CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5453 |
1.5535 |
0.0082 |
0.5% |
1.5203 |
| High |
1.5571 |
1.5589 |
0.0018 |
0.1% |
1.5571 |
| Low |
1.5453 |
1.5485 |
0.0032 |
0.2% |
1.5187 |
| Close |
1.5537 |
1.5589 |
0.0052 |
0.3% |
1.5537 |
| Range |
0.0118 |
0.0104 |
-0.0014 |
-11.9% |
0.0384 |
| ATR |
0.0100 |
0.0101 |
0.0000 |
0.3% |
0.0000 |
| Volume |
5 |
8 |
3 |
60.0% |
75 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5866 |
1.5832 |
1.5646 |
|
| R3 |
1.5762 |
1.5728 |
1.5618 |
|
| R2 |
1.5658 |
1.5658 |
1.5608 |
|
| R1 |
1.5624 |
1.5624 |
1.5599 |
1.5641 |
| PP |
1.5554 |
1.5554 |
1.5554 |
1.5563 |
| S1 |
1.5520 |
1.5520 |
1.5579 |
1.5537 |
| S2 |
1.5450 |
1.5450 |
1.5570 |
|
| S3 |
1.5346 |
1.5416 |
1.5560 |
|
| S4 |
1.5242 |
1.5312 |
1.5532 |
|
|
| 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 |
1.5589 |
1.5300 |
0.0289 |
1.9% |
0.0108 |
0.7% |
100% |
True |
False |
13 |
| 10 |
1.5589 |
1.5179 |
0.0410 |
2.6% |
0.0105 |
0.7% |
100% |
True |
False |
10 |
| 20 |
1.5684 |
1.5179 |
0.0505 |
3.2% |
0.0067 |
0.4% |
81% |
False |
False |
6 |
| 40 |
1.5745 |
1.4882 |
0.0863 |
5.5% |
0.0055 |
0.4% |
82% |
False |
False |
6 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0038 |
0.2% |
86% |
False |
False |
5 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0032 |
0.2% |
86% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6031 |
|
2.618 |
1.5861 |
|
1.618 |
1.5757 |
|
1.000 |
1.5693 |
|
0.618 |
1.5653 |
|
HIGH |
1.5589 |
|
0.618 |
1.5549 |
|
0.500 |
1.5537 |
|
0.382 |
1.5525 |
|
LOW |
1.5485 |
|
0.618 |
1.5421 |
|
1.000 |
1.5381 |
|
1.618 |
1.5317 |
|
2.618 |
1.5213 |
|
4.250 |
1.5043 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5572 |
1.5563 |
| PP |
1.5554 |
1.5536 |
| S1 |
1.5537 |
1.5510 |
|