CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5203 |
1.5300 |
0.0097 |
0.6% |
1.5284 |
| High |
1.5315 |
1.5356 |
0.0041 |
0.3% |
1.5390 |
| Low |
1.5187 |
1.5300 |
0.0113 |
0.7% |
1.5179 |
| Close |
1.5315 |
1.5356 |
0.0041 |
0.3% |
1.5259 |
| Range |
0.0128 |
0.0056 |
-0.0072 |
-56.3% |
0.0211 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
14 |
4 |
-10 |
-71.4% |
25 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5505 |
1.5487 |
1.5387 |
|
| R3 |
1.5449 |
1.5431 |
1.5371 |
|
| R2 |
1.5393 |
1.5393 |
1.5366 |
|
| R1 |
1.5375 |
1.5375 |
1.5361 |
1.5384 |
| PP |
1.5337 |
1.5337 |
1.5337 |
1.5342 |
| S1 |
1.5319 |
1.5319 |
1.5351 |
1.5328 |
| S2 |
1.5281 |
1.5281 |
1.5346 |
|
| S3 |
1.5225 |
1.5263 |
1.5341 |
|
| S4 |
1.5169 |
1.5207 |
1.5325 |
|
|
| 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 |
1.5187 |
0.0203 |
1.3% |
0.0083 |
0.5% |
83% |
False |
False |
7 |
| 10 |
1.5390 |
1.5179 |
0.0211 |
1.4% |
0.0078 |
0.5% |
84% |
False |
False |
5 |
| 20 |
1.5745 |
1.5179 |
0.0566 |
3.7% |
0.0051 |
0.3% |
31% |
False |
False |
3 |
| 40 |
1.5745 |
1.4754 |
0.0991 |
6.5% |
0.0044 |
0.3% |
61% |
False |
False |
5 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0030 |
0.2% |
65% |
False |
False |
4 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.3% |
0.0026 |
0.2% |
65% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5594 |
|
2.618 |
1.5503 |
|
1.618 |
1.5447 |
|
1.000 |
1.5412 |
|
0.618 |
1.5391 |
|
HIGH |
1.5356 |
|
0.618 |
1.5335 |
|
0.500 |
1.5328 |
|
0.382 |
1.5321 |
|
LOW |
1.5300 |
|
0.618 |
1.5265 |
|
1.000 |
1.5244 |
|
1.618 |
1.5209 |
|
2.618 |
1.5153 |
|
4.250 |
1.5062 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5347 |
1.5328 |
| PP |
1.5337 |
1.5300 |
| S1 |
1.5328 |
1.5272 |
|