CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5465 |
1.5380 |
-0.0085 |
-0.5% |
1.5723 |
| High |
1.5505 |
1.5435 |
-0.0070 |
-0.5% |
1.5743 |
| Low |
1.5352 |
1.5299 |
-0.0053 |
-0.3% |
1.5444 |
| Close |
1.5382 |
1.5335 |
-0.0047 |
-0.3% |
1.5485 |
| Range |
0.0153 |
0.0136 |
-0.0017 |
-11.1% |
0.0299 |
| ATR |
0.0159 |
0.0157 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
103,136 |
96,620 |
-6,516 |
-6.3% |
537,675 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5764 |
1.5686 |
1.5410 |
|
| R3 |
1.5628 |
1.5550 |
1.5372 |
|
| R2 |
1.5492 |
1.5492 |
1.5360 |
|
| R1 |
1.5414 |
1.5414 |
1.5347 |
1.5385 |
| PP |
1.5356 |
1.5356 |
1.5356 |
1.5342 |
| S1 |
1.5278 |
1.5278 |
1.5323 |
1.5249 |
| S2 |
1.5220 |
1.5220 |
1.5310 |
|
| S3 |
1.5084 |
1.5142 |
1.5298 |
|
| S4 |
1.4948 |
1.5006 |
1.5260 |
|
|
| 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 |
1.5299 |
0.0398 |
2.6% |
0.0162 |
1.1% |
9% |
False |
True |
103,517 |
| 10 |
1.5821 |
1.5299 |
0.0522 |
3.4% |
0.0148 |
1.0% |
7% |
False |
True |
111,220 |
| 20 |
1.5821 |
1.5080 |
0.0741 |
4.8% |
0.0157 |
1.0% |
34% |
False |
False |
117,548 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0149 |
1.0% |
61% |
False |
False |
100,941 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0156 |
1.0% |
61% |
False |
False |
95,561 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0143 |
0.9% |
61% |
False |
False |
71,782 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0135 |
0.9% |
61% |
False |
False |
57,453 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0121 |
0.8% |
61% |
False |
False |
47,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6013 |
|
2.618 |
1.5791 |
|
1.618 |
1.5655 |
|
1.000 |
1.5571 |
|
0.618 |
1.5519 |
|
HIGH |
1.5435 |
|
0.618 |
1.5383 |
|
0.500 |
1.5367 |
|
0.382 |
1.5351 |
|
LOW |
1.5299 |
|
0.618 |
1.5215 |
|
1.000 |
1.5163 |
|
1.618 |
1.5079 |
|
2.618 |
1.4943 |
|
4.250 |
1.4721 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5367 |
1.5494 |
| PP |
1.5356 |
1.5441 |
| S1 |
1.5346 |
1.5388 |
|