CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5517 |
1.5512 |
-0.0005 |
0.0% |
1.5260 |
| High |
1.5533 |
1.5598 |
0.0065 |
0.4% |
1.5598 |
| Low |
1.5421 |
1.5467 |
0.0046 |
0.3% |
1.5220 |
| Close |
1.5518 |
1.5553 |
0.0035 |
0.2% |
1.5553 |
| Range |
0.0112 |
0.0131 |
0.0019 |
17.0% |
0.0378 |
| ATR |
0.0150 |
0.0149 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
106,569 |
20,057 |
-86,512 |
-81.2% |
517,828 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5932 |
1.5874 |
1.5625 |
|
| R3 |
1.5801 |
1.5743 |
1.5589 |
|
| R2 |
1.5670 |
1.5670 |
1.5577 |
|
| R1 |
1.5612 |
1.5612 |
1.5565 |
1.5641 |
| PP |
1.5539 |
1.5539 |
1.5539 |
1.5554 |
| S1 |
1.5481 |
1.5481 |
1.5541 |
1.5510 |
| S2 |
1.5408 |
1.5408 |
1.5529 |
|
| S3 |
1.5277 |
1.5350 |
1.5517 |
|
| S4 |
1.5146 |
1.5219 |
1.5481 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6591 |
1.6450 |
1.5761 |
|
| R3 |
1.6213 |
1.6072 |
1.5657 |
|
| R2 |
1.5835 |
1.5835 |
1.5622 |
|
| R1 |
1.5694 |
1.5694 |
1.5588 |
1.5765 |
| PP |
1.5457 |
1.5457 |
1.5457 |
1.5492 |
| S1 |
1.5316 |
1.5316 |
1.5518 |
1.5387 |
| S2 |
1.5079 |
1.5079 |
1.5484 |
|
| S3 |
1.4701 |
1.4938 |
1.5449 |
|
| S4 |
1.4323 |
1.4560 |
1.5345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5598 |
1.5220 |
0.0378 |
2.4% |
0.0141 |
0.9% |
88% |
True |
False |
103,565 |
| 10 |
1.5598 |
1.5168 |
0.0430 |
2.8% |
0.0148 |
1.0% |
90% |
True |
False |
99,355 |
| 20 |
1.5806 |
1.5168 |
0.0638 |
4.1% |
0.0148 |
1.0% |
60% |
False |
False |
100,034 |
| 40 |
1.5821 |
1.4851 |
0.0970 |
6.2% |
0.0149 |
1.0% |
72% |
False |
False |
104,016 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0152 |
1.0% |
79% |
False |
False |
101,076 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0148 |
0.9% |
79% |
False |
False |
86,240 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0140 |
0.9% |
79% |
False |
False |
69,039 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0130 |
0.8% |
79% |
False |
False |
57,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6155 |
|
2.618 |
1.5941 |
|
1.618 |
1.5810 |
|
1.000 |
1.5729 |
|
0.618 |
1.5679 |
|
HIGH |
1.5598 |
|
0.618 |
1.5548 |
|
0.500 |
1.5533 |
|
0.382 |
1.5517 |
|
LOW |
1.5467 |
|
0.618 |
1.5386 |
|
1.000 |
1.5336 |
|
1.618 |
1.5255 |
|
2.618 |
1.5124 |
|
4.250 |
1.4910 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5546 |
1.5530 |
| PP |
1.5539 |
1.5506 |
| S1 |
1.5533 |
1.5483 |
|