CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5331 |
1.5320 |
-0.0011 |
-0.1% |
1.5459 |
| High |
1.5371 |
1.5329 |
-0.0042 |
-0.3% |
1.5491 |
| Low |
1.5249 |
1.5230 |
-0.0019 |
-0.1% |
1.5230 |
| Close |
1.5311 |
1.5279 |
-0.0032 |
-0.2% |
1.5279 |
| Range |
0.0122 |
0.0099 |
-0.0023 |
-18.9% |
0.0261 |
| ATR |
0.0140 |
0.0137 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
821 |
2,709 |
1,888 |
230.0% |
5,016 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5576 |
1.5527 |
1.5333 |
|
| R3 |
1.5477 |
1.5428 |
1.5306 |
|
| R2 |
1.5378 |
1.5378 |
1.5297 |
|
| R1 |
1.5329 |
1.5329 |
1.5288 |
1.5304 |
| PP |
1.5279 |
1.5279 |
1.5279 |
1.5267 |
| S1 |
1.5230 |
1.5230 |
1.5270 |
1.5205 |
| S2 |
1.5180 |
1.5180 |
1.5261 |
|
| S3 |
1.5081 |
1.5131 |
1.5252 |
|
| S4 |
1.4982 |
1.5032 |
1.5225 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6116 |
1.5959 |
1.5423 |
|
| R3 |
1.5855 |
1.5698 |
1.5351 |
|
| R2 |
1.5594 |
1.5594 |
1.5327 |
|
| R1 |
1.5437 |
1.5437 |
1.5303 |
1.5385 |
| PP |
1.5333 |
1.5333 |
1.5333 |
1.5308 |
| S1 |
1.5176 |
1.5176 |
1.5255 |
1.5124 |
| S2 |
1.5072 |
1.5072 |
1.5231 |
|
| S3 |
1.4811 |
1.4915 |
1.5207 |
|
| S4 |
1.4550 |
1.4654 |
1.5135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5665 |
1.5230 |
0.0435 |
2.8% |
0.0143 |
0.9% |
11% |
False |
True |
1,070 |
| 10 |
1.5780 |
1.5230 |
0.0550 |
3.6% |
0.0136 |
0.9% |
9% |
False |
True |
668 |
| 20 |
1.5800 |
1.5074 |
0.0726 |
4.8% |
0.0136 |
0.9% |
28% |
False |
False |
427 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0129 |
0.8% |
57% |
False |
False |
253 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0128 |
0.8% |
57% |
False |
False |
183 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0100 |
0.7% |
57% |
False |
False |
139 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0082 |
0.5% |
57% |
False |
False |
112 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0068 |
0.4% |
57% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5750 |
|
2.618 |
1.5588 |
|
1.618 |
1.5489 |
|
1.000 |
1.5428 |
|
0.618 |
1.5390 |
|
HIGH |
1.5329 |
|
0.618 |
1.5291 |
|
0.500 |
1.5280 |
|
0.382 |
1.5268 |
|
LOW |
1.5230 |
|
0.618 |
1.5169 |
|
1.000 |
1.5131 |
|
1.618 |
1.5070 |
|
2.618 |
1.4971 |
|
4.250 |
1.4809 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5280 |
1.5327 |
| PP |
1.5279 |
1.5311 |
| S1 |
1.5279 |
1.5295 |
|