CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5260 |
1.5332 |
0.0072 |
0.5% |
1.5279 |
| High |
1.5355 |
1.5379 |
0.0024 |
0.2% |
1.5430 |
| Low |
1.5211 |
1.5247 |
0.0036 |
0.2% |
1.5160 |
| Close |
1.5322 |
1.5363 |
0.0041 |
0.3% |
1.5265 |
| Range |
0.0144 |
0.0132 |
-0.0012 |
-8.3% |
0.0270 |
| ATR |
0.0144 |
0.0144 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
21,186 |
39,041 |
17,855 |
84.3% |
16,863 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5726 |
1.5676 |
1.5436 |
|
| R3 |
1.5594 |
1.5544 |
1.5399 |
|
| R2 |
1.5462 |
1.5462 |
1.5387 |
|
| R1 |
1.5412 |
1.5412 |
1.5375 |
1.5437 |
| PP |
1.5330 |
1.5330 |
1.5330 |
1.5342 |
| S1 |
1.5280 |
1.5280 |
1.5351 |
1.5305 |
| S2 |
1.5198 |
1.5198 |
1.5339 |
|
| S3 |
1.5066 |
1.5148 |
1.5327 |
|
| S4 |
1.4934 |
1.5016 |
1.5290 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6095 |
1.5950 |
1.5414 |
|
| R3 |
1.5825 |
1.5680 |
1.5339 |
|
| R2 |
1.5555 |
1.5555 |
1.5315 |
|
| R1 |
1.5410 |
1.5410 |
1.5290 |
1.5348 |
| PP |
1.5285 |
1.5285 |
1.5285 |
1.5254 |
| S1 |
1.5140 |
1.5140 |
1.5240 |
1.5078 |
| S2 |
1.5015 |
1.5015 |
1.5216 |
|
| S3 |
1.4745 |
1.4870 |
1.5191 |
|
| S4 |
1.4475 |
1.4600 |
1.5117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5430 |
1.5180 |
0.0250 |
1.6% |
0.0150 |
1.0% |
73% |
False |
False |
14,371 |
| 10 |
1.5430 |
1.5160 |
0.0270 |
1.8% |
0.0142 |
0.9% |
75% |
False |
False |
8,162 |
| 20 |
1.5800 |
1.5160 |
0.0640 |
4.2% |
0.0138 |
0.9% |
32% |
False |
False |
4,234 |
| 40 |
1.5800 |
1.4600 |
0.1200 |
7.8% |
0.0138 |
0.9% |
64% |
False |
False |
2,171 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0134 |
0.9% |
64% |
False |
False |
1,468 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0112 |
0.7% |
64% |
False |
False |
1,101 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0090 |
0.6% |
64% |
False |
False |
883 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.9% |
0.0077 |
0.5% |
64% |
False |
False |
736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5940 |
|
2.618 |
1.5725 |
|
1.618 |
1.5593 |
|
1.000 |
1.5511 |
|
0.618 |
1.5461 |
|
HIGH |
1.5379 |
|
0.618 |
1.5329 |
|
0.500 |
1.5313 |
|
0.382 |
1.5297 |
|
LOW |
1.5247 |
|
0.618 |
1.5165 |
|
1.000 |
1.5115 |
|
1.618 |
1.5033 |
|
2.618 |
1.4901 |
|
4.250 |
1.4686 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5346 |
1.5339 |
| PP |
1.5330 |
1.5314 |
| S1 |
1.5313 |
1.5290 |
|