CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4805 |
1.4862 |
0.0057 |
0.4% |
1.4880 |
| High |
1.4965 |
1.4879 |
-0.0086 |
-0.6% |
1.4893 |
| Low |
1.4802 |
1.4677 |
-0.0125 |
-0.8% |
1.4731 |
| Close |
1.4875 |
1.4686 |
-0.0189 |
-1.3% |
1.4817 |
| Range |
0.0163 |
0.0202 |
0.0039 |
23.9% |
0.0162 |
| ATR |
0.0151 |
0.0154 |
0.0004 |
2.4% |
0.0000 |
| Volume |
100,005 |
90,969 |
-9,036 |
-9.0% |
340,460 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5353 |
1.5222 |
1.4797 |
|
| R3 |
1.5151 |
1.5020 |
1.4742 |
|
| R2 |
1.4949 |
1.4949 |
1.4723 |
|
| R1 |
1.4818 |
1.4818 |
1.4705 |
1.4783 |
| PP |
1.4747 |
1.4747 |
1.4747 |
1.4730 |
| S1 |
1.4616 |
1.4616 |
1.4667 |
1.4581 |
| S2 |
1.4545 |
1.4545 |
1.4649 |
|
| S3 |
1.4343 |
1.4414 |
1.4630 |
|
| S4 |
1.4141 |
1.4212 |
1.4575 |
|
|
| 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 |
1.4677 |
0.0298 |
2.0% |
0.0137 |
0.9% |
3% |
False |
True |
78,503 |
| 10 |
1.4988 |
1.4677 |
0.0311 |
2.1% |
0.0140 |
1.0% |
3% |
False |
True |
84,792 |
| 20 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0176 |
1.2% |
12% |
False |
False |
103,136 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0141 |
1.0% |
7% |
False |
False |
56,849 |
| 60 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0130 |
0.9% |
7% |
False |
False |
37,952 |
| 80 |
1.5750 |
1.4625 |
0.1125 |
7.7% |
0.0116 |
0.8% |
5% |
False |
False |
28,479 |
| 100 |
1.5772 |
1.4625 |
0.1147 |
7.8% |
0.0101 |
0.7% |
5% |
False |
False |
22,784 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.3% |
0.0085 |
0.6% |
4% |
False |
False |
18,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5738 |
|
2.618 |
1.5408 |
|
1.618 |
1.5206 |
|
1.000 |
1.5081 |
|
0.618 |
1.5004 |
|
HIGH |
1.4879 |
|
0.618 |
1.4802 |
|
0.500 |
1.4778 |
|
0.382 |
1.4754 |
|
LOW |
1.4677 |
|
0.618 |
1.4552 |
|
1.000 |
1.4475 |
|
1.618 |
1.4350 |
|
2.618 |
1.4148 |
|
4.250 |
1.3819 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4778 |
1.4821 |
| PP |
1.4747 |
1.4776 |
| S1 |
1.4717 |
1.4731 |
|