CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5451 |
1.5584 |
0.0133 |
0.9% |
1.5139 |
| High |
1.5610 |
1.5708 |
0.0098 |
0.6% |
1.5519 |
| Low |
1.5389 |
1.5553 |
0.0164 |
1.1% |
1.5080 |
| Close |
1.5586 |
1.5674 |
0.0088 |
0.6% |
1.5448 |
| Range |
0.0221 |
0.0155 |
-0.0066 |
-29.9% |
0.0439 |
| ATR |
0.0164 |
0.0163 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
119,348 |
123,487 |
4,139 |
3.5% |
576,804 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6110 |
1.6047 |
1.5759 |
|
| R3 |
1.5955 |
1.5892 |
1.5717 |
|
| R2 |
1.5800 |
1.5800 |
1.5702 |
|
| R1 |
1.5737 |
1.5737 |
1.5688 |
1.5769 |
| PP |
1.5645 |
1.5645 |
1.5645 |
1.5661 |
| S1 |
1.5582 |
1.5582 |
1.5660 |
1.5614 |
| S2 |
1.5490 |
1.5490 |
1.5646 |
|
| S3 |
1.5335 |
1.5427 |
1.5631 |
|
| S4 |
1.5180 |
1.5272 |
1.5589 |
|
|
| 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 |
1.5708 |
1.5146 |
0.0562 |
3.6% |
0.0160 |
1.0% |
94% |
True |
False |
127,891 |
| 10 |
1.5708 |
1.5080 |
0.0628 |
4.0% |
0.0166 |
1.1% |
95% |
True |
False |
123,877 |
| 20 |
1.5708 |
1.4694 |
0.1014 |
6.5% |
0.0154 |
1.0% |
97% |
True |
False |
103,874 |
| 40 |
1.5708 |
1.4560 |
0.1148 |
7.3% |
0.0164 |
1.0% |
97% |
True |
False |
101,566 |
| 60 |
1.5708 |
1.4560 |
0.1148 |
7.3% |
0.0148 |
0.9% |
97% |
True |
False |
77,130 |
| 80 |
1.5708 |
1.4560 |
0.1148 |
7.3% |
0.0138 |
0.9% |
97% |
True |
False |
57,901 |
| 100 |
1.5719 |
1.4560 |
0.1159 |
7.4% |
0.0126 |
0.8% |
96% |
False |
False |
46,334 |
| 120 |
1.5772 |
1.4560 |
0.1212 |
7.7% |
0.0113 |
0.7% |
92% |
False |
False |
38,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6367 |
|
2.618 |
1.6114 |
|
1.618 |
1.5959 |
|
1.000 |
1.5863 |
|
0.618 |
1.5804 |
|
HIGH |
1.5708 |
|
0.618 |
1.5649 |
|
0.500 |
1.5631 |
|
0.382 |
1.5612 |
|
LOW |
1.5553 |
|
0.618 |
1.5457 |
|
1.000 |
1.5398 |
|
1.618 |
1.5302 |
|
2.618 |
1.5147 |
|
4.250 |
1.4894 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5660 |
1.5626 |
| PP |
1.5645 |
1.5578 |
| S1 |
1.5631 |
1.5530 |
|