CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5272 |
1.5284 |
0.0012 |
0.1% |
1.5365 |
| High |
1.5272 |
1.5284 |
0.0012 |
0.1% |
1.5389 |
| Low |
1.5272 |
1.5179 |
-0.0093 |
-0.6% |
1.5272 |
| Close |
1.5272 |
1.5186 |
-0.0086 |
-0.6% |
1.5272 |
| Range |
0.0000 |
0.0105 |
0.0105 |
|
0.0117 |
| ATR |
0.0085 |
0.0087 |
0.0001 |
1.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5531 |
1.5464 |
1.5244 |
|
| R3 |
1.5426 |
1.5359 |
1.5215 |
|
| R2 |
1.5321 |
1.5321 |
1.5205 |
|
| R1 |
1.5254 |
1.5254 |
1.5196 |
1.5235 |
| PP |
1.5216 |
1.5216 |
1.5216 |
1.5207 |
| S1 |
1.5149 |
1.5149 |
1.5176 |
1.5130 |
| S2 |
1.5111 |
1.5111 |
1.5167 |
|
| S3 |
1.5006 |
1.5044 |
1.5157 |
|
| S4 |
1.4901 |
1.4939 |
1.5128 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5662 |
1.5584 |
1.5336 |
|
| R3 |
1.5545 |
1.5467 |
1.5304 |
|
| R2 |
1.5428 |
1.5428 |
1.5293 |
|
| R1 |
1.5350 |
1.5350 |
1.5283 |
1.5331 |
| PP |
1.5311 |
1.5311 |
1.5311 |
1.5301 |
| S1 |
1.5233 |
1.5233 |
1.5261 |
1.5214 |
| S2 |
1.5194 |
1.5194 |
1.5251 |
|
| S3 |
1.5077 |
1.5116 |
1.5240 |
|
| S4 |
1.4960 |
1.4999 |
1.5208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5389 |
1.5179 |
0.0210 |
1.4% |
0.0042 |
0.3% |
3% |
False |
True |
2 |
| 10 |
1.5684 |
1.5179 |
0.0505 |
3.3% |
0.0029 |
0.2% |
1% |
False |
True |
2 |
| 20 |
1.5745 |
1.5103 |
0.0642 |
4.2% |
0.0038 |
0.2% |
13% |
False |
False |
3 |
| 40 |
1.5745 |
1.4625 |
0.1120 |
7.4% |
0.0031 |
0.2% |
50% |
False |
False |
5 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.4% |
0.0024 |
0.2% |
50% |
False |
False |
4 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.4% |
0.0019 |
0.1% |
50% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5730 |
|
2.618 |
1.5559 |
|
1.618 |
1.5454 |
|
1.000 |
1.5389 |
|
0.618 |
1.5349 |
|
HIGH |
1.5284 |
|
0.618 |
1.5244 |
|
0.500 |
1.5232 |
|
0.382 |
1.5219 |
|
LOW |
1.5179 |
|
0.618 |
1.5114 |
|
1.000 |
1.5074 |
|
1.618 |
1.5009 |
|
2.618 |
1.4904 |
|
4.250 |
1.4733 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5232 |
1.5255 |
| PP |
1.5216 |
1.5232 |
| S1 |
1.5201 |
1.5209 |
|