CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5193 |
1.5343 |
0.0150 |
1.0% |
1.5465 |
| High |
1.5367 |
1.5374 |
0.0007 |
0.0% |
1.5505 |
| Low |
1.5179 |
1.5249 |
0.0070 |
0.5% |
1.5235 |
| Close |
1.5348 |
1.5313 |
-0.0035 |
-0.2% |
1.5289 |
| Range |
0.0188 |
0.0125 |
-0.0063 |
-33.5% |
0.0270 |
| ATR |
0.0153 |
0.0151 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
108,618 |
89,075 |
-19,543 |
-18.0% |
366,017 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5687 |
1.5625 |
1.5382 |
|
| R3 |
1.5562 |
1.5500 |
1.5347 |
|
| R2 |
1.5437 |
1.5437 |
1.5336 |
|
| R1 |
1.5375 |
1.5375 |
1.5324 |
1.5344 |
| PP |
1.5312 |
1.5312 |
1.5312 |
1.5296 |
| S1 |
1.5250 |
1.5250 |
1.5302 |
1.5219 |
| S2 |
1.5187 |
1.5187 |
1.5290 |
|
| S3 |
1.5062 |
1.5125 |
1.5279 |
|
| S4 |
1.4937 |
1.5000 |
1.5244 |
|
|
| 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 |
1.5384 |
1.5168 |
0.0216 |
1.4% |
0.0136 |
0.9% |
67% |
False |
False |
90,601 |
| 10 |
1.5697 |
1.5168 |
0.0529 |
3.5% |
0.0149 |
1.0% |
27% |
False |
False |
97,059 |
| 20 |
1.5821 |
1.5146 |
0.0675 |
4.4% |
0.0148 |
1.0% |
25% |
False |
False |
110,233 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0151 |
1.0% |
60% |
False |
False |
102,782 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0159 |
1.0% |
60% |
False |
False |
102,131 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0143 |
0.9% |
60% |
False |
False |
77,433 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0136 |
0.9% |
60% |
False |
False |
61,977 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.2% |
0.0126 |
0.8% |
60% |
False |
False |
51,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5905 |
|
2.618 |
1.5701 |
|
1.618 |
1.5576 |
|
1.000 |
1.5499 |
|
0.618 |
1.5451 |
|
HIGH |
1.5374 |
|
0.618 |
1.5326 |
|
0.500 |
1.5312 |
|
0.382 |
1.5297 |
|
LOW |
1.5249 |
|
0.618 |
1.5172 |
|
1.000 |
1.5124 |
|
1.618 |
1.5047 |
|
2.618 |
1.4922 |
|
4.250 |
1.4718 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5313 |
1.5299 |
| PP |
1.5312 |
1.5285 |
| S1 |
1.5312 |
1.5271 |
|