CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5719 |
1.5698 |
-0.0021 |
-0.1% |
1.5548 |
| High |
1.5794 |
1.5762 |
-0.0032 |
-0.2% |
1.5924 |
| Low |
1.5659 |
1.5668 |
0.0009 |
0.1% |
1.5478 |
| Close |
1.5693 |
1.5724 |
0.0031 |
0.2% |
1.5871 |
| Range |
0.0135 |
0.0094 |
-0.0041 |
-30.4% |
0.0446 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
78,728 |
76,185 |
-2,543 |
-3.2% |
424,760 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6000 |
1.5956 |
1.5776 |
|
| R3 |
1.5906 |
1.5862 |
1.5750 |
|
| R2 |
1.5812 |
1.5812 |
1.5741 |
|
| R1 |
1.5768 |
1.5768 |
1.5733 |
1.5790 |
| PP |
1.5718 |
1.5718 |
1.5718 |
1.5729 |
| S1 |
1.5674 |
1.5674 |
1.5715 |
1.5696 |
| S2 |
1.5624 |
1.5624 |
1.5707 |
|
| S3 |
1.5530 |
1.5580 |
1.5698 |
|
| S4 |
1.5436 |
1.5486 |
1.5672 |
|
|
| 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 |
1.5902 |
1.5659 |
0.0243 |
1.5% |
0.0104 |
0.7% |
27% |
False |
False |
77,678 |
| 10 |
1.5924 |
1.5457 |
0.0467 |
3.0% |
0.0124 |
0.8% |
57% |
False |
False |
86,701 |
| 20 |
1.5924 |
1.5160 |
0.0764 |
4.9% |
0.0135 |
0.9% |
74% |
False |
False |
55,269 |
| 40 |
1.5924 |
1.5074 |
0.0850 |
5.4% |
0.0137 |
0.9% |
76% |
False |
False |
27,783 |
| 60 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0130 |
0.8% |
85% |
False |
False |
18,548 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0129 |
0.8% |
85% |
False |
False |
13,921 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0106 |
0.7% |
85% |
False |
False |
11,138 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0090 |
0.6% |
85% |
False |
False |
9,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6162 |
|
2.618 |
1.6008 |
|
1.618 |
1.5914 |
|
1.000 |
1.5856 |
|
0.618 |
1.5820 |
|
HIGH |
1.5762 |
|
0.618 |
1.5726 |
|
0.500 |
1.5715 |
|
0.382 |
1.5704 |
|
LOW |
1.5668 |
|
0.618 |
1.5610 |
|
1.000 |
1.5574 |
|
1.618 |
1.5516 |
|
2.618 |
1.5422 |
|
4.250 |
1.5269 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5721 |
1.5741 |
| PP |
1.5718 |
1.5735 |
| S1 |
1.5715 |
1.5730 |
|