CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5300 |
1.5355 |
0.0055 |
0.4% |
1.5284 |
| High |
1.5356 |
1.5543 |
0.0187 |
1.2% |
1.5390 |
| Low |
1.5300 |
1.5355 |
0.0055 |
0.4% |
1.5179 |
| Close |
1.5356 |
1.5509 |
0.0153 |
1.0% |
1.5259 |
| Range |
0.0056 |
0.0188 |
0.0132 |
235.7% |
0.0211 |
| ATR |
0.0094 |
0.0101 |
0.0007 |
7.2% |
0.0000 |
| Volume |
4 |
9 |
5 |
125.0% |
25 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6033 |
1.5959 |
1.5612 |
|
| R3 |
1.5845 |
1.5771 |
1.5561 |
|
| R2 |
1.5657 |
1.5657 |
1.5543 |
|
| R1 |
1.5583 |
1.5583 |
1.5526 |
1.5620 |
| PP |
1.5469 |
1.5469 |
1.5469 |
1.5488 |
| S1 |
1.5395 |
1.5395 |
1.5492 |
1.5432 |
| S2 |
1.5281 |
1.5281 |
1.5475 |
|
| S3 |
1.5093 |
1.5207 |
1.5457 |
|
| S4 |
1.4905 |
1.5019 |
1.5406 |
|
|
| 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 |
1.5543 |
1.5187 |
0.0356 |
2.3% |
0.0105 |
0.7% |
90% |
True |
False |
7 |
| 10 |
1.5543 |
1.5179 |
0.0364 |
2.3% |
0.0089 |
0.6% |
91% |
True |
False |
6 |
| 20 |
1.5745 |
1.5179 |
0.0566 |
3.6% |
0.0055 |
0.4% |
58% |
False |
False |
4 |
| 40 |
1.5745 |
1.4754 |
0.0991 |
6.4% |
0.0049 |
0.3% |
76% |
False |
False |
6 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0034 |
0.2% |
79% |
False |
False |
4 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0029 |
0.2% |
79% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6342 |
|
2.618 |
1.6035 |
|
1.618 |
1.5847 |
|
1.000 |
1.5731 |
|
0.618 |
1.5659 |
|
HIGH |
1.5543 |
|
0.618 |
1.5471 |
|
0.500 |
1.5449 |
|
0.382 |
1.5427 |
|
LOW |
1.5355 |
|
0.618 |
1.5239 |
|
1.000 |
1.5167 |
|
1.618 |
1.5051 |
|
2.618 |
1.4863 |
|
4.250 |
1.4556 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5489 |
1.5461 |
| PP |
1.5469 |
1.5413 |
| S1 |
1.5449 |
1.5365 |
|