CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5512 |
1.5559 |
0.0047 |
0.3% |
1.5260 |
| High |
1.5598 |
1.5566 |
-0.0032 |
-0.2% |
1.5598 |
| Low |
1.5467 |
1.5490 |
0.0023 |
0.1% |
1.5220 |
| Close |
1.5553 |
1.5526 |
-0.0027 |
-0.2% |
1.5553 |
| Range |
0.0131 |
0.0076 |
-0.0055 |
-42.0% |
0.0378 |
| ATR |
0.0149 |
0.0144 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
20,057 |
2,952 |
-17,105 |
-85.3% |
517,828 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5755 |
1.5717 |
1.5568 |
|
| R3 |
1.5679 |
1.5641 |
1.5547 |
|
| R2 |
1.5603 |
1.5603 |
1.5540 |
|
| R1 |
1.5565 |
1.5565 |
1.5533 |
1.5546 |
| PP |
1.5527 |
1.5527 |
1.5527 |
1.5518 |
| S1 |
1.5489 |
1.5489 |
1.5519 |
1.5470 |
| S2 |
1.5451 |
1.5451 |
1.5512 |
|
| S3 |
1.5375 |
1.5413 |
1.5505 |
|
| S4 |
1.5299 |
1.5337 |
1.5484 |
|
|
| 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 |
1.5257 |
0.0341 |
2.2% |
0.0127 |
0.8% |
79% |
False |
False |
85,328 |
| 10 |
1.5598 |
1.5179 |
0.0419 |
2.7% |
0.0142 |
0.9% |
83% |
False |
False |
90,745 |
| 20 |
1.5743 |
1.5168 |
0.0575 |
3.7% |
0.0146 |
0.9% |
62% |
False |
False |
95,010 |
| 40 |
1.5821 |
1.4851 |
0.0970 |
6.2% |
0.0147 |
0.9% |
70% |
False |
False |
101,659 |
| 60 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0148 |
1.0% |
77% |
False |
False |
98,672 |
| 80 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0148 |
1.0% |
77% |
False |
False |
86,273 |
| 100 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0140 |
0.9% |
77% |
False |
False |
69,067 |
| 120 |
1.5821 |
1.4560 |
0.1261 |
8.1% |
0.0130 |
0.8% |
77% |
False |
False |
57,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5889 |
|
2.618 |
1.5765 |
|
1.618 |
1.5689 |
|
1.000 |
1.5642 |
|
0.618 |
1.5613 |
|
HIGH |
1.5566 |
|
0.618 |
1.5537 |
|
0.500 |
1.5528 |
|
0.382 |
1.5519 |
|
LOW |
1.5490 |
|
0.618 |
1.5443 |
|
1.000 |
1.5414 |
|
1.618 |
1.5367 |
|
2.618 |
1.5291 |
|
4.250 |
1.5167 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5528 |
1.5521 |
| PP |
1.5527 |
1.5515 |
| S1 |
1.5527 |
1.5510 |
|