CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5221 |
1.5336 |
0.0115 |
0.8% |
1.4962 |
| High |
1.5339 |
1.5494 |
0.0155 |
1.0% |
1.5183 |
| Low |
1.5168 |
1.5323 |
0.0155 |
1.0% |
1.4851 |
| Close |
1.5331 |
1.5426 |
0.0095 |
0.6% |
1.5171 |
| Range |
0.0171 |
0.0171 |
0.0000 |
0.0% |
0.0332 |
| ATR |
0.0148 |
0.0150 |
0.0002 |
1.1% |
0.0000 |
| Volume |
113,293 |
143,655 |
30,362 |
26.8% |
361,627 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5927 |
1.5848 |
1.5520 |
|
| R3 |
1.5756 |
1.5677 |
1.5473 |
|
| R2 |
1.5585 |
1.5585 |
1.5457 |
|
| R1 |
1.5506 |
1.5506 |
1.5442 |
1.5546 |
| PP |
1.5414 |
1.5414 |
1.5414 |
1.5434 |
| S1 |
1.5335 |
1.5335 |
1.5410 |
1.5375 |
| S2 |
1.5243 |
1.5243 |
1.5395 |
|
| S3 |
1.5072 |
1.5164 |
1.5379 |
|
| S4 |
1.4901 |
1.4993 |
1.5332 |
|
|
| 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 |
1.5494 |
1.4955 |
0.0539 |
3.5% |
0.0153 |
1.0% |
87% |
True |
False |
99,013 |
| 10 |
1.5494 |
1.4807 |
0.0687 |
4.5% |
0.0144 |
0.9% |
90% |
True |
False |
88,771 |
| 20 |
1.5494 |
1.4560 |
0.0934 |
6.1% |
0.0143 |
0.9% |
93% |
True |
False |
87,324 |
| 40 |
1.5494 |
1.4560 |
0.0934 |
6.1% |
0.0159 |
1.0% |
93% |
True |
False |
88,131 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0140 |
0.9% |
88% |
False |
False |
58,918 |
| 80 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0129 |
0.8% |
88% |
False |
False |
44,223 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.7% |
0.0115 |
0.7% |
73% |
False |
False |
35,383 |
| 120 |
1.5943 |
1.4560 |
0.1383 |
9.0% |
0.0101 |
0.7% |
63% |
False |
False |
29,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6221 |
|
2.618 |
1.5942 |
|
1.618 |
1.5771 |
|
1.000 |
1.5665 |
|
0.618 |
1.5600 |
|
HIGH |
1.5494 |
|
0.618 |
1.5429 |
|
0.500 |
1.5409 |
|
0.382 |
1.5388 |
|
LOW |
1.5323 |
|
0.618 |
1.5217 |
|
1.000 |
1.5152 |
|
1.618 |
1.5046 |
|
2.618 |
1.4875 |
|
4.250 |
1.4596 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5420 |
1.5384 |
| PP |
1.5414 |
1.5341 |
| S1 |
1.5409 |
1.5299 |
|