CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5584 |
1.5669 |
0.0085 |
0.5% |
1.5139 |
| High |
1.5708 |
1.5766 |
0.0058 |
0.4% |
1.5519 |
| Low |
1.5553 |
1.5630 |
0.0077 |
0.5% |
1.5080 |
| Close |
1.5674 |
1.5745 |
0.0071 |
0.5% |
1.5448 |
| Range |
0.0155 |
0.0136 |
-0.0019 |
-12.3% |
0.0439 |
| ATR |
0.0163 |
0.0161 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
123,487 |
161,480 |
37,993 |
30.8% |
576,804 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6122 |
1.6069 |
1.5820 |
|
| R3 |
1.5986 |
1.5933 |
1.5782 |
|
| R2 |
1.5850 |
1.5850 |
1.5770 |
|
| R1 |
1.5797 |
1.5797 |
1.5757 |
1.5824 |
| PP |
1.5714 |
1.5714 |
1.5714 |
1.5727 |
| S1 |
1.5661 |
1.5661 |
1.5733 |
1.5688 |
| S2 |
1.5578 |
1.5578 |
1.5720 |
|
| S3 |
1.5442 |
1.5525 |
1.5708 |
|
| S4 |
1.5306 |
1.5389 |
1.5670 |
|
|
| 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 |
1.5766 |
1.5160 |
0.0606 |
3.8% |
0.0158 |
1.0% |
97% |
True |
False |
136,792 |
| 10 |
1.5766 |
1.5080 |
0.0686 |
4.4% |
0.0162 |
1.0% |
97% |
True |
False |
125,659 |
| 20 |
1.5766 |
1.4807 |
0.0959 |
6.1% |
0.0153 |
1.0% |
98% |
True |
False |
107,215 |
| 40 |
1.5766 |
1.4560 |
0.1206 |
7.7% |
0.0164 |
1.0% |
98% |
True |
False |
103,327 |
| 60 |
1.5766 |
1.4560 |
0.1206 |
7.7% |
0.0148 |
0.9% |
98% |
True |
False |
79,820 |
| 80 |
1.5766 |
1.4560 |
0.1206 |
7.7% |
0.0138 |
0.9% |
98% |
True |
False |
59,917 |
| 100 |
1.5766 |
1.4560 |
0.1206 |
7.7% |
0.0126 |
0.8% |
98% |
True |
False |
47,949 |
| 120 |
1.5772 |
1.4560 |
0.1212 |
7.7% |
0.0114 |
0.7% |
98% |
False |
False |
39,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6344 |
|
2.618 |
1.6122 |
|
1.618 |
1.5986 |
|
1.000 |
1.5902 |
|
0.618 |
1.5850 |
|
HIGH |
1.5766 |
|
0.618 |
1.5714 |
|
0.500 |
1.5698 |
|
0.382 |
1.5682 |
|
LOW |
1.5630 |
|
0.618 |
1.5546 |
|
1.000 |
1.5494 |
|
1.618 |
1.5410 |
|
2.618 |
1.5274 |
|
4.250 |
1.5052 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5729 |
1.5689 |
| PP |
1.5714 |
1.5633 |
| S1 |
1.5698 |
1.5578 |
|