CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5033 |
1.5054 |
0.0021 |
0.1% |
1.4962 |
| High |
1.5065 |
1.5183 |
0.0118 |
0.8% |
1.5183 |
| Low |
1.4955 |
1.5023 |
0.0068 |
0.5% |
1.4851 |
| Close |
1.5049 |
1.5171 |
0.0122 |
0.8% |
1.5171 |
| Range |
0.0110 |
0.0160 |
0.0050 |
45.5% |
0.0332 |
| ATR |
0.0145 |
0.0146 |
0.0001 |
0.7% |
0.0000 |
| Volume |
76,192 |
84,232 |
8,040 |
10.6% |
361,627 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5606 |
1.5548 |
1.5259 |
|
| R3 |
1.5446 |
1.5388 |
1.5215 |
|
| R2 |
1.5286 |
1.5286 |
1.5200 |
|
| R1 |
1.5228 |
1.5228 |
1.5186 |
1.5257 |
| PP |
1.5126 |
1.5126 |
1.5126 |
1.5140 |
| S1 |
1.5068 |
1.5068 |
1.5156 |
1.5097 |
| S2 |
1.4966 |
1.4966 |
1.5142 |
|
| S3 |
1.4806 |
1.4908 |
1.5127 |
|
| S4 |
1.4646 |
1.4748 |
1.5083 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6064 |
1.5950 |
1.5354 |
|
| R3 |
1.5732 |
1.5618 |
1.5262 |
|
| R2 |
1.5400 |
1.5400 |
1.5232 |
|
| R1 |
1.5286 |
1.5286 |
1.5201 |
1.5343 |
| PP |
1.5068 |
1.5068 |
1.5068 |
1.5097 |
| S1 |
1.4954 |
1.4954 |
1.5141 |
1.5011 |
| S2 |
1.4736 |
1.4736 |
1.5110 |
|
| S3 |
1.4404 |
1.4622 |
1.5080 |
|
| S4 |
1.4072 |
1.4290 |
1.4988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5183 |
1.4851 |
0.0332 |
2.2% |
0.0130 |
0.9% |
96% |
True |
False |
72,325 |
| 10 |
1.5183 |
1.4560 |
0.0623 |
4.1% |
0.0141 |
0.9% |
98% |
True |
False |
83,692 |
| 20 |
1.5183 |
1.4560 |
0.0623 |
4.1% |
0.0138 |
0.9% |
98% |
True |
False |
83,580 |
| 40 |
1.5445 |
1.4560 |
0.0885 |
5.8% |
0.0152 |
1.0% |
69% |
False |
False |
79,885 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.5% |
0.0136 |
0.9% |
62% |
False |
False |
53,349 |
| 80 |
1.5568 |
1.4560 |
0.1008 |
6.6% |
0.0127 |
0.8% |
61% |
False |
False |
40,044 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.8% |
0.0112 |
0.7% |
51% |
False |
False |
32,037 |
| 120 |
1.5968 |
1.4560 |
0.1408 |
9.3% |
0.0097 |
0.6% |
43% |
False |
False |
26,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5863 |
|
2.618 |
1.5602 |
|
1.618 |
1.5442 |
|
1.000 |
1.5343 |
|
0.618 |
1.5282 |
|
HIGH |
1.5183 |
|
0.618 |
1.5122 |
|
0.500 |
1.5103 |
|
0.382 |
1.5084 |
|
LOW |
1.5023 |
|
0.618 |
1.4924 |
|
1.000 |
1.4863 |
|
1.618 |
1.4764 |
|
2.618 |
1.4604 |
|
4.250 |
1.4343 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5148 |
1.5129 |
| PP |
1.5126 |
1.5087 |
| S1 |
1.5103 |
1.5046 |
|