CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
1.5459 |
1.5526 |
0.0067 |
0.4% |
1.5526 |
High |
1.5477 |
1.5526 |
0.0049 |
0.3% |
1.5745 |
Low |
1.5459 |
1.5526 |
0.0067 |
0.4% |
1.5526 |
Close |
1.5477 |
1.5526 |
0.0049 |
0.3% |
1.5731 |
Range |
0.0018 |
0.0000 |
-0.0018 |
-100.0% |
0.0219 |
ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.1% |
0.0000 |
Volume |
4 |
1 |
-3 |
-75.0% |
19 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5526 |
1.5526 |
1.5526 |
|
R3 |
1.5526 |
1.5526 |
1.5526 |
|
R2 |
1.5526 |
1.5526 |
1.5526 |
|
R1 |
1.5526 |
1.5526 |
1.5526 |
1.5526 |
PP |
1.5526 |
1.5526 |
1.5526 |
1.5526 |
S1 |
1.5526 |
1.5526 |
1.5526 |
1.5526 |
S2 |
1.5526 |
1.5526 |
1.5526 |
|
S3 |
1.5526 |
1.5526 |
1.5526 |
|
S4 |
1.5526 |
1.5526 |
1.5526 |
|
|
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% |
0.0019 |
0.1% |
23% |
False |
False |
2 |
10 |
1.5745 |
1.5239 |
0.0506 |
3.3% |
0.0045 |
0.3% |
57% |
False |
False |
3 |
20 |
1.5745 |
1.5035 |
0.0710 |
4.6% |
0.0046 |
0.3% |
69% |
False |
False |
5 |
40 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0026 |
0.2% |
80% |
False |
False |
5 |
60 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0022 |
0.1% |
80% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5526 |
2.618 |
1.5526 |
1.618 |
1.5526 |
1.000 |
1.5526 |
0.618 |
1.5526 |
HIGH |
1.5526 |
0.618 |
1.5526 |
0.500 |
1.5526 |
0.382 |
1.5526 |
LOW |
1.5526 |
0.618 |
1.5526 |
1.000 |
1.5526 |
1.618 |
1.5526 |
2.618 |
1.5526 |
4.250 |
1.5526 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5526 |
1.5572 |
PP |
1.5526 |
1.5556 |
S1 |
1.5526 |
1.5541 |
|