CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5380 |
1.5331 |
-0.0049 |
-0.3% |
1.5709 |
| High |
1.5424 |
1.5371 |
-0.0053 |
-0.3% |
1.5709 |
| Low |
1.5289 |
1.5249 |
-0.0040 |
-0.3% |
1.5436 |
| Close |
1.5325 |
1.5311 |
-0.0014 |
-0.1% |
1.5475 |
| Range |
0.0135 |
0.0122 |
-0.0013 |
-9.6% |
0.0273 |
| ATR |
0.0142 |
0.0140 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,003 |
821 |
-182 |
-18.1% |
1,558 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5676 |
1.5616 |
1.5378 |
|
| R3 |
1.5554 |
1.5494 |
1.5345 |
|
| R2 |
1.5432 |
1.5432 |
1.5333 |
|
| R1 |
1.5372 |
1.5372 |
1.5322 |
1.5341 |
| PP |
1.5310 |
1.5310 |
1.5310 |
1.5295 |
| S1 |
1.5250 |
1.5250 |
1.5300 |
1.5219 |
| S2 |
1.5188 |
1.5188 |
1.5289 |
|
| S3 |
1.5066 |
1.5128 |
1.5277 |
|
| S4 |
1.4944 |
1.5006 |
1.5244 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6359 |
1.6190 |
1.5625 |
|
| R3 |
1.6086 |
1.5917 |
1.5550 |
|
| R2 |
1.5813 |
1.5813 |
1.5525 |
|
| R1 |
1.5644 |
1.5644 |
1.5500 |
1.5592 |
| PP |
1.5540 |
1.5540 |
1.5540 |
1.5514 |
| S1 |
1.5371 |
1.5371 |
1.5450 |
1.5319 |
| S2 |
1.5267 |
1.5267 |
1.5425 |
|
| S3 |
1.4994 |
1.5098 |
1.5400 |
|
| S4 |
1.4721 |
1.4825 |
1.5325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5685 |
1.5249 |
0.0436 |
2.8% |
0.0157 |
1.0% |
14% |
False |
True |
562 |
| 10 |
1.5800 |
1.5249 |
0.0551 |
3.6% |
0.0133 |
0.9% |
11% |
False |
True |
421 |
| 20 |
1.5800 |
1.5074 |
0.0726 |
4.7% |
0.0140 |
0.9% |
33% |
False |
False |
296 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0128 |
0.8% |
60% |
False |
False |
188 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0127 |
0.8% |
60% |
False |
False |
138 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0098 |
0.6% |
60% |
False |
False |
105 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0081 |
0.5% |
60% |
False |
False |
85 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0068 |
0.4% |
60% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5890 |
|
2.618 |
1.5690 |
|
1.618 |
1.5568 |
|
1.000 |
1.5493 |
|
0.618 |
1.5446 |
|
HIGH |
1.5371 |
|
0.618 |
1.5324 |
|
0.500 |
1.5310 |
|
0.382 |
1.5296 |
|
LOW |
1.5249 |
|
0.618 |
1.5174 |
|
1.000 |
1.5127 |
|
1.618 |
1.5052 |
|
2.618 |
1.4930 |
|
4.250 |
1.4731 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5311 |
1.5370 |
| PP |
1.5310 |
1.5350 |
| S1 |
1.5310 |
1.5331 |
|