CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4962 |
1.4896 |
-0.0066 |
-0.4% |
1.4624 |
| High |
1.4978 |
1.4967 |
-0.0011 |
-0.1% |
1.5048 |
| Low |
1.4882 |
1.4851 |
-0.0031 |
-0.2% |
1.4560 |
| Close |
1.4896 |
1.4918 |
0.0022 |
0.1% |
1.4954 |
| Range |
0.0096 |
0.0116 |
0.0020 |
20.8% |
0.0488 |
| ATR |
0.0149 |
0.0146 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
55,368 |
57,178 |
1,810 |
3.3% |
475,294 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5260 |
1.5205 |
1.4982 |
|
| R3 |
1.5144 |
1.5089 |
1.4950 |
|
| R2 |
1.5028 |
1.5028 |
1.4939 |
|
| R1 |
1.4973 |
1.4973 |
1.4929 |
1.5001 |
| PP |
1.4912 |
1.4912 |
1.4912 |
1.4926 |
| S1 |
1.4857 |
1.4857 |
1.4907 |
1.4885 |
| S2 |
1.4796 |
1.4796 |
1.4897 |
|
| S3 |
1.4680 |
1.4741 |
1.4886 |
|
| S4 |
1.4564 |
1.4625 |
1.4854 |
|
|
| 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 |
1.4694 |
0.0354 |
2.4% |
0.0132 |
0.9% |
63% |
False |
False |
79,729 |
| 10 |
1.5048 |
1.4560 |
0.0488 |
3.3% |
0.0148 |
1.0% |
73% |
False |
False |
86,726 |
| 20 |
1.5048 |
1.4560 |
0.0488 |
3.3% |
0.0139 |
0.9% |
73% |
False |
False |
85,984 |
| 40 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0148 |
1.0% |
36% |
False |
False |
73,689 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.6% |
0.0134 |
0.9% |
36% |
False |
False |
49,207 |
| 80 |
1.5568 |
1.4560 |
0.1008 |
6.8% |
0.0123 |
0.8% |
36% |
False |
False |
36,931 |
| 100 |
1.5772 |
1.4560 |
0.1212 |
8.1% |
0.0110 |
0.7% |
30% |
False |
False |
29,546 |
| 120 |
1.6132 |
1.4560 |
0.1572 |
10.5% |
0.0095 |
0.6% |
23% |
False |
False |
24,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5460 |
|
2.618 |
1.5271 |
|
1.618 |
1.5155 |
|
1.000 |
1.5083 |
|
0.618 |
1.5039 |
|
HIGH |
1.4967 |
|
0.618 |
1.4923 |
|
0.500 |
1.4909 |
|
0.382 |
1.4895 |
|
LOW |
1.4851 |
|
0.618 |
1.4779 |
|
1.000 |
1.4735 |
|
1.618 |
1.4663 |
|
2.618 |
1.4547 |
|
4.250 |
1.4358 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4915 |
1.4950 |
| PP |
1.4912 |
1.4939 |
| S1 |
1.4909 |
1.4929 |
|