CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5320 |
1.5279 |
-0.0041 |
-0.3% |
1.5459 |
| High |
1.5329 |
1.5288 |
-0.0041 |
-0.3% |
1.5491 |
| Low |
1.5230 |
1.5160 |
-0.0070 |
-0.5% |
1.5230 |
| Close |
1.5279 |
1.5193 |
-0.0086 |
-0.6% |
1.5279 |
| Range |
0.0099 |
0.0128 |
0.0029 |
29.3% |
0.0261 |
| ATR |
0.0137 |
0.0137 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
2,709 |
2,281 |
-428 |
-15.8% |
5,016 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5598 |
1.5523 |
1.5263 |
|
| R3 |
1.5470 |
1.5395 |
1.5228 |
|
| R2 |
1.5342 |
1.5342 |
1.5216 |
|
| R1 |
1.5267 |
1.5267 |
1.5205 |
1.5241 |
| PP |
1.5214 |
1.5214 |
1.5214 |
1.5200 |
| S1 |
1.5139 |
1.5139 |
1.5181 |
1.5113 |
| S2 |
1.5086 |
1.5086 |
1.5170 |
|
| S3 |
1.4958 |
1.5011 |
1.5158 |
|
| S4 |
1.4830 |
1.4883 |
1.5123 |
|
|
| 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 |
1.5491 |
1.5160 |
0.0331 |
2.2% |
0.0125 |
0.8% |
10% |
False |
True |
1,459 |
| 10 |
1.5709 |
1.5160 |
0.0549 |
3.6% |
0.0141 |
0.9% |
6% |
False |
True |
885 |
| 20 |
1.5800 |
1.5074 |
0.0726 |
4.8% |
0.0129 |
0.9% |
16% |
False |
False |
534 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
8.0% |
0.0131 |
0.9% |
50% |
False |
False |
309 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
8.0% |
0.0127 |
0.8% |
50% |
False |
False |
221 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
8.0% |
0.0101 |
0.7% |
50% |
False |
False |
167 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
8.0% |
0.0083 |
0.5% |
50% |
False |
False |
135 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
8.0% |
0.0070 |
0.5% |
50% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5832 |
|
2.618 |
1.5623 |
|
1.618 |
1.5495 |
|
1.000 |
1.5416 |
|
0.618 |
1.5367 |
|
HIGH |
1.5288 |
|
0.618 |
1.5239 |
|
0.500 |
1.5224 |
|
0.382 |
1.5209 |
|
LOW |
1.5160 |
|
0.618 |
1.5081 |
|
1.000 |
1.5032 |
|
1.618 |
1.4953 |
|
2.618 |
1.4825 |
|
4.250 |
1.4616 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5224 |
1.5266 |
| PP |
1.5214 |
1.5241 |
| S1 |
1.5203 |
1.5217 |
|