CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5350 |
1.5312 |
-0.0038 |
-0.2% |
1.5284 |
| High |
1.5390 |
1.5314 |
-0.0076 |
-0.5% |
1.5390 |
| Low |
1.5341 |
1.5208 |
-0.0133 |
-0.9% |
1.5179 |
| Close |
1.5350 |
1.5259 |
-0.0091 |
-0.6% |
1.5259 |
| Range |
0.0049 |
0.0106 |
0.0057 |
116.3% |
0.0211 |
| ATR |
0.0091 |
0.0094 |
0.0004 |
4.0% |
0.0000 |
| Volume |
6 |
5 |
-1 |
-16.7% |
25 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5578 |
1.5525 |
1.5317 |
|
| R3 |
1.5472 |
1.5419 |
1.5288 |
|
| R2 |
1.5366 |
1.5366 |
1.5278 |
|
| R1 |
1.5313 |
1.5313 |
1.5269 |
1.5287 |
| PP |
1.5260 |
1.5260 |
1.5260 |
1.5247 |
| S1 |
1.5207 |
1.5207 |
1.5249 |
1.5181 |
| S2 |
1.5154 |
1.5154 |
1.5240 |
|
| S3 |
1.5048 |
1.5101 |
1.5230 |
|
| S4 |
1.4942 |
1.4995 |
1.5201 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5909 |
1.5795 |
1.5375 |
|
| R3 |
1.5698 |
1.5584 |
1.5317 |
|
| R2 |
1.5487 |
1.5487 |
1.5298 |
|
| R1 |
1.5373 |
1.5373 |
1.5278 |
1.5325 |
| PP |
1.5276 |
1.5276 |
1.5276 |
1.5252 |
| S1 |
1.5162 |
1.5162 |
1.5240 |
1.5114 |
| S2 |
1.5065 |
1.5065 |
1.5220 |
|
| S3 |
1.4854 |
1.4951 |
1.5201 |
|
| S4 |
1.4643 |
1.4740 |
1.5143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5390 |
1.5179 |
0.0211 |
1.4% |
0.0098 |
0.6% |
38% |
False |
False |
5 |
| 10 |
1.5468 |
1.5179 |
0.0289 |
1.9% |
0.0060 |
0.4% |
28% |
False |
False |
3 |
| 20 |
1.5745 |
1.5179 |
0.0566 |
3.7% |
0.0052 |
0.3% |
14% |
False |
False |
3 |
| 40 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0041 |
0.3% |
57% |
False |
False |
5 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0028 |
0.2% |
57% |
False |
False |
4 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0024 |
0.2% |
57% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5765 |
|
2.618 |
1.5592 |
|
1.618 |
1.5486 |
|
1.000 |
1.5420 |
|
0.618 |
1.5380 |
|
HIGH |
1.5314 |
|
0.618 |
1.5274 |
|
0.500 |
1.5261 |
|
0.382 |
1.5248 |
|
LOW |
1.5208 |
|
0.618 |
1.5142 |
|
1.000 |
1.5102 |
|
1.618 |
1.5036 |
|
2.618 |
1.4930 |
|
4.250 |
1.4758 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5261 |
1.5299 |
| PP |
1.5260 |
1.5286 |
| S1 |
1.5260 |
1.5272 |
|