CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5653 |
1.5508 |
-0.0145 |
-0.9% |
1.5451 |
| High |
1.5667 |
1.5585 |
-0.0082 |
-0.5% |
1.5821 |
| Low |
1.5444 |
1.5470 |
0.0026 |
0.2% |
1.5389 |
| Close |
1.5494 |
1.5543 |
0.0049 |
0.3% |
1.5749 |
| Range |
0.0223 |
0.0115 |
-0.0108 |
-48.4% |
0.0432 |
| ATR |
0.0155 |
0.0152 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
138,660 |
107,345 |
-31,315 |
-22.6% |
617,605 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5878 |
1.5825 |
1.5606 |
|
| R3 |
1.5763 |
1.5710 |
1.5575 |
|
| R2 |
1.5648 |
1.5648 |
1.5564 |
|
| R1 |
1.5595 |
1.5595 |
1.5554 |
1.5622 |
| PP |
1.5533 |
1.5533 |
1.5533 |
1.5546 |
| S1 |
1.5480 |
1.5480 |
1.5532 |
1.5507 |
| S2 |
1.5418 |
1.5418 |
1.5522 |
|
| S3 |
1.5303 |
1.5365 |
1.5511 |
|
| S4 |
1.5188 |
1.5250 |
1.5480 |
|
|
| 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 |
1.5444 |
0.0377 |
2.4% |
0.0130 |
0.8% |
26% |
False |
False |
108,095 |
| 10 |
1.5821 |
1.5160 |
0.0661 |
4.3% |
0.0144 |
0.9% |
58% |
False |
False |
122,444 |
| 20 |
1.5821 |
1.4955 |
0.0866 |
5.6% |
0.0152 |
1.0% |
68% |
False |
False |
114,607 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0146 |
0.9% |
78% |
False |
False |
99,837 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0151 |
1.0% |
78% |
False |
False |
88,800 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0139 |
0.9% |
78% |
False |
False |
66,663 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0130 |
0.8% |
78% |
False |
False |
53,353 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0118 |
0.8% |
78% |
False |
False |
44,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6074 |
|
2.618 |
1.5886 |
|
1.618 |
1.5771 |
|
1.000 |
1.5700 |
|
0.618 |
1.5656 |
|
HIGH |
1.5585 |
|
0.618 |
1.5541 |
|
0.500 |
1.5528 |
|
0.382 |
1.5514 |
|
LOW |
1.5470 |
|
0.618 |
1.5399 |
|
1.000 |
1.5355 |
|
1.618 |
1.5284 |
|
2.618 |
1.5169 |
|
4.250 |
1.4981 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5538 |
1.5594 |
| PP |
1.5533 |
1.5577 |
| S1 |
1.5528 |
1.5560 |
|