CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4663 |
1.4773 |
0.0110 |
0.8% |
1.4919 |
| High |
1.4795 |
1.4849 |
0.0054 |
0.4% |
1.4975 |
| Low |
1.4598 |
1.4694 |
0.0096 |
0.7% |
1.4581 |
| Close |
1.4773 |
1.4840 |
0.0067 |
0.5% |
1.4643 |
| Range |
0.0197 |
0.0155 |
-0.0042 |
-21.3% |
0.0394 |
| ATR |
0.0154 |
0.0154 |
0.0000 |
0.1% |
0.0000 |
| Volume |
109,644 |
94,660 |
-14,984 |
-13.7% |
399,416 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5259 |
1.5205 |
1.4925 |
|
| R3 |
1.5104 |
1.5050 |
1.4883 |
|
| R2 |
1.4949 |
1.4949 |
1.4868 |
|
| R1 |
1.4895 |
1.4895 |
1.4854 |
1.4922 |
| PP |
1.4794 |
1.4794 |
1.4794 |
1.4808 |
| S1 |
1.4740 |
1.4740 |
1.4826 |
1.4767 |
| S2 |
1.4639 |
1.4639 |
1.4812 |
|
| S3 |
1.4484 |
1.4585 |
1.4797 |
|
| S4 |
1.4329 |
1.4430 |
1.4755 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5915 |
1.5673 |
1.4860 |
|
| R3 |
1.5521 |
1.5279 |
1.4751 |
|
| R2 |
1.5127 |
1.5127 |
1.4715 |
|
| R1 |
1.4885 |
1.4885 |
1.4679 |
1.4809 |
| PP |
1.4733 |
1.4733 |
1.4733 |
1.4695 |
| S1 |
1.4491 |
1.4491 |
1.4607 |
1.4415 |
| S2 |
1.4339 |
1.4339 |
1.4571 |
|
| S3 |
1.3945 |
1.4097 |
1.4535 |
|
| S4 |
1.3551 |
1.3703 |
1.4426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4879 |
1.4560 |
0.0319 |
2.1% |
0.0161 |
1.1% |
88% |
False |
False |
92,653 |
| 10 |
1.4975 |
1.4560 |
0.0415 |
2.8% |
0.0142 |
1.0% |
67% |
False |
False |
85,876 |
| 20 |
1.5145 |
1.4560 |
0.0585 |
3.9% |
0.0176 |
1.2% |
48% |
False |
False |
99,439 |
| 40 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0146 |
1.0% |
29% |
False |
False |
66,122 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0134 |
0.9% |
29% |
False |
False |
44,152 |
| 80 |
1.5650 |
1.4560 |
0.1090 |
7.3% |
0.0119 |
0.8% |
26% |
False |
False |
33,132 |
| 100 |
1.5772 |
1.4560 |
0.1212 |
8.2% |
0.0106 |
0.7% |
23% |
False |
False |
26,507 |
| 120 |
1.6132 |
1.4560 |
0.1572 |
10.6% |
0.0090 |
0.6% |
18% |
False |
False |
22,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5508 |
|
2.618 |
1.5255 |
|
1.618 |
1.5100 |
|
1.000 |
1.5004 |
|
0.618 |
1.4945 |
|
HIGH |
1.4849 |
|
0.618 |
1.4790 |
|
0.500 |
1.4772 |
|
0.382 |
1.4753 |
|
LOW |
1.4694 |
|
0.618 |
1.4598 |
|
1.000 |
1.4539 |
|
1.618 |
1.4443 |
|
2.618 |
1.4288 |
|
4.250 |
1.4035 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4817 |
1.4795 |
| PP |
1.4794 |
1.4750 |
| S1 |
1.4772 |
1.4705 |
|