CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5374 |
1.5496 |
0.0122 |
0.8% |
1.5279 |
| High |
1.5542 |
1.5523 |
-0.0019 |
-0.1% |
1.5430 |
| Low |
1.5362 |
1.5408 |
0.0046 |
0.3% |
1.5160 |
| Close |
1.5516 |
1.5508 |
-0.0008 |
-0.1% |
1.5265 |
| Range |
0.0180 |
0.0115 |
-0.0065 |
-36.1% |
0.0270 |
| ATR |
0.0146 |
0.0144 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
93,785 |
64,799 |
-28,986 |
-30.9% |
16,863 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5825 |
1.5781 |
1.5571 |
|
| R3 |
1.5710 |
1.5666 |
1.5540 |
|
| R2 |
1.5595 |
1.5595 |
1.5529 |
|
| R1 |
1.5551 |
1.5551 |
1.5519 |
1.5573 |
| PP |
1.5480 |
1.5480 |
1.5480 |
1.5491 |
| S1 |
1.5436 |
1.5436 |
1.5497 |
1.5458 |
| S2 |
1.5365 |
1.5365 |
1.5487 |
|
| S3 |
1.5250 |
1.5321 |
1.5476 |
|
| S4 |
1.5135 |
1.5206 |
1.5445 |
|
|
| 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 |
1.5542 |
1.5180 |
0.0362 |
2.3% |
0.0158 |
1.0% |
91% |
False |
False |
45,230 |
| 10 |
1.5542 |
1.5160 |
0.0382 |
2.5% |
0.0146 |
0.9% |
91% |
False |
False |
23,838 |
| 20 |
1.5800 |
1.5160 |
0.0640 |
4.1% |
0.0140 |
0.9% |
54% |
False |
False |
12,129 |
| 40 |
1.5800 |
1.4812 |
0.0988 |
6.4% |
0.0138 |
0.9% |
70% |
False |
False |
6,130 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0133 |
0.9% |
76% |
False |
False |
4,110 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0115 |
0.7% |
76% |
False |
False |
3,084 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0093 |
0.6% |
76% |
False |
False |
2,468 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0080 |
0.5% |
76% |
False |
False |
2,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6012 |
|
2.618 |
1.5824 |
|
1.618 |
1.5709 |
|
1.000 |
1.5638 |
|
0.618 |
1.5594 |
|
HIGH |
1.5523 |
|
0.618 |
1.5479 |
|
0.500 |
1.5466 |
|
0.382 |
1.5452 |
|
LOW |
1.5408 |
|
0.618 |
1.5337 |
|
1.000 |
1.5293 |
|
1.618 |
1.5222 |
|
2.618 |
1.5107 |
|
4.250 |
1.4919 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5494 |
1.5470 |
| PP |
1.5480 |
1.5432 |
| S1 |
1.5466 |
1.5395 |
|