CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5284 |
1.5179 |
-0.0105 |
-0.7% |
1.5365 |
| High |
1.5284 |
1.5332 |
0.0048 |
0.3% |
1.5389 |
| Low |
1.5179 |
1.5179 |
0.0000 |
0.0% |
1.5272 |
| Close |
1.5186 |
1.5330 |
0.0144 |
0.9% |
1.5272 |
| Range |
0.0105 |
0.0153 |
0.0048 |
45.7% |
0.0117 |
| ATR |
0.0087 |
0.0091 |
0.0005 |
5.5% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
10 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5739 |
1.5688 |
1.5414 |
|
| R3 |
1.5586 |
1.5535 |
1.5372 |
|
| R2 |
1.5433 |
1.5433 |
1.5358 |
|
| R1 |
1.5382 |
1.5382 |
1.5344 |
1.5408 |
| PP |
1.5280 |
1.5280 |
1.5280 |
1.5293 |
| S1 |
1.5229 |
1.5229 |
1.5316 |
1.5255 |
| S2 |
1.5127 |
1.5127 |
1.5302 |
|
| S3 |
1.4974 |
1.5076 |
1.5288 |
|
| S4 |
1.4821 |
1.4923 |
1.5246 |
|
|
| 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% |
0.0073 |
0.5% |
72% |
False |
True |
3 |
| 10 |
1.5658 |
1.5179 |
0.0479 |
3.1% |
0.0039 |
0.3% |
32% |
False |
True |
2 |
| 20 |
1.5745 |
1.5147 |
0.0598 |
3.9% |
0.0046 |
0.3% |
31% |
False |
False |
3 |
| 40 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0035 |
0.2% |
63% |
False |
False |
5 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0026 |
0.2% |
63% |
False |
False |
4 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0021 |
0.1% |
63% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5982 |
|
2.618 |
1.5733 |
|
1.618 |
1.5580 |
|
1.000 |
1.5485 |
|
0.618 |
1.5427 |
|
HIGH |
1.5332 |
|
0.618 |
1.5274 |
|
0.500 |
1.5256 |
|
0.382 |
1.5237 |
|
LOW |
1.5179 |
|
0.618 |
1.5084 |
|
1.000 |
1.5026 |
|
1.618 |
1.4931 |
|
2.618 |
1.4778 |
|
4.250 |
1.4529 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5305 |
1.5305 |
| PP |
1.5280 |
1.5280 |
| S1 |
1.5256 |
1.5256 |
|