CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5496 |
1.5505 |
0.0009 |
0.1% |
1.5260 |
| High |
1.5523 |
1.5588 |
0.0065 |
0.4% |
1.5588 |
| Low |
1.5408 |
1.5457 |
0.0049 |
0.3% |
1.5211 |
| Close |
1.5508 |
1.5543 |
0.0035 |
0.2% |
1.5543 |
| Range |
0.0115 |
0.0131 |
0.0016 |
13.9% |
0.0377 |
| ATR |
0.0144 |
0.0143 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
64,799 |
112,669 |
47,870 |
73.9% |
331,480 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5922 |
1.5864 |
1.5615 |
|
| R3 |
1.5791 |
1.5733 |
1.5579 |
|
| R2 |
1.5660 |
1.5660 |
1.5567 |
|
| R1 |
1.5602 |
1.5602 |
1.5555 |
1.5631 |
| PP |
1.5529 |
1.5529 |
1.5529 |
1.5544 |
| S1 |
1.5471 |
1.5471 |
1.5531 |
1.5500 |
| S2 |
1.5398 |
1.5398 |
1.5519 |
|
| S3 |
1.5267 |
1.5340 |
1.5507 |
|
| S4 |
1.5136 |
1.5209 |
1.5471 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6578 |
1.6438 |
1.5750 |
|
| R3 |
1.6201 |
1.6061 |
1.5647 |
|
| R2 |
1.5824 |
1.5824 |
1.5612 |
|
| R1 |
1.5684 |
1.5684 |
1.5578 |
1.5754 |
| PP |
1.5447 |
1.5447 |
1.5447 |
1.5483 |
| S1 |
1.5307 |
1.5307 |
1.5508 |
1.5377 |
| S2 |
1.5070 |
1.5070 |
1.5474 |
|
| S3 |
1.4693 |
1.4930 |
1.5439 |
|
| S4 |
1.4316 |
1.4553 |
1.5336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5588 |
1.5211 |
0.0377 |
2.4% |
0.0140 |
0.9% |
88% |
True |
False |
66,296 |
| 10 |
1.5588 |
1.5160 |
0.0428 |
2.8% |
0.0149 |
1.0% |
89% |
True |
False |
34,834 |
| 20 |
1.5780 |
1.5160 |
0.0620 |
4.0% |
0.0143 |
0.9% |
62% |
False |
False |
17,751 |
| 40 |
1.5800 |
1.4842 |
0.0958 |
6.2% |
0.0138 |
0.9% |
73% |
False |
False |
8,945 |
| 60 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0130 |
0.8% |
79% |
False |
False |
5,985 |
| 80 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0116 |
0.7% |
79% |
False |
False |
4,492 |
| 100 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0095 |
0.6% |
79% |
False |
False |
3,595 |
| 120 |
1.5800 |
1.4591 |
0.1209 |
7.8% |
0.0081 |
0.5% |
79% |
False |
False |
2,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6145 |
|
2.618 |
1.5931 |
|
1.618 |
1.5800 |
|
1.000 |
1.5719 |
|
0.618 |
1.5669 |
|
HIGH |
1.5588 |
|
0.618 |
1.5538 |
|
0.500 |
1.5523 |
|
0.382 |
1.5507 |
|
LOW |
1.5457 |
|
0.618 |
1.5376 |
|
1.000 |
1.5326 |
|
1.618 |
1.5245 |
|
2.618 |
1.5114 |
|
4.250 |
1.4900 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5536 |
1.5520 |
| PP |
1.5529 |
1.5498 |
| S1 |
1.5523 |
1.5475 |
|