CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
1.5526 |
1.5571 |
0.0045 |
0.3% |
1.5103 |
High |
1.5569 |
1.5675 |
0.0106 |
0.7% |
1.5431 |
Low |
1.5526 |
1.5571 |
0.0045 |
0.3% |
1.5103 |
Close |
1.5569 |
1.5656 |
0.0087 |
0.6% |
1.5431 |
Range |
0.0043 |
0.0104 |
0.0061 |
141.9% |
0.0328 |
ATR |
0.0086 |
0.0088 |
0.0001 |
1.6% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
21 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5946 |
1.5905 |
1.5713 |
|
R3 |
1.5842 |
1.5801 |
1.5685 |
|
R2 |
1.5738 |
1.5738 |
1.5675 |
|
R1 |
1.5697 |
1.5697 |
1.5666 |
1.5718 |
PP |
1.5634 |
1.5634 |
1.5634 |
1.5644 |
S1 |
1.5593 |
1.5593 |
1.5646 |
1.5614 |
S2 |
1.5530 |
1.5530 |
1.5637 |
|
S3 |
1.5426 |
1.5489 |
1.5627 |
|
S4 |
1.5322 |
1.5385 |
1.5599 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6306 |
1.6196 |
1.5611 |
|
R3 |
1.5978 |
1.5868 |
1.5521 |
|
R2 |
1.5650 |
1.5650 |
1.5491 |
|
R1 |
1.5540 |
1.5540 |
1.5461 |
1.5595 |
PP |
1.5322 |
1.5322 |
1.5322 |
1.5349 |
S1 |
1.5212 |
1.5212 |
1.5401 |
1.5267 |
S2 |
1.4994 |
1.4994 |
1.5371 |
|
S3 |
1.4666 |
1.4884 |
1.5341 |
|
S4 |
1.4338 |
1.4556 |
1.5251 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5675 |
1.5147 |
0.0528 |
3.4% |
0.0078 |
0.5% |
96% |
True |
False |
4 |
10 |
1.5675 |
1.5103 |
0.0572 |
3.7% |
0.0067 |
0.4% |
97% |
True |
False |
5 |
20 |
1.5675 |
1.4754 |
0.0921 |
5.9% |
0.0043 |
0.3% |
98% |
True |
False |
8 |
40 |
1.5675 |
1.4625 |
0.1050 |
6.7% |
0.0023 |
0.1% |
98% |
True |
False |
5 |
60 |
1.5675 |
1.4625 |
0.1050 |
6.7% |
0.0020 |
0.1% |
98% |
True |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6117 |
2.618 |
1.5947 |
1.618 |
1.5843 |
1.000 |
1.5779 |
0.618 |
1.5739 |
HIGH |
1.5675 |
0.618 |
1.5635 |
0.500 |
1.5623 |
0.382 |
1.5611 |
LOW |
1.5571 |
0.618 |
1.5507 |
1.000 |
1.5467 |
1.618 |
1.5403 |
2.618 |
1.5299 |
4.250 |
1.5129 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5645 |
1.5594 |
PP |
1.5634 |
1.5532 |
S1 |
1.5623 |
1.5470 |
|