CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 30-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5336 |
1.5426 |
0.0090 |
0.6% |
1.4962 |
| High |
1.5494 |
1.5488 |
-0.0006 |
0.0% |
1.5183 |
| Low |
1.5323 |
1.5299 |
-0.0024 |
-0.2% |
1.4851 |
| Close |
1.5426 |
1.5354 |
-0.0072 |
-0.5% |
1.5171 |
| Range |
0.0171 |
0.0189 |
0.0018 |
10.5% |
0.0332 |
| ATR |
0.0150 |
0.0153 |
0.0003 |
1.9% |
0.0000 |
| Volume |
143,655 |
148,154 |
4,499 |
3.1% |
361,627 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5947 |
1.5840 |
1.5458 |
|
| R3 |
1.5758 |
1.5651 |
1.5406 |
|
| R2 |
1.5569 |
1.5569 |
1.5389 |
|
| R1 |
1.5462 |
1.5462 |
1.5371 |
1.5421 |
| PP |
1.5380 |
1.5380 |
1.5380 |
1.5360 |
| S1 |
1.5273 |
1.5273 |
1.5337 |
1.5232 |
| S2 |
1.5191 |
1.5191 |
1.5319 |
|
| S3 |
1.5002 |
1.5084 |
1.5302 |
|
| S4 |
1.4813 |
1.4895 |
1.5250 |
|
|
| 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 |
1.5023 |
0.0471 |
3.1% |
0.0169 |
1.1% |
70% |
False |
False |
113,406 |
| 10 |
1.5494 |
1.4851 |
0.0643 |
4.2% |
0.0147 |
1.0% |
78% |
False |
False |
94,168 |
| 20 |
1.5494 |
1.4560 |
0.0934 |
6.1% |
0.0146 |
0.9% |
85% |
False |
False |
90,034 |
| 40 |
1.5494 |
1.4560 |
0.0934 |
6.1% |
0.0161 |
1.0% |
85% |
False |
False |
91,702 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0140 |
0.9% |
81% |
False |
False |
61,384 |
| 80 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0130 |
0.8% |
81% |
False |
False |
46,074 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.8% |
0.0117 |
0.8% |
67% |
False |
False |
36,865 |
| 120 |
1.5854 |
1.4560 |
0.1294 |
8.4% |
0.0103 |
0.7% |
61% |
False |
False |
30,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6291 |
|
2.618 |
1.5983 |
|
1.618 |
1.5794 |
|
1.000 |
1.5677 |
|
0.618 |
1.5605 |
|
HIGH |
1.5488 |
|
0.618 |
1.5416 |
|
0.500 |
1.5394 |
|
0.382 |
1.5371 |
|
LOW |
1.5299 |
|
0.618 |
1.5182 |
|
1.000 |
1.5110 |
|
1.618 |
1.4993 |
|
2.618 |
1.4804 |
|
4.250 |
1.4496 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5394 |
1.5346 |
| PP |
1.5380 |
1.5339 |
| S1 |
1.5367 |
1.5331 |
|