CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5872 |
1.5860 |
-0.0012 |
-0.1% |
1.5548 |
| High |
1.5887 |
1.5902 |
0.0015 |
0.1% |
1.5924 |
| Low |
1.5826 |
1.5796 |
-0.0030 |
-0.2% |
1.5478 |
| Close |
1.5871 |
1.5821 |
-0.0050 |
-0.3% |
1.5871 |
| Range |
0.0061 |
0.0106 |
0.0045 |
73.8% |
0.0446 |
| ATR |
0.0138 |
0.0136 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
58,807 |
77,382 |
18,575 |
31.6% |
424,760 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6158 |
1.6095 |
1.5879 |
|
| R3 |
1.6052 |
1.5989 |
1.5850 |
|
| R2 |
1.5946 |
1.5946 |
1.5840 |
|
| R1 |
1.5883 |
1.5883 |
1.5831 |
1.5862 |
| PP |
1.5840 |
1.5840 |
1.5840 |
1.5829 |
| S1 |
1.5777 |
1.5777 |
1.5811 |
1.5756 |
| S2 |
1.5734 |
1.5734 |
1.5802 |
|
| S3 |
1.5628 |
1.5671 |
1.5792 |
|
| S4 |
1.5522 |
1.5565 |
1.5763 |
|
|
| 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 |
1.5531 |
0.0393 |
2.5% |
0.0126 |
0.8% |
74% |
False |
False |
87,624 |
| 10 |
1.5924 |
1.5247 |
0.0677 |
4.3% |
0.0131 |
0.8% |
85% |
False |
False |
81,243 |
| 20 |
1.5924 |
1.5160 |
0.0764 |
4.8% |
0.0137 |
0.9% |
87% |
False |
False |
42,775 |
| 40 |
1.5924 |
1.5074 |
0.0850 |
5.4% |
0.0139 |
0.9% |
88% |
False |
False |
21,483 |
| 60 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0129 |
0.8% |
92% |
False |
False |
14,349 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0125 |
0.8% |
92% |
False |
False |
10,769 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0102 |
0.6% |
92% |
False |
False |
8,616 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.4% |
0.0087 |
0.5% |
92% |
False |
False |
7,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6353 |
|
2.618 |
1.6180 |
|
1.618 |
1.6074 |
|
1.000 |
1.6008 |
|
0.618 |
1.5968 |
|
HIGH |
1.5902 |
|
0.618 |
1.5862 |
|
0.500 |
1.5849 |
|
0.382 |
1.5836 |
|
LOW |
1.5796 |
|
0.618 |
1.5730 |
|
1.000 |
1.5690 |
|
1.618 |
1.5624 |
|
2.618 |
1.5518 |
|
4.250 |
1.5346 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5849 |
1.5860 |
| PP |
1.5840 |
1.5847 |
| S1 |
1.5830 |
1.5834 |
|