CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5279 |
1.5193 |
-0.0086 |
-0.6% |
1.5459 |
| High |
1.5288 |
1.5355 |
0.0067 |
0.4% |
1.5491 |
| Low |
1.5160 |
1.5169 |
0.0009 |
0.1% |
1.5230 |
| Close |
1.5193 |
1.5338 |
0.0145 |
1.0% |
1.5279 |
| Range |
0.0128 |
0.0186 |
0.0058 |
45.3% |
0.0261 |
| ATR |
0.0137 |
0.0140 |
0.0004 |
2.6% |
0.0000 |
| Volume |
2,281 |
2,953 |
672 |
29.5% |
5,016 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5845 |
1.5778 |
1.5440 |
|
| R3 |
1.5659 |
1.5592 |
1.5389 |
|
| R2 |
1.5473 |
1.5473 |
1.5372 |
|
| R1 |
1.5406 |
1.5406 |
1.5355 |
1.5440 |
| PP |
1.5287 |
1.5287 |
1.5287 |
1.5304 |
| S1 |
1.5220 |
1.5220 |
1.5321 |
1.5254 |
| S2 |
1.5101 |
1.5101 |
1.5304 |
|
| S3 |
1.4915 |
1.5034 |
1.5287 |
|
| S4 |
1.4729 |
1.4848 |
1.5236 |
|
|
| 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 |
1.5424 |
1.5160 |
0.0264 |
1.7% |
0.0134 |
0.9% |
67% |
False |
False |
1,953 |
| 10 |
1.5685 |
1.5160 |
0.0525 |
3.4% |
0.0151 |
1.0% |
34% |
False |
False |
1,149 |
| 20 |
1.5800 |
1.5090 |
0.0710 |
4.6% |
0.0135 |
0.9% |
35% |
False |
False |
672 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0135 |
0.9% |
62% |
False |
False |
383 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0130 |
0.8% |
62% |
False |
False |
270 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0103 |
0.7% |
62% |
False |
False |
204 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0085 |
0.6% |
62% |
False |
False |
164 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0071 |
0.5% |
62% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6146 |
|
2.618 |
1.5842 |
|
1.618 |
1.5656 |
|
1.000 |
1.5541 |
|
0.618 |
1.5470 |
|
HIGH |
1.5355 |
|
0.618 |
1.5284 |
|
0.500 |
1.5262 |
|
0.382 |
1.5240 |
|
LOW |
1.5169 |
|
0.618 |
1.5054 |
|
1.000 |
1.4983 |
|
1.618 |
1.4868 |
|
2.618 |
1.4682 |
|
4.250 |
1.4379 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5313 |
1.5311 |
| PP |
1.5287 |
1.5284 |
| S1 |
1.5262 |
1.5258 |
|