CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4773 |
1.4825 |
0.0052 |
0.4% |
1.4919 |
| High |
1.4849 |
1.4964 |
0.0115 |
0.8% |
1.4975 |
| Low |
1.4694 |
1.4807 |
0.0113 |
0.8% |
1.4581 |
| Close |
1.4840 |
1.4951 |
0.0111 |
0.7% |
1.4643 |
| Range |
0.0155 |
0.0157 |
0.0002 |
1.3% |
0.0394 |
| ATR |
0.0154 |
0.0154 |
0.0000 |
0.2% |
0.0000 |
| Volume |
94,660 |
94,179 |
-481 |
-0.5% |
399,416 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5378 |
1.5322 |
1.5037 |
|
| R3 |
1.5221 |
1.5165 |
1.4994 |
|
| R2 |
1.5064 |
1.5064 |
1.4980 |
|
| R1 |
1.5008 |
1.5008 |
1.4965 |
1.5036 |
| PP |
1.4907 |
1.4907 |
1.4907 |
1.4922 |
| S1 |
1.4851 |
1.4851 |
1.4937 |
1.4879 |
| S2 |
1.4750 |
1.4750 |
1.4922 |
|
| S3 |
1.4593 |
1.4694 |
1.4908 |
|
| S4 |
1.4436 |
1.4537 |
1.4865 |
|
|
| 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 |
1.4964 |
1.4560 |
0.0404 |
2.7% |
0.0152 |
1.0% |
97% |
True |
False |
93,295 |
| 10 |
1.4975 |
1.4560 |
0.0415 |
2.8% |
0.0145 |
1.0% |
94% |
False |
False |
85,899 |
| 20 |
1.5001 |
1.4560 |
0.0441 |
2.9% |
0.0157 |
1.1% |
89% |
False |
False |
95,196 |
| 40 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0146 |
1.0% |
40% |
False |
False |
68,463 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0134 |
0.9% |
40% |
False |
False |
45,720 |
| 80 |
1.5643 |
1.4560 |
0.1083 |
7.2% |
0.0121 |
0.8% |
36% |
False |
False |
34,309 |
| 100 |
1.5772 |
1.4560 |
0.1212 |
8.1% |
0.0108 |
0.7% |
32% |
False |
False |
27,448 |
| 120 |
1.6132 |
1.4560 |
0.1572 |
10.5% |
0.0092 |
0.6% |
25% |
False |
False |
22,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5631 |
|
2.618 |
1.5375 |
|
1.618 |
1.5218 |
|
1.000 |
1.5121 |
|
0.618 |
1.5061 |
|
HIGH |
1.4964 |
|
0.618 |
1.4904 |
|
0.500 |
1.4886 |
|
0.382 |
1.4867 |
|
LOW |
1.4807 |
|
0.618 |
1.4710 |
|
1.000 |
1.4650 |
|
1.618 |
1.4553 |
|
2.618 |
1.4396 |
|
4.250 |
1.4140 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4929 |
1.4894 |
| PP |
1.4907 |
1.4838 |
| S1 |
1.4886 |
1.4781 |
|