CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5526 |
1.5658 |
0.0132 |
0.9% |
1.5526 |
| High |
1.5526 |
1.5658 |
0.0132 |
0.9% |
1.5745 |
| Low |
1.5526 |
1.5652 |
0.0126 |
0.8% |
1.5526 |
| Close |
1.5526 |
1.5652 |
0.0126 |
0.8% |
1.5731 |
| Range |
0.0000 |
0.0006 |
0.0006 |
|
0.0219 |
| ATR |
0.0084 |
0.0088 |
0.0003 |
4.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
19 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5672 |
1.5668 |
1.5655 |
|
| R3 |
1.5666 |
1.5662 |
1.5654 |
|
| R2 |
1.5660 |
1.5660 |
1.5653 |
|
| R1 |
1.5656 |
1.5656 |
1.5653 |
1.5655 |
| PP |
1.5654 |
1.5654 |
1.5654 |
1.5654 |
| S1 |
1.5650 |
1.5650 |
1.5651 |
1.5649 |
| S2 |
1.5648 |
1.5648 |
1.5651 |
|
| S3 |
1.5642 |
1.5644 |
1.5650 |
|
| S4 |
1.5636 |
1.5638 |
1.5649 |
|
|
| 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 |
1.5731 |
1.5459 |
0.0272 |
1.7% |
0.0020 |
0.1% |
71% |
False |
False |
1 |
| 10 |
1.5745 |
1.5264 |
0.0481 |
3.1% |
0.0045 |
0.3% |
81% |
False |
False |
3 |
| 20 |
1.5745 |
1.5066 |
0.0679 |
4.3% |
0.0046 |
0.3% |
86% |
False |
False |
4 |
| 40 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0026 |
0.2% |
92% |
False |
False |
5 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0021 |
0.1% |
92% |
False |
False |
3 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0017 |
0.1% |
92% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5684 |
|
2.618 |
1.5674 |
|
1.618 |
1.5668 |
|
1.000 |
1.5664 |
|
0.618 |
1.5662 |
|
HIGH |
1.5658 |
|
0.618 |
1.5656 |
|
0.500 |
1.5655 |
|
0.382 |
1.5654 |
|
LOW |
1.5652 |
|
0.618 |
1.5648 |
|
1.000 |
1.5646 |
|
1.618 |
1.5642 |
|
2.618 |
1.5636 |
|
4.250 |
1.5627 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5655 |
1.5621 |
| PP |
1.5654 |
1.5590 |
| S1 |
1.5653 |
1.5559 |
|