CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5326 |
1.5321 |
-0.0005 |
0.0% |
1.5459 |
| High |
1.5361 |
1.5430 |
0.0069 |
0.4% |
1.5491 |
| Low |
1.5240 |
1.5294 |
0.0054 |
0.4% |
1.5230 |
| Close |
1.5303 |
1.5358 |
0.0055 |
0.4% |
1.5279 |
| Range |
0.0121 |
0.0136 |
0.0015 |
12.4% |
0.0261 |
| ATR |
0.0139 |
0.0139 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,790 |
2,497 |
707 |
39.5% |
5,016 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5769 |
1.5699 |
1.5433 |
|
| R3 |
1.5633 |
1.5563 |
1.5395 |
|
| R2 |
1.5497 |
1.5497 |
1.5383 |
|
| R1 |
1.5427 |
1.5427 |
1.5370 |
1.5462 |
| PP |
1.5361 |
1.5361 |
1.5361 |
1.5378 |
| S1 |
1.5291 |
1.5291 |
1.5346 |
1.5326 |
| S2 |
1.5225 |
1.5225 |
1.5333 |
|
| S3 |
1.5089 |
1.5155 |
1.5321 |
|
| S4 |
1.4953 |
1.5019 |
1.5283 |
|
|
| 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 |
1.5430 |
1.5160 |
0.0270 |
1.8% |
0.0134 |
0.9% |
73% |
True |
False |
2,446 |
| 10 |
1.5685 |
1.5160 |
0.0525 |
3.4% |
0.0146 |
0.9% |
38% |
False |
False |
1,504 |
| 20 |
1.5800 |
1.5158 |
0.0642 |
4.2% |
0.0137 |
0.9% |
31% |
False |
False |
882 |
| 40 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0135 |
0.9% |
63% |
False |
False |
489 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0132 |
0.9% |
63% |
False |
False |
342 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0106 |
0.7% |
63% |
False |
False |
257 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0086 |
0.6% |
63% |
False |
False |
207 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0073 |
0.5% |
63% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6008 |
|
2.618 |
1.5786 |
|
1.618 |
1.5650 |
|
1.000 |
1.5566 |
|
0.618 |
1.5514 |
|
HIGH |
1.5430 |
|
0.618 |
1.5378 |
|
0.500 |
1.5362 |
|
0.382 |
1.5346 |
|
LOW |
1.5294 |
|
0.618 |
1.5210 |
|
1.000 |
1.5158 |
|
1.618 |
1.5074 |
|
2.618 |
1.4938 |
|
4.250 |
1.4716 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5362 |
1.5339 |
| PP |
1.5361 |
1.5319 |
| S1 |
1.5359 |
1.5300 |
|