CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5739 |
1.5773 |
0.0034 |
0.2% |
1.5451 |
| High |
1.5821 |
1.5806 |
-0.0015 |
-0.1% |
1.5821 |
| Low |
1.5725 |
1.5699 |
-0.0026 |
-0.2% |
1.5389 |
| Close |
1.5763 |
1.5749 |
-0.0014 |
-0.1% |
1.5749 |
| Range |
0.0096 |
0.0107 |
0.0011 |
11.5% |
0.0432 |
| ATR |
0.0156 |
0.0153 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
109,848 |
103,442 |
-6,406 |
-5.8% |
617,605 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6072 |
1.6018 |
1.5808 |
|
| R3 |
1.5965 |
1.5911 |
1.5778 |
|
| R2 |
1.5858 |
1.5858 |
1.5769 |
|
| R1 |
1.5804 |
1.5804 |
1.5759 |
1.5778 |
| PP |
1.5751 |
1.5751 |
1.5751 |
1.5738 |
| S1 |
1.5697 |
1.5697 |
1.5739 |
1.5671 |
| S2 |
1.5644 |
1.5644 |
1.5729 |
|
| S3 |
1.5537 |
1.5590 |
1.5720 |
|
| S4 |
1.5430 |
1.5483 |
1.5690 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6949 |
1.6781 |
1.5987 |
|
| R3 |
1.6517 |
1.6349 |
1.5868 |
|
| R2 |
1.6085 |
1.6085 |
1.5828 |
|
| R1 |
1.5917 |
1.5917 |
1.5789 |
1.6001 |
| PP |
1.5653 |
1.5653 |
1.5653 |
1.5695 |
| S1 |
1.5485 |
1.5485 |
1.5709 |
1.5569 |
| S2 |
1.5221 |
1.5221 |
1.5670 |
|
| S3 |
1.4789 |
1.5053 |
1.5630 |
|
| S4 |
1.4357 |
1.4621 |
1.5511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5821 |
1.5389 |
0.0432 |
2.7% |
0.0143 |
0.9% |
83% |
False |
False |
123,521 |
| 10 |
1.5821 |
1.5080 |
0.0741 |
4.7% |
0.0136 |
0.9% |
90% |
False |
False |
119,440 |
| 20 |
1.5821 |
1.4851 |
0.0970 |
6.2% |
0.0149 |
0.9% |
93% |
False |
False |
108,308 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0148 |
0.9% |
94% |
False |
False |
100,503 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0148 |
0.9% |
94% |
False |
False |
83,361 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0139 |
0.9% |
94% |
False |
False |
62,581 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0127 |
0.8% |
94% |
False |
False |
50,081 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.0% |
0.0115 |
0.7% |
94% |
False |
False |
41,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6261 |
|
2.618 |
1.6086 |
|
1.618 |
1.5979 |
|
1.000 |
1.5913 |
|
0.618 |
1.5872 |
|
HIGH |
1.5806 |
|
0.618 |
1.5765 |
|
0.500 |
1.5753 |
|
0.382 |
1.5740 |
|
LOW |
1.5699 |
|
0.618 |
1.5633 |
|
1.000 |
1.5592 |
|
1.618 |
1.5526 |
|
2.618 |
1.5419 |
|
4.250 |
1.5244 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5753 |
1.5741 |
| PP |
1.5751 |
1.5733 |
| S1 |
1.5750 |
1.5726 |
|