CME British Pound Future September 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5669 |
1.5727 |
0.0058 |
0.4% |
1.5860 |
| High |
1.5781 |
1.5769 |
-0.0012 |
-0.1% |
1.5902 |
| Low |
1.5650 |
1.5685 |
0.0035 |
0.2% |
1.5659 |
| Close |
1.5728 |
1.5725 |
-0.0003 |
0.0% |
1.5723 |
| Range |
0.0131 |
0.0084 |
-0.0047 |
-35.9% |
0.0243 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
110,186 |
100,680 |
-9,506 |
-8.6% |
393,232 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5978 |
1.5936 |
1.5771 |
|
| R3 |
1.5894 |
1.5852 |
1.5748 |
|
| R2 |
1.5810 |
1.5810 |
1.5740 |
|
| R1 |
1.5768 |
1.5768 |
1.5733 |
1.5747 |
| PP |
1.5726 |
1.5726 |
1.5726 |
1.5716 |
| S1 |
1.5684 |
1.5684 |
1.5717 |
1.5663 |
| S2 |
1.5642 |
1.5642 |
1.5710 |
|
| S3 |
1.5558 |
1.5600 |
1.5702 |
|
| S4 |
1.5474 |
1.5516 |
1.5679 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6490 |
1.6350 |
1.5857 |
|
| R3 |
1.6247 |
1.6107 |
1.5790 |
|
| R2 |
1.6004 |
1.6004 |
1.5768 |
|
| R1 |
1.5864 |
1.5864 |
1.5745 |
1.5813 |
| PP |
1.5761 |
1.5761 |
1.5761 |
1.5736 |
| S1 |
1.5621 |
1.5621 |
1.5701 |
1.5570 |
| S2 |
1.5518 |
1.5518 |
1.5678 |
|
| S3 |
1.5275 |
1.5378 |
1.5656 |
|
| S4 |
1.5032 |
1.5135 |
1.5589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5794 |
1.5650 |
0.0144 |
0.9% |
0.0100 |
0.6% |
52% |
False |
False |
85,884 |
| 10 |
1.5924 |
1.5617 |
0.0307 |
2.0% |
0.0114 |
0.7% |
35% |
False |
False |
88,987 |
| 20 |
1.5924 |
1.5180 |
0.0744 |
4.7% |
0.0128 |
0.8% |
73% |
False |
False |
68,598 |
| 40 |
1.5924 |
1.5090 |
0.0834 |
5.3% |
0.0131 |
0.8% |
76% |
False |
False |
34,635 |
| 60 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0132 |
0.8% |
85% |
False |
False |
23,121 |
| 80 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0130 |
0.8% |
85% |
False |
False |
17,352 |
| 100 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0108 |
0.7% |
85% |
False |
False |
13,883 |
| 120 |
1.5924 |
1.4591 |
0.1333 |
8.5% |
0.0092 |
0.6% |
85% |
False |
False |
11,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6126 |
|
2.618 |
1.5989 |
|
1.618 |
1.5905 |
|
1.000 |
1.5853 |
|
0.618 |
1.5821 |
|
HIGH |
1.5769 |
|
0.618 |
1.5737 |
|
0.500 |
1.5727 |
|
0.382 |
1.5717 |
|
LOW |
1.5685 |
|
0.618 |
1.5633 |
|
1.000 |
1.5601 |
|
1.618 |
1.5549 |
|
2.618 |
1.5465 |
|
4.250 |
1.5328 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5727 |
1.5722 |
| PP |
1.5726 |
1.5719 |
| S1 |
1.5726 |
1.5716 |
|