CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5773 |
1.5723 |
-0.0050 |
-0.3% |
1.5451 |
| High |
1.5806 |
1.5743 |
-0.0063 |
-0.4% |
1.5821 |
| Low |
1.5699 |
1.5635 |
-0.0064 |
-0.4% |
1.5389 |
| Close |
1.5749 |
1.5654 |
-0.0095 |
-0.6% |
1.5749 |
| Range |
0.0107 |
0.0108 |
0.0001 |
0.9% |
0.0432 |
| ATR |
0.0153 |
0.0150 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
103,442 |
81,184 |
-22,258 |
-21.5% |
617,605 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6001 |
1.5936 |
1.5713 |
|
| R3 |
1.5893 |
1.5828 |
1.5684 |
|
| R2 |
1.5785 |
1.5785 |
1.5674 |
|
| R1 |
1.5720 |
1.5720 |
1.5664 |
1.5699 |
| PP |
1.5677 |
1.5677 |
1.5677 |
1.5667 |
| S1 |
1.5612 |
1.5612 |
1.5644 |
1.5591 |
| S2 |
1.5569 |
1.5569 |
1.5634 |
|
| S3 |
1.5461 |
1.5504 |
1.5624 |
|
| S4 |
1.5353 |
1.5396 |
1.5595 |
|
|
| 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 |
1.5553 |
0.0268 |
1.7% |
0.0120 |
0.8% |
38% |
False |
False |
115,888 |
| 10 |
1.5821 |
1.5080 |
0.0741 |
4.7% |
0.0138 |
0.9% |
77% |
False |
False |
119,641 |
| 20 |
1.5821 |
1.4851 |
0.0970 |
6.2% |
0.0149 |
1.0% |
83% |
False |
False |
109,598 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0144 |
0.9% |
87% |
False |
False |
99,389 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0149 |
1.0% |
87% |
False |
False |
84,710 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0137 |
0.9% |
87% |
False |
False |
63,594 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0128 |
0.8% |
87% |
False |
False |
50,893 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0116 |
0.7% |
87% |
False |
False |
42,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6202 |
|
2.618 |
1.6026 |
|
1.618 |
1.5918 |
|
1.000 |
1.5851 |
|
0.618 |
1.5810 |
|
HIGH |
1.5743 |
|
0.618 |
1.5702 |
|
0.500 |
1.5689 |
|
0.382 |
1.5676 |
|
LOW |
1.5635 |
|
0.618 |
1.5568 |
|
1.000 |
1.5527 |
|
1.618 |
1.5460 |
|
2.618 |
1.5352 |
|
4.250 |
1.5176 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5689 |
1.5728 |
| PP |
1.5677 |
1.5703 |
| S1 |
1.5666 |
1.5679 |
|