CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5535 |
1.5578 |
0.0043 |
0.3% |
1.5203 |
| High |
1.5589 |
1.5631 |
0.0042 |
0.3% |
1.5571 |
| Low |
1.5485 |
1.5545 |
0.0060 |
0.4% |
1.5187 |
| Close |
1.5589 |
1.5631 |
0.0042 |
0.3% |
1.5537 |
| Range |
0.0104 |
0.0086 |
-0.0018 |
-17.3% |
0.0384 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
8 |
54 |
46 |
575.0% |
75 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5860 |
1.5832 |
1.5678 |
|
| R3 |
1.5774 |
1.5746 |
1.5655 |
|
| R2 |
1.5688 |
1.5688 |
1.5647 |
|
| R1 |
1.5660 |
1.5660 |
1.5639 |
1.5674 |
| PP |
1.5602 |
1.5602 |
1.5602 |
1.5610 |
| S1 |
1.5574 |
1.5574 |
1.5623 |
1.5588 |
| S2 |
1.5516 |
1.5516 |
1.5615 |
|
| S3 |
1.5430 |
1.5488 |
1.5607 |
|
| S4 |
1.5344 |
1.5402 |
1.5584 |
|
|
| 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 |
1.5631 |
1.5355 |
0.0276 |
1.8% |
0.0114 |
0.7% |
100% |
True |
False |
23 |
| 10 |
1.5631 |
1.5187 |
0.0444 |
2.8% |
0.0099 |
0.6% |
100% |
True |
False |
15 |
| 20 |
1.5658 |
1.5179 |
0.0479 |
3.1% |
0.0069 |
0.4% |
94% |
False |
False |
8 |
| 40 |
1.5745 |
1.4904 |
0.0841 |
5.4% |
0.0057 |
0.4% |
86% |
False |
False |
7 |
| 60 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0040 |
0.3% |
90% |
False |
False |
6 |
| 80 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0033 |
0.2% |
90% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5997 |
|
2.618 |
1.5856 |
|
1.618 |
1.5770 |
|
1.000 |
1.5717 |
|
0.618 |
1.5684 |
|
HIGH |
1.5631 |
|
0.618 |
1.5598 |
|
0.500 |
1.5588 |
|
0.382 |
1.5578 |
|
LOW |
1.5545 |
|
0.618 |
1.5492 |
|
1.000 |
1.5459 |
|
1.618 |
1.5406 |
|
2.618 |
1.5320 |
|
4.250 |
1.5180 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5617 |
1.5601 |
| PP |
1.5602 |
1.5572 |
| S1 |
1.5588 |
1.5542 |
|