CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5312 |
1.5203 |
-0.0109 |
-0.7% |
1.5284 |
| High |
1.5314 |
1.5315 |
0.0001 |
0.0% |
1.5390 |
| Low |
1.5208 |
1.5187 |
-0.0021 |
-0.1% |
1.5179 |
| Close |
1.5259 |
1.5315 |
0.0056 |
0.4% |
1.5259 |
| Range |
0.0106 |
0.0128 |
0.0022 |
20.8% |
0.0211 |
| ATR |
0.0094 |
0.0097 |
0.0002 |
2.6% |
0.0000 |
| Volume |
5 |
14 |
9 |
180.0% |
25 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5656 |
1.5614 |
1.5385 |
|
| R3 |
1.5528 |
1.5486 |
1.5350 |
|
| R2 |
1.5400 |
1.5400 |
1.5338 |
|
| R1 |
1.5358 |
1.5358 |
1.5327 |
1.5379 |
| PP |
1.5272 |
1.5272 |
1.5272 |
1.5283 |
| S1 |
1.5230 |
1.5230 |
1.5303 |
1.5251 |
| S2 |
1.5144 |
1.5144 |
1.5292 |
|
| S3 |
1.5016 |
1.5102 |
1.5280 |
|
| S4 |
1.4888 |
1.4974 |
1.5245 |
|
|
| 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% |
0.0103 |
0.7% |
64% |
False |
False |
7 |
| 10 |
1.5390 |
1.5179 |
0.0211 |
1.4% |
0.0073 |
0.5% |
64% |
False |
False |
4 |
| 20 |
1.5745 |
1.5179 |
0.0566 |
3.7% |
0.0051 |
0.3% |
24% |
False |
False |
3 |
| 40 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0044 |
0.3% |
62% |
False |
False |
5 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0029 |
0.2% |
62% |
False |
False |
4 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0026 |
0.2% |
62% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5859 |
|
2.618 |
1.5650 |
|
1.618 |
1.5522 |
|
1.000 |
1.5443 |
|
0.618 |
1.5394 |
|
HIGH |
1.5315 |
|
0.618 |
1.5266 |
|
0.500 |
1.5251 |
|
0.382 |
1.5236 |
|
LOW |
1.5187 |
|
0.618 |
1.5108 |
|
1.000 |
1.5059 |
|
1.618 |
1.4980 |
|
2.618 |
1.4852 |
|
4.250 |
1.4643 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5294 |
1.5306 |
| PP |
1.5272 |
1.5297 |
| S1 |
1.5251 |
1.5289 |
|