CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5662 |
1.5465 |
-0.0197 |
-1.3% |
1.5723 |
| High |
1.5688 |
1.5505 |
-0.0183 |
-1.2% |
1.5743 |
| Low |
1.5457 |
1.5352 |
-0.0105 |
-0.7% |
1.5444 |
| Close |
1.5485 |
1.5382 |
-0.0103 |
-0.7% |
1.5485 |
| Range |
0.0231 |
0.0153 |
-0.0078 |
-33.8% |
0.0299 |
| ATR |
0.0160 |
0.0159 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
104,545 |
103,136 |
-1,409 |
-1.3% |
537,675 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5872 |
1.5780 |
1.5466 |
|
| R3 |
1.5719 |
1.5627 |
1.5424 |
|
| R2 |
1.5566 |
1.5566 |
1.5410 |
|
| R1 |
1.5474 |
1.5474 |
1.5396 |
1.5444 |
| PP |
1.5413 |
1.5413 |
1.5413 |
1.5398 |
| S1 |
1.5321 |
1.5321 |
1.5368 |
1.5291 |
| S2 |
1.5260 |
1.5260 |
1.5354 |
|
| S3 |
1.5107 |
1.5168 |
1.5340 |
|
| S4 |
1.4954 |
1.5015 |
1.5298 |
|
|
| 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 |
1.5697 |
1.5352 |
0.0345 |
2.2% |
0.0180 |
1.2% |
9% |
False |
True |
111,925 |
| 10 |
1.5821 |
1.5352 |
0.0469 |
3.0% |
0.0150 |
1.0% |
6% |
False |
True |
113,906 |
| 20 |
1.5821 |
1.5080 |
0.0741 |
4.8% |
0.0159 |
1.0% |
41% |
False |
False |
118,382 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0149 |
1.0% |
65% |
False |
False |
100,553 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0155 |
1.0% |
65% |
False |
False |
93,974 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0142 |
0.9% |
65% |
False |
False |
70,575 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0134 |
0.9% |
65% |
False |
False |
56,489 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0120 |
0.8% |
65% |
False |
False |
47,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6155 |
|
2.618 |
1.5906 |
|
1.618 |
1.5753 |
|
1.000 |
1.5658 |
|
0.618 |
1.5600 |
|
HIGH |
1.5505 |
|
0.618 |
1.5447 |
|
0.500 |
1.5429 |
|
0.382 |
1.5410 |
|
LOW |
1.5352 |
|
0.618 |
1.5257 |
|
1.000 |
1.5199 |
|
1.618 |
1.5104 |
|
2.618 |
1.4951 |
|
4.250 |
1.4702 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5429 |
1.5525 |
| PP |
1.5413 |
1.5477 |
| S1 |
1.5398 |
1.5430 |
|