CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5120 |
1.5178 |
0.0058 |
0.4% |
1.5175 |
| High |
1.5214 |
1.5289 |
0.0075 |
0.5% |
1.5494 |
| Low |
1.5080 |
1.5146 |
0.0066 |
0.4% |
1.5103 |
| Close |
1.5170 |
1.5239 |
0.0069 |
0.5% |
1.5127 |
| Range |
0.0134 |
0.0143 |
0.0009 |
6.7% |
0.0391 |
| ATR |
0.0155 |
0.0154 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
101,010 |
116,973 |
15,963 |
15.8% |
610,124 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5654 |
1.5589 |
1.5318 |
|
| R3 |
1.5511 |
1.5446 |
1.5278 |
|
| R2 |
1.5368 |
1.5368 |
1.5265 |
|
| R1 |
1.5303 |
1.5303 |
1.5252 |
1.5336 |
| PP |
1.5225 |
1.5225 |
1.5225 |
1.5241 |
| S1 |
1.5160 |
1.5160 |
1.5226 |
1.5193 |
| S2 |
1.5082 |
1.5082 |
1.5213 |
|
| S3 |
1.4939 |
1.5017 |
1.5200 |
|
| S4 |
1.4796 |
1.4874 |
1.5160 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6414 |
1.6162 |
1.5342 |
|
| R3 |
1.6023 |
1.5771 |
1.5235 |
|
| R2 |
1.5632 |
1.5632 |
1.5199 |
|
| R1 |
1.5380 |
1.5380 |
1.5163 |
1.5311 |
| PP |
1.5241 |
1.5241 |
1.5241 |
1.5207 |
| S1 |
1.4989 |
1.4989 |
1.5091 |
1.4920 |
| S2 |
1.4850 |
1.4850 |
1.5055 |
|
| S3 |
1.4459 |
1.4598 |
1.5019 |
|
| S4 |
1.4068 |
1.4207 |
1.4912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5488 |
1.5080 |
0.0408 |
2.7% |
0.0167 |
1.1% |
39% |
False |
False |
114,527 |
| 10 |
1.5494 |
1.4955 |
0.0539 |
3.5% |
0.0160 |
1.0% |
53% |
False |
False |
106,770 |
| 20 |
1.5494 |
1.4560 |
0.0934 |
6.1% |
0.0154 |
1.0% |
73% |
False |
False |
96,180 |
| 40 |
1.5494 |
1.4560 |
0.0934 |
6.1% |
0.0165 |
1.1% |
73% |
False |
False |
99,687 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0143 |
0.9% |
69% |
False |
False |
68,446 |
| 80 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0134 |
0.9% |
69% |
False |
False |
51,374 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.8% |
0.0122 |
0.8% |
57% |
False |
False |
41,110 |
| 120 |
1.5807 |
1.4560 |
0.1247 |
8.2% |
0.0108 |
0.7% |
54% |
False |
False |
34,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5897 |
|
2.618 |
1.5663 |
|
1.618 |
1.5520 |
|
1.000 |
1.5432 |
|
0.618 |
1.5377 |
|
HIGH |
1.5289 |
|
0.618 |
1.5234 |
|
0.500 |
1.5218 |
|
0.382 |
1.5201 |
|
LOW |
1.5146 |
|
0.618 |
1.5058 |
|
1.000 |
1.5003 |
|
1.618 |
1.4915 |
|
2.618 |
1.4772 |
|
4.250 |
1.4538 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5232 |
1.5221 |
| PP |
1.5225 |
1.5203 |
| S1 |
1.5218 |
1.5185 |
|