |
0.8% |
32% |
False |
False |
33,471 |
| 80 |
1.5750 |
1.4625 |
0.1125 |
7.5% |
0.0112 |
0.7% |
26% |
False |
False |
25,114 |
| 100 |
1.5854 |
1.4625 |
0.1229 |
8.2% |
0.0096 |
0.6% |
24% |
False |
False |
20,091 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.1% |
0.0081 |
0.5% |
19% |
False |
False |
16,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5447 |
|
2.618 |
1.5266 |
|
1.618 |
1.5155 |
|
1.000 |
1.5086 |
|
0.618 |
1.5044 |
|
HIGH |
1.4975 |
|
0.618 |
1.4933 |
|
0.500 |
1.4920 |
|
0.382 |
1.4906 |
|
LOW |
1.4864 |
|
0.618 |
1.4795 |
|
1.000 |
1.4753 |
|
1.618 |
1.4684 |
|
2.618 |
1.4573 |
|
4.250 |
1.4392 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4920 |
1.4894 |
| PP |
1.4918 |
1.4873 |
| S1 |
1.4916 |
1.4853 |
|