CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5285 |
1.5193 |
-0.0092 |
-0.6% |
1.5465 |
| High |
1.5304 |
1.5367 |
0.0063 |
0.4% |
1.5505 |
| Low |
1.5168 |
1.5179 |
0.0011 |
0.1% |
1.5235 |
| Close |
1.5203 |
1.5348 |
0.0145 |
1.0% |
1.5289 |
| Range |
0.0136 |
0.0188 |
0.0052 |
38.2% |
0.0270 |
| ATR |
0.0151 |
0.0153 |
0.0003 |
1.8% |
0.0000 |
| Volume |
89,052 |
108,618 |
19,566 |
22.0% |
366,017 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5862 |
1.5793 |
1.5451 |
|
| R3 |
1.5674 |
1.5605 |
1.5400 |
|
| R2 |
1.5486 |
1.5486 |
1.5382 |
|
| R1 |
1.5417 |
1.5417 |
1.5365 |
1.5452 |
| PP |
1.5298 |
1.5298 |
1.5298 |
1.5315 |
| S1 |
1.5229 |
1.5229 |
1.5331 |
1.5264 |
| S2 |
1.5110 |
1.5110 |
1.5314 |
|
| S3 |
1.4922 |
1.5041 |
1.5296 |
|
| S4 |
1.4734 |
1.4853 |
1.5245 |
|
|
| 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 |
1.5435 |
1.5168 |
0.0267 |
1.7% |
0.0138 |
0.9% |
67% |
False |
False |
92,110 |
| 10 |
1.5697 |
1.5168 |
0.0529 |
3.4% |
0.0159 |
1.0% |
34% |
False |
False |
102,017 |
| 20 |
1.5821 |
1.5080 |
0.0741 |
4.8% |
0.0148 |
1.0% |
36% |
False |
False |
110,829 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0151 |
1.0% |
62% |
False |
False |
102,512 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0158 |
1.0% |
62% |
False |
False |
101,244 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0143 |
0.9% |
62% |
False |
False |
76,322 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0136 |
0.9% |
62% |
False |
False |
61,088 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0125 |
0.8% |
62% |
False |
False |
50,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6166 |
|
2.618 |
1.5859 |
|
1.618 |
1.5671 |
|
1.000 |
1.5555 |
|
0.618 |
1.5483 |
|
HIGH |
1.5367 |
|
0.618 |
1.5295 |
|
0.500 |
1.5273 |
|
0.382 |
1.5251 |
|
LOW |
1.5179 |
|
0.618 |
1.5063 |
|
1.000 |
1.4991 |
|
1.618 |
1.4875 |
|
2.618 |
1.4687 |
|
4.250 |
1.4380 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5323 |
1.5321 |
| PP |
1.5298 |
1.5294 |
| S1 |
1.5273 |
1.5268 |
|