CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4919 |
1.4882 |
-0.0037 |
-0.2% |
1.4880 |
| High |
1.4975 |
1.4912 |
-0.0063 |
-0.4% |
1.4893 |
| Low |
1.4864 |
1.4796 |
-0.0068 |
-0.5% |
1.4731 |
| Close |
1.4914 |
1.4822 |
-0.0092 |
-0.6% |
1.4817 |
| Range |
0.0111 |
0.0116 |
0.0005 |
4.5% |
0.0162 |
| ATR |
0.0152 |
0.0150 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
41,741 |
78,254 |
36,513 |
87.5% |
340,460 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5191 |
1.5123 |
1.4886 |
|
| R3 |
1.5075 |
1.5007 |
1.4854 |
|
| R2 |
1.4959 |
1.4959 |
1.4843 |
|
| R1 |
1.4891 |
1.4891 |
1.4833 |
1.4867 |
| PP |
1.4843 |
1.4843 |
1.4843 |
1.4832 |
| S1 |
1.4775 |
1.4775 |
1.4811 |
1.4751 |
| S2 |
1.4727 |
1.4727 |
1.4801 |
|
| S3 |
1.4611 |
1.4659 |
1.4790 |
|
| S4 |
1.4495 |
1.4543 |
1.4758 |
|
|
| 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% |
0.0114 |
0.8% |
37% |
False |
False |
75,867 |
| 10 |
1.4988 |
1.4731 |
0.0257 |
1.7% |
0.0130 |
0.9% |
35% |
False |
False |
85,243 |
| 20 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0173 |
1.2% |
38% |
False |
False |
100,828 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0135 |
0.9% |
22% |
False |
False |
52,083 |
| 60 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0126 |
0.9% |
22% |
False |
False |
34,774 |
| 80 |
1.5750 |
1.4625 |
0.1125 |
7.6% |
0.0113 |
0.8% |
18% |
False |
False |
26,092 |
| 100 |
1.5854 |
1.4625 |
0.1229 |
8.3% |
0.0097 |
0.7% |
16% |
False |
False |
20,874 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.2% |
0.0082 |
0.6% |
13% |
False |
False |
17,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5405 |
|
2.618 |
1.5216 |
|
1.618 |
1.5100 |
|
1.000 |
1.5028 |
|
0.618 |
1.4984 |
|
HIGH |
1.4912 |
|
0.618 |
1.4868 |
|
0.500 |
1.4854 |
|
0.382 |
1.4840 |
|
LOW |
1.4796 |
|
0.618 |
1.4724 |
|
1.000 |
1.4680 |
|
1.618 |
1.4608 |
|
2.618 |
1.4492 |
|
4.250 |
1.4303 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4854 |
1.4872 |
| PP |
1.4843 |
1.4855 |
| S1 |
1.4833 |
1.4839 |
|