CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5430 |
1.5453 |
0.0023 |
0.1% |
1.5203 |
| High |
1.5502 |
1.5571 |
0.0069 |
0.4% |
1.5571 |
| Low |
1.5430 |
1.5453 |
0.0023 |
0.1% |
1.5187 |
| Close |
1.5502 |
1.5537 |
0.0035 |
0.2% |
1.5537 |
| Range |
0.0072 |
0.0118 |
0.0046 |
63.9% |
0.0384 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.4% |
0.0000 |
| Volume |
43 |
5 |
-38 |
-88.4% |
75 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5874 |
1.5824 |
1.5602 |
|
| R3 |
1.5756 |
1.5706 |
1.5569 |
|
| R2 |
1.5638 |
1.5638 |
1.5559 |
|
| R1 |
1.5588 |
1.5588 |
1.5548 |
1.5613 |
| PP |
1.5520 |
1.5520 |
1.5520 |
1.5533 |
| S1 |
1.5470 |
1.5470 |
1.5526 |
1.5495 |
| S2 |
1.5402 |
1.5402 |
1.5515 |
|
| S3 |
1.5284 |
1.5352 |
1.5505 |
|
| S4 |
1.5166 |
1.5234 |
1.5472 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6584 |
1.6444 |
1.5748 |
|
| R3 |
1.6200 |
1.6060 |
1.5643 |
|
| R2 |
1.5816 |
1.5816 |
1.5607 |
|
| R1 |
1.5676 |
1.5676 |
1.5572 |
1.5746 |
| PP |
1.5432 |
1.5432 |
1.5432 |
1.5467 |
| S1 |
1.5292 |
1.5292 |
1.5502 |
1.5362 |
| S2 |
1.5048 |
1.5048 |
1.5467 |
|
| S3 |
1.4664 |
1.4908 |
1.5431 |
|
| S4 |
1.4280 |
1.4524 |
1.5326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5571 |
1.5187 |
0.0384 |
2.5% |
0.0112 |
0.7% |
91% |
True |
False |
15 |
| 10 |
1.5571 |
1.5179 |
0.0392 |
2.5% |
0.0105 |
0.7% |
91% |
True |
False |
10 |
| 20 |
1.5731 |
1.5179 |
0.0552 |
3.6% |
0.0063 |
0.4% |
65% |
False |
False |
6 |
| 40 |
1.5745 |
1.4882 |
0.0863 |
5.6% |
0.0052 |
0.3% |
76% |
False |
False |
6 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0036 |
0.2% |
81% |
False |
False |
5 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0031 |
0.2% |
81% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6073 |
|
2.618 |
1.5880 |
|
1.618 |
1.5762 |
|
1.000 |
1.5689 |
|
0.618 |
1.5644 |
|
HIGH |
1.5571 |
|
0.618 |
1.5526 |
|
0.500 |
1.5512 |
|
0.382 |
1.5498 |
|
LOW |
1.5453 |
|
0.618 |
1.5380 |
|
1.000 |
1.5335 |
|
1.618 |
1.5262 |
|
2.618 |
1.5144 |
|
4.250 |
1.4952 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5529 |
1.5512 |
| PP |
1.5520 |
1.5488 |
| S1 |
1.5512 |
1.5463 |
|