CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5193 |
1.5326 |
0.0133 |
0.9% |
1.5459 |
| High |
1.5355 |
1.5361 |
0.0006 |
0.0% |
1.5491 |
| Low |
1.5169 |
1.5240 |
0.0071 |
0.5% |
1.5230 |
| Close |
1.5338 |
1.5303 |
-0.0035 |
-0.2% |
1.5279 |
| Range |
0.0186 |
0.0121 |
-0.0065 |
-34.9% |
0.0261 |
| ATR |
0.0140 |
0.0139 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2,953 |
1,790 |
-1,163 |
-39.4% |
5,016 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5664 |
1.5605 |
1.5370 |
|
| R3 |
1.5543 |
1.5484 |
1.5336 |
|
| R2 |
1.5422 |
1.5422 |
1.5325 |
|
| R1 |
1.5363 |
1.5363 |
1.5314 |
1.5332 |
| PP |
1.5301 |
1.5301 |
1.5301 |
1.5286 |
| S1 |
1.5242 |
1.5242 |
1.5292 |
1.5211 |
| S2 |
1.5180 |
1.5180 |
1.5281 |
|
| S3 |
1.5059 |
1.5121 |
1.5270 |
|
| S4 |
1.4938 |
1.5000 |
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 |
1.5371 |
1.5160 |
0.0211 |
1.4% |
0.0131 |
0.9% |
68% |
False |
False |
2,110 |
| 10 |
1.5685 |
1.5160 |
0.0525 |
3.4% |
0.0142 |
0.9% |
27% |
False |
False |
1,298 |
| 20 |
1.5800 |
1.5153 |
0.0647 |
4.2% |
0.0135 |
0.9% |
23% |
False |
False |
759 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0135 |
0.9% |
59% |
False |
False |
427 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0131 |
0.9% |
59% |
False |
False |
300 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0105 |
0.7% |
59% |
False |
False |
226 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0085 |
0.6% |
59% |
False |
False |
182 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0072 |
0.5% |
59% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5875 |
|
2.618 |
1.5678 |
|
1.618 |
1.5557 |
|
1.000 |
1.5482 |
|
0.618 |
1.5436 |
|
HIGH |
1.5361 |
|
0.618 |
1.5315 |
|
0.500 |
1.5301 |
|
0.382 |
1.5286 |
|
LOW |
1.5240 |
|
0.618 |
1.5165 |
|
1.000 |
1.5119 |
|
1.618 |
1.5044 |
|
2.618 |
1.4923 |
|
4.250 |
1.4726 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5302 |
1.5289 |
| PP |
1.5301 |
1.5275 |
| S1 |
1.5301 |
1.5261 |
|