CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5355 |
1.5430 |
0.0075 |
0.5% |
1.5284 |
| High |
1.5543 |
1.5502 |
-0.0041 |
-0.3% |
1.5390 |
| Low |
1.5355 |
1.5430 |
0.0075 |
0.5% |
1.5179 |
| Close |
1.5509 |
1.5502 |
-0.0007 |
0.0% |
1.5259 |
| Range |
0.0188 |
0.0072 |
-0.0116 |
-61.7% |
0.0211 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
9 |
43 |
34 |
377.8% |
25 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5694 |
1.5670 |
1.5542 |
|
| R3 |
1.5622 |
1.5598 |
1.5522 |
|
| R2 |
1.5550 |
1.5550 |
1.5515 |
|
| R1 |
1.5526 |
1.5526 |
1.5509 |
1.5538 |
| PP |
1.5478 |
1.5478 |
1.5478 |
1.5484 |
| S1 |
1.5454 |
1.5454 |
1.5495 |
1.5466 |
| S2 |
1.5406 |
1.5406 |
1.5489 |
|
| S3 |
1.5334 |
1.5382 |
1.5482 |
|
| S4 |
1.5262 |
1.5310 |
1.5462 |
|
|
| 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% |
0.0110 |
0.7% |
88% |
False |
False |
15 |
| 10 |
1.5543 |
1.5179 |
0.0364 |
2.3% |
0.0094 |
0.6% |
89% |
False |
False |
9 |
| 20 |
1.5745 |
1.5179 |
0.0566 |
3.7% |
0.0057 |
0.4% |
57% |
False |
False |
5 |
| 40 |
1.5745 |
1.4882 |
0.0863 |
5.6% |
0.0049 |
0.3% |
72% |
False |
False |
7 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0035 |
0.2% |
78% |
False |
False |
5 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0029 |
0.2% |
78% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5808 |
|
2.618 |
1.5690 |
|
1.618 |
1.5618 |
|
1.000 |
1.5574 |
|
0.618 |
1.5546 |
|
HIGH |
1.5502 |
|
0.618 |
1.5474 |
|
0.500 |
1.5466 |
|
0.382 |
1.5458 |
|
LOW |
1.5430 |
|
0.618 |
1.5386 |
|
1.000 |
1.5358 |
|
1.618 |
1.5314 |
|
2.618 |
1.5242 |
|
4.250 |
1.5124 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5490 |
1.5475 |
| PP |
1.5478 |
1.5448 |
| S1 |
1.5466 |
1.5422 |
|