CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5669 |
1.5739 |
0.0070 |
0.4% |
1.5139 |
| High |
1.5766 |
1.5821 |
0.0055 |
0.3% |
1.5519 |
| Low |
1.5630 |
1.5725 |
0.0095 |
0.6% |
1.5080 |
| Close |
1.5745 |
1.5763 |
0.0018 |
0.1% |
1.5448 |
| Range |
0.0136 |
0.0096 |
-0.0040 |
-29.4% |
0.0439 |
| ATR |
0.0161 |
0.0156 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
161,480 |
109,848 |
-51,632 |
-32.0% |
576,804 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6058 |
1.6006 |
1.5816 |
|
| R3 |
1.5962 |
1.5910 |
1.5789 |
|
| R2 |
1.5866 |
1.5866 |
1.5781 |
|
| R1 |
1.5814 |
1.5814 |
1.5772 |
1.5840 |
| PP |
1.5770 |
1.5770 |
1.5770 |
1.5783 |
| S1 |
1.5718 |
1.5718 |
1.5754 |
1.5744 |
| S2 |
1.5674 |
1.5674 |
1.5745 |
|
| S3 |
1.5578 |
1.5622 |
1.5737 |
|
| S4 |
1.5482 |
1.5526 |
1.5710 |
|
|
| 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 |
1.5821 |
1.5351 |
0.0470 |
3.0% |
0.0155 |
1.0% |
88% |
True |
False |
140,285 |
| 10 |
1.5821 |
1.5080 |
0.0741 |
4.7% |
0.0153 |
1.0% |
92% |
True |
False |
121,829 |
| 20 |
1.5821 |
1.4851 |
0.0970 |
6.2% |
0.0150 |
1.0% |
94% |
True |
False |
107,999 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0154 |
1.0% |
95% |
True |
False |
101,597 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0148 |
0.9% |
95% |
True |
False |
81,642 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0138 |
0.9% |
95% |
True |
False |
61,290 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0126 |
0.8% |
95% |
True |
False |
49,047 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0115 |
0.7% |
95% |
True |
False |
40,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6229 |
|
2.618 |
1.6072 |
|
1.618 |
1.5976 |
|
1.000 |
1.5917 |
|
0.618 |
1.5880 |
|
HIGH |
1.5821 |
|
0.618 |
1.5784 |
|
0.500 |
1.5773 |
|
0.382 |
1.5762 |
|
LOW |
1.5725 |
|
0.618 |
1.5666 |
|
1.000 |
1.5629 |
|
1.618 |
1.5570 |
|
2.618 |
1.5474 |
|
4.250 |
1.5317 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5773 |
1.5738 |
| PP |
1.5770 |
1.5712 |
| S1 |
1.5766 |
1.5687 |
|