CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5641 |
1.5827 |
0.0186 |
1.2% |
1.5260 |
| High |
1.5838 |
1.5924 |
0.0086 |
0.5% |
1.5588 |
| Low |
1.5617 |
1.5796 |
0.0179 |
1.1% |
1.5211 |
| Close |
1.5819 |
1.5863 |
0.0044 |
0.3% |
1.5543 |
| Range |
0.0221 |
0.0128 |
-0.0093 |
-42.1% |
0.0377 |
| ATR |
0.0146 |
0.0144 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
117,442 |
109,529 |
-7,913 |
-6.7% |
331,480 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6245 |
1.6182 |
1.5933 |
|
| R3 |
1.6117 |
1.6054 |
1.5898 |
|
| R2 |
1.5989 |
1.5989 |
1.5886 |
|
| R1 |
1.5926 |
1.5926 |
1.5875 |
1.5958 |
| PP |
1.5861 |
1.5861 |
1.5861 |
1.5877 |
| S1 |
1.5798 |
1.5798 |
1.5851 |
1.5830 |
| S2 |
1.5733 |
1.5733 |
1.5840 |
|
| S3 |
1.5605 |
1.5670 |
1.5828 |
|
| S4 |
1.5477 |
1.5542 |
1.5793 |
|
|
| 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 |
1.5924 |
1.5457 |
0.0467 |
2.9% |
0.0144 |
0.9% |
87% |
True |
False |
95,724 |
| 10 |
1.5924 |
1.5180 |
0.0744 |
4.7% |
0.0151 |
1.0% |
92% |
True |
False |
70,477 |
| 20 |
1.5924 |
1.5160 |
0.0764 |
4.8% |
0.0148 |
0.9% |
92% |
True |
False |
35,990 |
| 40 |
1.5924 |
1.4953 |
0.0971 |
6.1% |
0.0141 |
0.9% |
94% |
True |
False |
18,081 |
| 60 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0131 |
0.8% |
95% |
True |
False |
12,081 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0123 |
0.8% |
95% |
True |
False |
9,066 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0100 |
0.6% |
95% |
True |
False |
7,254 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0086 |
0.5% |
95% |
True |
False |
6,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6468 |
|
2.618 |
1.6259 |
|
1.618 |
1.6131 |
|
1.000 |
1.6052 |
|
0.618 |
1.6003 |
|
HIGH |
1.5924 |
|
0.618 |
1.5875 |
|
0.500 |
1.5860 |
|
0.382 |
1.5845 |
|
LOW |
1.5796 |
|
0.618 |
1.5717 |
|
1.000 |
1.5668 |
|
1.618 |
1.5589 |
|
2.618 |
1.5461 |
|
4.250 |
1.5252 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5862 |
1.5818 |
| PP |
1.5861 |
1.5773 |
| S1 |
1.5860 |
1.5728 |
|