CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4882 |
1.4805 |
-0.0077 |
-0.5% |
1.4880 |
| High |
1.4912 |
1.4965 |
0.0053 |
0.4% |
1.4893 |
| Low |
1.4796 |
1.4802 |
0.0006 |
0.0% |
1.4731 |
| Close |
1.4822 |
1.4875 |
0.0053 |
0.4% |
1.4817 |
| Range |
0.0116 |
0.0163 |
0.0047 |
40.5% |
0.0162 |
| ATR |
0.0150 |
0.0151 |
0.0001 |
0.6% |
0.0000 |
| Volume |
78,254 |
100,005 |
21,751 |
27.8% |
340,460 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5370 |
1.5285 |
1.4965 |
|
| R3 |
1.5207 |
1.5122 |
1.4920 |
|
| R2 |
1.5044 |
1.5044 |
1.4905 |
|
| R1 |
1.4959 |
1.4959 |
1.4890 |
1.5002 |
| PP |
1.4881 |
1.4881 |
1.4881 |
1.4902 |
| S1 |
1.4796 |
1.4796 |
1.4860 |
1.4839 |
| S2 |
1.4718 |
1.4718 |
1.4845 |
|
| S3 |
1.4555 |
1.4633 |
1.4830 |
|
| S4 |
1.4392 |
1.4470 |
1.4785 |
|
|
| 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% |
0.0123 |
0.8% |
59% |
False |
False |
79,100 |
| 10 |
1.4988 |
1.4731 |
0.0257 |
1.7% |
0.0132 |
0.9% |
56% |
False |
False |
84,544 |
| 20 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0176 |
1.2% |
48% |
False |
False |
103,194 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0138 |
0.9% |
27% |
False |
False |
54,579 |
| 60 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0128 |
0.9% |
27% |
False |
False |
36,439 |
| 80 |
1.5750 |
1.4625 |
0.1125 |
7.6% |
0.0114 |
0.8% |
22% |
False |
False |
27,342 |
| 100 |
1.5807 |
1.4625 |
0.1182 |
7.9% |
0.0099 |
0.7% |
21% |
False |
False |
21,874 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.1% |
0.0084 |
0.6% |
17% |
False |
False |
18,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5658 |
|
2.618 |
1.5392 |
|
1.618 |
1.5229 |
|
1.000 |
1.5128 |
|
0.618 |
1.5066 |
|
HIGH |
1.4965 |
|
0.618 |
1.4903 |
|
0.500 |
1.4884 |
|
0.382 |
1.4864 |
|
LOW |
1.4802 |
|
0.618 |
1.4701 |
|
1.000 |
1.4639 |
|
1.618 |
1.4538 |
|
2.618 |
1.4375 |
|
4.250 |
1.4109 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4884 |
1.4886 |
| PP |
1.4881 |
1.4882 |
| S1 |
1.4878 |
1.4879 |
|