CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5529 |
1.5662 |
0.0133 |
0.9% |
1.5723 |
| High |
1.5697 |
1.5688 |
-0.0009 |
-0.1% |
1.5743 |
| Low |
1.5521 |
1.5457 |
-0.0064 |
-0.4% |
1.5444 |
| Close |
1.5670 |
1.5485 |
-0.0185 |
-1.2% |
1.5485 |
| Range |
0.0176 |
0.0231 |
0.0055 |
31.3% |
0.0299 |
| ATR |
0.0154 |
0.0160 |
0.0005 |
3.6% |
0.0000 |
| Volume |
105,941 |
104,545 |
-1,396 |
-1.3% |
537,675 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6236 |
1.6092 |
1.5612 |
|
| R3 |
1.6005 |
1.5861 |
1.5549 |
|
| R2 |
1.5774 |
1.5774 |
1.5527 |
|
| R1 |
1.5630 |
1.5630 |
1.5506 |
1.5587 |
| PP |
1.5543 |
1.5543 |
1.5543 |
1.5522 |
| S1 |
1.5399 |
1.5399 |
1.5464 |
1.5356 |
| S2 |
1.5312 |
1.5312 |
1.5443 |
|
| S3 |
1.5081 |
1.5168 |
1.5421 |
|
| S4 |
1.4850 |
1.4937 |
1.5358 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6454 |
1.6269 |
1.5649 |
|
| R3 |
1.6155 |
1.5970 |
1.5567 |
|
| R2 |
1.5856 |
1.5856 |
1.5540 |
|
| R1 |
1.5671 |
1.5671 |
1.5512 |
1.5614 |
| PP |
1.5557 |
1.5557 |
1.5557 |
1.5529 |
| S1 |
1.5372 |
1.5372 |
1.5458 |
1.5315 |
| S2 |
1.5258 |
1.5258 |
1.5430 |
|
| S3 |
1.4959 |
1.5073 |
1.5403 |
|
| S4 |
1.4660 |
1.4774 |
1.5321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5743 |
1.5444 |
0.0299 |
1.9% |
0.0171 |
1.1% |
14% |
False |
False |
107,535 |
| 10 |
1.5821 |
1.5389 |
0.0432 |
2.8% |
0.0157 |
1.0% |
22% |
False |
False |
115,528 |
| 20 |
1.5821 |
1.5080 |
0.0741 |
4.8% |
0.0159 |
1.0% |
55% |
False |
False |
117,110 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0148 |
1.0% |
73% |
False |
False |
100,345 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0154 |
1.0% |
73% |
False |
False |
92,293 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0142 |
0.9% |
73% |
False |
False |
69,289 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0134 |
0.9% |
73% |
False |
False |
55,458 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0120 |
0.8% |
73% |
False |
False |
46,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6670 |
|
2.618 |
1.6293 |
|
1.618 |
1.6062 |
|
1.000 |
1.5919 |
|
0.618 |
1.5831 |
|
HIGH |
1.5688 |
|
0.618 |
1.5600 |
|
0.500 |
1.5573 |
|
0.382 |
1.5545 |
|
LOW |
1.5457 |
|
0.618 |
1.5314 |
|
1.000 |
1.5226 |
|
1.618 |
1.5083 |
|
2.618 |
1.4852 |
|
4.250 |
1.4475 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5573 |
1.5577 |
| PP |
1.5543 |
1.5546 |
| S1 |
1.5514 |
1.5516 |
|