CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5827 |
1.5872 |
0.0045 |
0.3% |
1.5548 |
| High |
1.5924 |
1.5887 |
-0.0037 |
-0.2% |
1.5924 |
| Low |
1.5796 |
1.5826 |
0.0030 |
0.2% |
1.5478 |
| Close |
1.5863 |
1.5871 |
0.0008 |
0.1% |
1.5871 |
| Range |
0.0128 |
0.0061 |
-0.0067 |
-52.3% |
0.0446 |
| ATR |
0.0144 |
0.0138 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
109,529 |
58,807 |
-50,722 |
-46.3% |
424,760 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6044 |
1.6019 |
1.5905 |
|
| R3 |
1.5983 |
1.5958 |
1.5888 |
|
| R2 |
1.5922 |
1.5922 |
1.5882 |
|
| R1 |
1.5897 |
1.5897 |
1.5877 |
1.5879 |
| PP |
1.5861 |
1.5861 |
1.5861 |
1.5853 |
| S1 |
1.5836 |
1.5836 |
1.5865 |
1.5818 |
| S2 |
1.5800 |
1.5800 |
1.5860 |
|
| S3 |
1.5739 |
1.5775 |
1.5854 |
|
| S4 |
1.5678 |
1.5714 |
1.5837 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7096 |
1.6929 |
1.6116 |
|
| R3 |
1.6650 |
1.6483 |
1.5994 |
|
| R2 |
1.6204 |
1.6204 |
1.5953 |
|
| R1 |
1.6037 |
1.6037 |
1.5912 |
1.6121 |
| PP |
1.5758 |
1.5758 |
1.5758 |
1.5799 |
| S1 |
1.5591 |
1.5591 |
1.5830 |
1.5675 |
| S2 |
1.5312 |
1.5312 |
1.5789 |
|
| S3 |
1.4866 |
1.5145 |
1.5748 |
|
| S4 |
1.4420 |
1.4699 |
1.5626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5924 |
1.5478 |
0.0446 |
2.8% |
0.0130 |
0.8% |
88% |
False |
False |
84,952 |
| 10 |
1.5924 |
1.5211 |
0.0713 |
4.5% |
0.0135 |
0.9% |
93% |
False |
False |
75,624 |
| 20 |
1.5924 |
1.5160 |
0.0764 |
4.8% |
0.0143 |
0.9% |
93% |
False |
False |
38,922 |
| 40 |
1.5924 |
1.5026 |
0.0898 |
5.7% |
0.0140 |
0.9% |
94% |
False |
False |
19,549 |
| 60 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0129 |
0.8% |
96% |
False |
False |
13,061 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0124 |
0.8% |
96% |
False |
False |
9,801 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0101 |
0.6% |
96% |
False |
False |
7,842 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0086 |
0.5% |
96% |
False |
False |
6,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6146 |
|
2.618 |
1.6047 |
|
1.618 |
1.5986 |
|
1.000 |
1.5948 |
|
0.618 |
1.5925 |
|
HIGH |
1.5887 |
|
0.618 |
1.5864 |
|
0.500 |
1.5857 |
|
0.382 |
1.5849 |
|
LOW |
1.5826 |
|
0.618 |
1.5788 |
|
1.000 |
1.5765 |
|
1.618 |
1.5727 |
|
2.618 |
1.5666 |
|
4.250 |
1.5567 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5866 |
1.5838 |
| PP |
1.5861 |
1.5804 |
| S1 |
1.5857 |
1.5771 |
|