CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5353 |
1.5314 |
-0.0039 |
-0.3% |
1.5465 |
| High |
1.5384 |
1.5341 |
-0.0043 |
-0.3% |
1.5505 |
| Low |
1.5258 |
1.5235 |
-0.0023 |
-0.2% |
1.5235 |
| Close |
1.5321 |
1.5289 |
-0.0032 |
-0.2% |
1.5289 |
| Range |
0.0126 |
0.0106 |
-0.0020 |
-15.9% |
0.0270 |
| ATR |
0.0155 |
0.0152 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
81,370 |
84,891 |
3,521 |
4.3% |
366,017 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5606 |
1.5554 |
1.5347 |
|
| R3 |
1.5500 |
1.5448 |
1.5318 |
|
| R2 |
1.5394 |
1.5394 |
1.5308 |
|
| R1 |
1.5342 |
1.5342 |
1.5299 |
1.5315 |
| PP |
1.5288 |
1.5288 |
1.5288 |
1.5275 |
| S1 |
1.5236 |
1.5236 |
1.5279 |
1.5209 |
| S2 |
1.5182 |
1.5182 |
1.5270 |
|
| S3 |
1.5076 |
1.5130 |
1.5260 |
|
| S4 |
1.4970 |
1.5024 |
1.5231 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6153 |
1.5991 |
1.5438 |
|
| R3 |
1.5883 |
1.5721 |
1.5363 |
|
| R2 |
1.5613 |
1.5613 |
1.5339 |
|
| R1 |
1.5451 |
1.5451 |
1.5314 |
1.5397 |
| PP |
1.5343 |
1.5343 |
1.5343 |
1.5316 |
| S1 |
1.5181 |
1.5181 |
1.5264 |
1.5127 |
| S2 |
1.5073 |
1.5073 |
1.5240 |
|
| S3 |
1.4803 |
1.4911 |
1.5215 |
|
| S4 |
1.4533 |
1.4641 |
1.5141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5688 |
1.5235 |
0.0453 |
3.0% |
0.0150 |
1.0% |
12% |
False |
True |
94,112 |
| 10 |
1.5806 |
1.5235 |
0.0571 |
3.7% |
0.0148 |
1.0% |
9% |
False |
True |
100,713 |
| 20 |
1.5821 |
1.5080 |
0.0741 |
4.8% |
0.0151 |
1.0% |
28% |
False |
False |
111,271 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0148 |
1.0% |
58% |
False |
False |
100,652 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0157 |
1.0% |
58% |
False |
False |
98,225 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0142 |
0.9% |
58% |
False |
False |
73,856 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0134 |
0.9% |
58% |
False |
False |
59,113 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0122 |
0.8% |
58% |
False |
False |
49,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5792 |
|
2.618 |
1.5619 |
|
1.618 |
1.5513 |
|
1.000 |
1.5447 |
|
0.618 |
1.5407 |
|
HIGH |
1.5341 |
|
0.618 |
1.5301 |
|
0.500 |
1.5288 |
|
0.382 |
1.5275 |
|
LOW |
1.5235 |
|
0.618 |
1.5169 |
|
1.000 |
1.5129 |
|
1.618 |
1.5063 |
|
2.618 |
1.4957 |
|
4.250 |
1.4785 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5289 |
1.5335 |
| PP |
1.5288 |
1.5320 |
| S1 |
1.5288 |
1.5304 |
|