CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5239 |
1.5412 |
0.0173 |
1.1% |
1.5139 |
| High |
1.5271 |
1.5519 |
0.0248 |
1.6% |
1.5519 |
| Low |
1.5160 |
1.5351 |
0.0191 |
1.3% |
1.5080 |
| Close |
1.5254 |
1.5448 |
0.0194 |
1.3% |
1.5448 |
| Range |
0.0111 |
0.0168 |
0.0057 |
51.4% |
0.0439 |
| ATR |
0.0151 |
0.0159 |
0.0008 |
5.4% |
0.0000 |
| Volume |
92,382 |
187,265 |
94,883 |
102.7% |
576,804 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5943 |
1.5864 |
1.5540 |
|
| R3 |
1.5775 |
1.5696 |
1.5494 |
|
| R2 |
1.5607 |
1.5607 |
1.5479 |
|
| R1 |
1.5528 |
1.5528 |
1.5463 |
1.5568 |
| PP |
1.5439 |
1.5439 |
1.5439 |
1.5459 |
| S1 |
1.5360 |
1.5360 |
1.5433 |
1.5400 |
| S2 |
1.5271 |
1.5271 |
1.5417 |
|
| S3 |
1.5103 |
1.5192 |
1.5402 |
|
| S4 |
1.4935 |
1.5024 |
1.5356 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6666 |
1.6496 |
1.5689 |
|
| R3 |
1.6227 |
1.6057 |
1.5569 |
|
| R2 |
1.5788 |
1.5788 |
1.5528 |
|
| R1 |
1.5618 |
1.5618 |
1.5488 |
1.5703 |
| PP |
1.5349 |
1.5349 |
1.5349 |
1.5392 |
| S1 |
1.5179 |
1.5179 |
1.5408 |
1.5264 |
| S2 |
1.4910 |
1.4910 |
1.5368 |
|
| S3 |
1.4471 |
1.4740 |
1.5327 |
|
| S4 |
1.4032 |
1.4301 |
1.5207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5519 |
1.5080 |
0.0439 |
2.8% |
0.0128 |
0.8% |
84% |
True |
False |
115,360 |
| 10 |
1.5519 |
1.5080 |
0.0439 |
2.8% |
0.0161 |
1.0% |
84% |
True |
False |
118,692 |
| 20 |
1.5519 |
1.4560 |
0.0959 |
6.2% |
0.0151 |
1.0% |
93% |
True |
False |
101,192 |
| 40 |
1.5519 |
1.4560 |
0.0959 |
6.2% |
0.0162 |
1.1% |
93% |
True |
False |
101,705 |
| 60 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0145 |
0.9% |
91% |
False |
False |
73,101 |
| 80 |
1.5541 |
1.4560 |
0.0981 |
6.4% |
0.0136 |
0.9% |
91% |
False |
False |
54,867 |
| 100 |
1.5750 |
1.4560 |
0.1190 |
7.7% |
0.0124 |
0.8% |
75% |
False |
False |
43,906 |
| 120 |
1.5772 |
1.4560 |
0.1212 |
7.8% |
0.0110 |
0.7% |
73% |
False |
False |
36,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6233 |
|
2.618 |
1.5959 |
|
1.618 |
1.5791 |
|
1.000 |
1.5687 |
|
0.618 |
1.5623 |
|
HIGH |
1.5519 |
|
0.618 |
1.5455 |
|
0.500 |
1.5435 |
|
0.382 |
1.5415 |
|
LOW |
1.5351 |
|
0.618 |
1.5247 |
|
1.000 |
1.5183 |
|
1.618 |
1.5079 |
|
2.618 |
1.4911 |
|
4.250 |
1.4637 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5444 |
1.5410 |
| PP |
1.5439 |
1.5371 |
| S1 |
1.5435 |
1.5333 |
|