CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5332 |
1.5356 |
0.0024 |
0.2% |
1.5285 |
| High |
1.5441 |
1.5377 |
-0.0064 |
-0.4% |
1.5441 |
| Low |
1.5304 |
1.5190 |
-0.0114 |
-0.7% |
1.5168 |
| Close |
1.5368 |
1.5275 |
-0.0093 |
-0.6% |
1.5275 |
| Range |
0.0137 |
0.0187 |
0.0050 |
36.5% |
0.0273 |
| ATR |
0.0150 |
0.0153 |
0.0003 |
1.7% |
0.0000 |
| Volume |
87,722 |
101,262 |
13,540 |
15.4% |
475,729 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5842 |
1.5745 |
1.5378 |
|
| R3 |
1.5655 |
1.5558 |
1.5326 |
|
| R2 |
1.5468 |
1.5468 |
1.5309 |
|
| R1 |
1.5371 |
1.5371 |
1.5292 |
1.5326 |
| PP |
1.5281 |
1.5281 |
1.5281 |
1.5258 |
| S1 |
1.5184 |
1.5184 |
1.5258 |
1.5139 |
| S2 |
1.5094 |
1.5094 |
1.5241 |
|
| S3 |
1.4907 |
1.4997 |
1.5224 |
|
| S4 |
1.4720 |
1.4810 |
1.5172 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6114 |
1.5967 |
1.5425 |
|
| R3 |
1.5841 |
1.5694 |
1.5350 |
|
| R2 |
1.5568 |
1.5568 |
1.5325 |
|
| R1 |
1.5421 |
1.5421 |
1.5300 |
1.5358 |
| PP |
1.5295 |
1.5295 |
1.5295 |
1.5263 |
| S1 |
1.5148 |
1.5148 |
1.5250 |
1.5085 |
| S2 |
1.5022 |
1.5022 |
1.5225 |
|
| S3 |
1.4749 |
1.4875 |
1.5200 |
|
| S4 |
1.4476 |
1.4602 |
1.5125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5441 |
1.5168 |
0.0273 |
1.8% |
0.0155 |
1.0% |
39% |
False |
False |
95,145 |
| 10 |
1.5688 |
1.5168 |
0.0520 |
3.4% |
0.0153 |
1.0% |
21% |
False |
False |
94,629 |
| 20 |
1.5821 |
1.5168 |
0.0653 |
4.3% |
0.0152 |
1.0% |
16% |
False |
False |
109,214 |
| 40 |
1.5821 |
1.4560 |
0.1261 |
8.3% |
0.0150 |
1.0% |
57% |
False |
False |
102,733 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.3% |
0.0159 |
1.0% |
57% |
False |
False |
102,867 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.3% |
0.0146 |
1.0% |
57% |
False |
False |
79,791 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.3% |
0.0138 |
0.9% |
57% |
False |
False |
63,864 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.3% |
0.0128 |
0.8% |
57% |
False |
False |
53,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6172 |
|
2.618 |
1.5867 |
|
1.618 |
1.5680 |
|
1.000 |
1.5564 |
|
0.618 |
1.5493 |
|
HIGH |
1.5377 |
|
0.618 |
1.5306 |
|
0.500 |
1.5284 |
|
0.382 |
1.5261 |
|
LOW |
1.5190 |
|
0.618 |
1.5074 |
|
1.000 |
1.5003 |
|
1.618 |
1.4887 |
|
2.618 |
1.4700 |
|
4.250 |
1.4395 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5284 |
1.5316 |
| PP |
1.5281 |
1.5302 |
| S1 |
1.5278 |
1.5289 |
|