CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5175 |
1.5221 |
0.0046 |
0.3% |
1.4962 |
| High |
1.5257 |
1.5339 |
0.0082 |
0.5% |
1.5183 |
| Low |
1.5103 |
1.5168 |
0.0065 |
0.4% |
1.4851 |
| Close |
1.5218 |
1.5331 |
0.0113 |
0.7% |
1.5171 |
| Range |
0.0154 |
0.0171 |
0.0017 |
11.0% |
0.0332 |
| ATR |
0.0147 |
0.0148 |
0.0002 |
1.2% |
0.0000 |
| Volume |
77,697 |
113,293 |
35,596 |
45.8% |
361,627 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5792 |
1.5733 |
1.5425 |
|
| R3 |
1.5621 |
1.5562 |
1.5378 |
|
| R2 |
1.5450 |
1.5450 |
1.5362 |
|
| R1 |
1.5391 |
1.5391 |
1.5347 |
1.5421 |
| PP |
1.5279 |
1.5279 |
1.5279 |
1.5294 |
| S1 |
1.5220 |
1.5220 |
1.5315 |
1.5250 |
| S2 |
1.5108 |
1.5108 |
1.5300 |
|
| S3 |
1.4937 |
1.5049 |
1.5284 |
|
| S4 |
1.4766 |
1.4878 |
1.5237 |
|
|
| 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 |
1.5339 |
1.4908 |
0.0431 |
2.8% |
0.0152 |
1.0% |
98% |
True |
False |
88,014 |
| 10 |
1.5339 |
1.4694 |
0.0645 |
4.2% |
0.0142 |
0.9% |
99% |
True |
False |
83,871 |
| 20 |
1.5339 |
1.4560 |
0.0779 |
5.1% |
0.0140 |
0.9% |
99% |
True |
False |
84,333 |
| 40 |
1.5385 |
1.4560 |
0.0825 |
5.4% |
0.0156 |
1.0% |
93% |
False |
False |
84,567 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0138 |
0.9% |
79% |
False |
False |
56,527 |
| 80 |
1.5545 |
1.4560 |
0.0985 |
6.4% |
0.0130 |
0.8% |
78% |
False |
False |
42,429 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.8% |
0.0114 |
0.7% |
65% |
False |
False |
33,947 |
| 120 |
1.5968 |
1.4560 |
0.1408 |
9.2% |
0.0100 |
0.7% |
55% |
False |
False |
28,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6066 |
|
2.618 |
1.5787 |
|
1.618 |
1.5616 |
|
1.000 |
1.5510 |
|
0.618 |
1.5445 |
|
HIGH |
1.5339 |
|
0.618 |
1.5274 |
|
0.500 |
1.5254 |
|
0.382 |
1.5233 |
|
LOW |
1.5168 |
|
0.618 |
1.5062 |
|
1.000 |
1.4997 |
|
1.618 |
1.4891 |
|
2.618 |
1.4720 |
|
4.250 |
1.4441 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5305 |
1.5281 |
| PP |
1.5279 |
1.5231 |
| S1 |
1.5254 |
1.5181 |
|