CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 19-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
Open |
1.5684 |
1.5459 |
-0.0225 |
-1.4% |
1.5526 |
High |
1.5684 |
1.5477 |
-0.0207 |
-1.3% |
1.5745 |
Low |
1.5630 |
1.5459 |
-0.0171 |
-1.1% |
1.5526 |
Close |
1.5636 |
1.5477 |
-0.0159 |
-1.0% |
1.5731 |
Range |
0.0054 |
0.0018 |
-0.0036 |
-66.7% |
0.0219 |
ATR |
0.0080 |
0.0087 |
0.0007 |
8.7% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
19 |
|
Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5525 |
1.5519 |
1.5487 |
|
R3 |
1.5507 |
1.5501 |
1.5482 |
|
R2 |
1.5489 |
1.5489 |
1.5480 |
|
R1 |
1.5483 |
1.5483 |
1.5479 |
1.5486 |
PP |
1.5471 |
1.5471 |
1.5471 |
1.5473 |
S1 |
1.5465 |
1.5465 |
1.5475 |
1.5468 |
S2 |
1.5453 |
1.5453 |
1.5474 |
|
S3 |
1.5435 |
1.5447 |
1.5472 |
|
S4 |
1.5417 |
1.5429 |
1.5467 |
|
|
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 |
1.5459 |
0.0286 |
1.8% |
0.0026 |
0.2% |
6% |
False |
True |
3 |
10 |
1.5745 |
1.5147 |
0.0598 |
3.9% |
0.0052 |
0.3% |
55% |
False |
False |
3 |
20 |
1.5745 |
1.5025 |
0.0720 |
4.7% |
0.0046 |
0.3% |
63% |
False |
False |
5 |
40 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0026 |
0.2% |
76% |
False |
False |
5 |
60 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0022 |
0.1% |
76% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5554 |
2.618 |
1.5524 |
1.618 |
1.5506 |
1.000 |
1.5495 |
0.618 |
1.5488 |
HIGH |
1.5477 |
0.618 |
1.5470 |
0.500 |
1.5468 |
0.382 |
1.5466 |
LOW |
1.5459 |
0.618 |
1.5448 |
1.000 |
1.5441 |
1.618 |
1.5430 |
2.618 |
1.5412 |
4.250 |
1.5383 |
|
|
Fisher Pivots for day following 19-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5474 |
1.5595 |
PP |
1.5471 |
1.5556 |
S1 |
1.5468 |
1.5516 |
|