CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5178 |
1.5239 |
0.0061 |
0.4% |
1.5175 |
| High |
1.5289 |
1.5271 |
-0.0018 |
-0.1% |
1.5494 |
| Low |
1.5146 |
1.5160 |
0.0014 |
0.1% |
1.5103 |
| Close |
1.5239 |
1.5254 |
0.0015 |
0.1% |
1.5127 |
| Range |
0.0143 |
0.0111 |
-0.0032 |
-22.4% |
0.0391 |
| ATR |
0.0154 |
0.0151 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
116,973 |
92,382 |
-24,591 |
-21.0% |
610,124 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5561 |
1.5519 |
1.5315 |
|
| R3 |
1.5450 |
1.5408 |
1.5285 |
|
| R2 |
1.5339 |
1.5339 |
1.5274 |
|
| R1 |
1.5297 |
1.5297 |
1.5264 |
1.5318 |
| PP |
1.5228 |
1.5228 |
1.5228 |
1.5239 |
| S1 |
1.5186 |
1.5186 |
1.5244 |
1.5207 |
| S2 |
1.5117 |
1.5117 |
1.5234 |
|
| S3 |
1.5006 |
1.5075 |
1.5223 |
|
| S4 |
1.4895 |
1.4964 |
1.5193 |
|
|
| 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 |
1.5393 |
1.5080 |
0.0313 |
2.1% |
0.0151 |
1.0% |
56% |
False |
False |
103,372 |
| 10 |
1.5494 |
1.5023 |
0.0471 |
3.1% |
0.0160 |
1.0% |
49% |
False |
False |
108,389 |
| 20 |
1.5494 |
1.4560 |
0.0934 |
6.1% |
0.0149 |
1.0% |
74% |
False |
False |
96,251 |
| 40 |
1.5494 |
1.4560 |
0.0934 |
6.1% |
0.0163 |
1.1% |
74% |
False |
False |
99,693 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0144 |
0.9% |
71% |
False |
False |
69,983 |
| 80 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0135 |
0.9% |
71% |
False |
False |
52,527 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.8% |
0.0123 |
0.8% |
58% |
False |
False |
42,033 |
| 120 |
1.5772 |
1.4560 |
0.1212 |
7.9% |
0.0109 |
0.7% |
57% |
False |
False |
35,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5743 |
|
2.618 |
1.5562 |
|
1.618 |
1.5451 |
|
1.000 |
1.5382 |
|
0.618 |
1.5340 |
|
HIGH |
1.5271 |
|
0.618 |
1.5229 |
|
0.500 |
1.5216 |
|
0.382 |
1.5202 |
|
LOW |
1.5160 |
|
0.618 |
1.5091 |
|
1.000 |
1.5049 |
|
1.618 |
1.4980 |
|
2.618 |
1.4869 |
|
4.250 |
1.4688 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5241 |
1.5231 |
| PP |
1.5228 |
1.5208 |
| S1 |
1.5216 |
1.5185 |
|