CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5818 |
1.5719 |
-0.0099 |
-0.6% |
1.5548 |
| High |
1.5822 |
1.5794 |
-0.0028 |
-0.2% |
1.5924 |
| Low |
1.5700 |
1.5659 |
-0.0041 |
-0.3% |
1.5478 |
| Close |
1.5706 |
1.5693 |
-0.0013 |
-0.1% |
1.5871 |
| Range |
0.0122 |
0.0135 |
0.0013 |
10.7% |
0.0446 |
| ATR |
0.0135 |
0.0135 |
0.0000 |
0.0% |
0.0000 |
| Volume |
97,292 |
78,728 |
-18,564 |
-19.1% |
424,760 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6120 |
1.6042 |
1.5767 |
|
| R3 |
1.5985 |
1.5907 |
1.5730 |
|
| R2 |
1.5850 |
1.5850 |
1.5718 |
|
| R1 |
1.5772 |
1.5772 |
1.5705 |
1.5744 |
| PP |
1.5715 |
1.5715 |
1.5715 |
1.5701 |
| S1 |
1.5637 |
1.5637 |
1.5681 |
1.5609 |
| S2 |
1.5580 |
1.5580 |
1.5668 |
|
| S3 |
1.5445 |
1.5502 |
1.5656 |
|
| S4 |
1.5310 |
1.5367 |
1.5619 |
|
|
| 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 |
1.5659 |
0.0265 |
1.7% |
0.0110 |
0.7% |
13% |
False |
True |
84,347 |
| 10 |
1.5924 |
1.5408 |
0.0516 |
3.3% |
0.0126 |
0.8% |
55% |
False |
False |
85,563 |
| 20 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0136 |
0.9% |
70% |
False |
False |
51,501 |
| 40 |
1.5924 |
1.5074 |
0.0850 |
5.4% |
0.0139 |
0.9% |
73% |
False |
False |
25,879 |
| 60 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0130 |
0.8% |
83% |
False |
False |
17,279 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0128 |
0.8% |
83% |
False |
False |
12,969 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0105 |
0.7% |
83% |
False |
False |
10,376 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0089 |
0.6% |
83% |
False |
False |
8,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6368 |
|
2.618 |
1.6147 |
|
1.618 |
1.6012 |
|
1.000 |
1.5929 |
|
0.618 |
1.5877 |
|
HIGH |
1.5794 |
|
0.618 |
1.5742 |
|
0.500 |
1.5727 |
|
0.382 |
1.5711 |
|
LOW |
1.5659 |
|
0.618 |
1.5576 |
|
1.000 |
1.5524 |
|
1.618 |
1.5441 |
|
2.618 |
1.5306 |
|
4.250 |
1.5085 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5727 |
1.5781 |
| PP |
1.5715 |
1.5751 |
| S1 |
1.5704 |
1.5722 |
|