CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
1.5745 |
1.5731 |
-0.0014 |
-0.1% |
1.5526 |
High |
1.5745 |
1.5731 |
-0.0014 |
-0.1% |
1.5745 |
Low |
1.5745 |
1.5708 |
-0.0037 |
-0.2% |
1.5526 |
Close |
1.5745 |
1.5731 |
-0.0014 |
-0.1% |
1.5731 |
Range |
0.0000 |
0.0023 |
0.0023 |
|
0.0219 |
ATR |
0.0082 |
0.0078 |
-0.0003 |
-3.9% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
19 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5792 |
1.5785 |
1.5744 |
|
R3 |
1.5769 |
1.5762 |
1.5737 |
|
R2 |
1.5746 |
1.5746 |
1.5735 |
|
R1 |
1.5739 |
1.5739 |
1.5733 |
1.5743 |
PP |
1.5723 |
1.5723 |
1.5723 |
1.5725 |
S1 |
1.5716 |
1.5716 |
1.5729 |
1.5720 |
S2 |
1.5700 |
1.5700 |
1.5727 |
|
S3 |
1.5677 |
1.5693 |
1.5725 |
|
S4 |
1.5654 |
1.5670 |
1.5718 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6324 |
1.6247 |
1.5851 |
|
R3 |
1.6105 |
1.6028 |
1.5791 |
|
R2 |
1.5886 |
1.5886 |
1.5771 |
|
R1 |
1.5809 |
1.5809 |
1.5751 |
1.5848 |
PP |
1.5667 |
1.5667 |
1.5667 |
1.5687 |
S1 |
1.5590 |
1.5590 |
1.5711 |
1.5629 |
S2 |
1.5448 |
1.5448 |
1.5691 |
|
S3 |
1.5229 |
1.5371 |
1.5671 |
|
S4 |
1.5010 |
1.5152 |
1.5611 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5745 |
1.5526 |
0.0219 |
1.4% |
0.0041 |
0.3% |
94% |
False |
False |
3 |
10 |
1.5745 |
1.5103 |
0.0642 |
4.1% |
0.0047 |
0.3% |
98% |
False |
False |
4 |
20 |
1.5745 |
1.4882 |
0.0863 |
5.5% |
0.0042 |
0.3% |
98% |
False |
False |
7 |
40 |
1.5745 |
1.4625 |
0.1120 |
7.1% |
0.0024 |
0.2% |
99% |
False |
False |
5 |
60 |
1.5745 |
1.4625 |
0.1120 |
7.1% |
0.0020 |
0.1% |
99% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5829 |
2.618 |
1.5791 |
1.618 |
1.5768 |
1.000 |
1.5754 |
0.618 |
1.5745 |
HIGH |
1.5731 |
0.618 |
1.5722 |
0.500 |
1.5720 |
0.382 |
1.5717 |
LOW |
1.5708 |
0.618 |
1.5694 |
1.000 |
1.5685 |
1.618 |
1.5671 |
2.618 |
1.5648 |
4.250 |
1.5610 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5727 |
1.5727 |
PP |
1.5723 |
1.5722 |
S1 |
1.5720 |
1.5718 |
|