CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5314 |
1.5285 |
-0.0029 |
-0.2% |
1.5465 |
| High |
1.5341 |
1.5304 |
-0.0037 |
-0.2% |
1.5505 |
| Low |
1.5235 |
1.5168 |
-0.0067 |
-0.4% |
1.5235 |
| Close |
1.5289 |
1.5203 |
-0.0086 |
-0.6% |
1.5289 |
| Range |
0.0106 |
0.0136 |
0.0030 |
28.3% |
0.0270 |
| ATR |
0.0152 |
0.0151 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
84,891 |
89,052 |
4,161 |
4.9% |
366,017 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5633 |
1.5554 |
1.5278 |
|
| R3 |
1.5497 |
1.5418 |
1.5240 |
|
| R2 |
1.5361 |
1.5361 |
1.5228 |
|
| R1 |
1.5282 |
1.5282 |
1.5215 |
1.5254 |
| PP |
1.5225 |
1.5225 |
1.5225 |
1.5211 |
| S1 |
1.5146 |
1.5146 |
1.5191 |
1.5118 |
| S2 |
1.5089 |
1.5089 |
1.5178 |
|
| S3 |
1.4953 |
1.5010 |
1.5166 |
|
| S4 |
1.4817 |
1.4874 |
1.5128 |
|
|
| 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 |
1.5505 |
1.5168 |
0.0337 |
2.2% |
0.0131 |
0.9% |
10% |
False |
True |
91,013 |
| 10 |
1.5743 |
1.5168 |
0.0575 |
3.8% |
0.0151 |
1.0% |
6% |
False |
True |
99,274 |
| 20 |
1.5821 |
1.5080 |
0.0741 |
4.9% |
0.0143 |
0.9% |
17% |
False |
False |
109,357 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.3% |
0.0149 |
1.0% |
51% |
False |
False |
100,840 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.3% |
0.0159 |
1.0% |
51% |
False |
False |
99,580 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.3% |
0.0143 |
0.9% |
51% |
False |
False |
74,967 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.3% |
0.0135 |
0.9% |
51% |
False |
False |
60,002 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.3% |
0.0123 |
0.8% |
51% |
False |
False |
50,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5882 |
|
2.618 |
1.5660 |
|
1.618 |
1.5524 |
|
1.000 |
1.5440 |
|
0.618 |
1.5388 |
|
HIGH |
1.5304 |
|
0.618 |
1.5252 |
|
0.500 |
1.5236 |
|
0.382 |
1.5220 |
|
LOW |
1.5168 |
|
0.618 |
1.5084 |
|
1.000 |
1.5032 |
|
1.618 |
1.4948 |
|
2.618 |
1.4812 |
|
4.250 |
1.4590 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5236 |
1.5276 |
| PP |
1.5225 |
1.5252 |
| S1 |
1.5214 |
1.5227 |
|