CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4931 |
1.4962 |
0.0031 |
0.2% |
1.4624 |
| High |
1.5048 |
1.4978 |
-0.0070 |
-0.5% |
1.5048 |
| Low |
1.4911 |
1.4882 |
-0.0029 |
-0.2% |
1.4560 |
| Close |
1.4954 |
1.4896 |
-0.0058 |
-0.4% |
1.4954 |
| Range |
0.0137 |
0.0096 |
-0.0041 |
-29.9% |
0.0488 |
| ATR |
0.0153 |
0.0149 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
97,263 |
55,368 |
-41,895 |
-43.1% |
475,294 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5207 |
1.5147 |
1.4949 |
|
| R3 |
1.5111 |
1.5051 |
1.4922 |
|
| R2 |
1.5015 |
1.5015 |
1.4914 |
|
| R1 |
1.4955 |
1.4955 |
1.4905 |
1.4937 |
| PP |
1.4919 |
1.4919 |
1.4919 |
1.4910 |
| S1 |
1.4859 |
1.4859 |
1.4887 |
1.4841 |
| S2 |
1.4823 |
1.4823 |
1.4878 |
|
| S3 |
1.4727 |
1.4763 |
1.4870 |
|
| S4 |
1.4631 |
1.4667 |
1.4843 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6318 |
1.6124 |
1.5222 |
|
| R3 |
1.5830 |
1.5636 |
1.5088 |
|
| R2 |
1.5342 |
1.5342 |
1.5043 |
|
| R1 |
1.5148 |
1.5148 |
1.4999 |
1.5245 |
| PP |
1.4854 |
1.4854 |
1.4854 |
1.4903 |
| S1 |
1.4660 |
1.4660 |
1.4909 |
1.4757 |
| S2 |
1.4366 |
1.4366 |
1.4865 |
|
| S3 |
1.3878 |
1.4172 |
1.4820 |
|
| S4 |
1.3390 |
1.3684 |
1.4686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5048 |
1.4598 |
0.0450 |
3.0% |
0.0148 |
1.0% |
66% |
False |
False |
90,222 |
| 10 |
1.5048 |
1.4560 |
0.0488 |
3.3% |
0.0148 |
1.0% |
69% |
False |
False |
88,833 |
| 20 |
1.5048 |
1.4560 |
0.0488 |
3.3% |
0.0140 |
0.9% |
69% |
False |
False |
89,180 |
| 40 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0149 |
1.0% |
34% |
False |
False |
72,266 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0134 |
0.9% |
34% |
False |
False |
48,259 |
| 80 |
1.5571 |
1.4560 |
0.1011 |
6.8% |
0.0122 |
0.8% |
33% |
False |
False |
36,217 |
| 100 |
1.5772 |
1.4560 |
0.1212 |
8.1% |
0.0109 |
0.7% |
28% |
False |
False |
28,975 |
| 120 |
1.6132 |
1.4560 |
0.1572 |
10.6% |
0.0094 |
0.6% |
21% |
False |
False |
24,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5386 |
|
2.618 |
1.5229 |
|
1.618 |
1.5133 |
|
1.000 |
1.5074 |
|
0.618 |
1.5037 |
|
HIGH |
1.4978 |
|
0.618 |
1.4941 |
|
0.500 |
1.4930 |
|
0.382 |
1.4919 |
|
LOW |
1.4882 |
|
0.618 |
1.4823 |
|
1.000 |
1.4786 |
|
1.618 |
1.4727 |
|
2.618 |
1.4631 |
|
4.250 |
1.4474 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4930 |
1.4928 |
| PP |
1.4919 |
1.4917 |
| S1 |
1.4907 |
1.4907 |
|