CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5578 |
1.5662 |
0.0084 |
0.5% |
1.5203 |
| High |
1.5631 |
1.5811 |
0.0180 |
1.2% |
1.5571 |
| Low |
1.5545 |
1.5650 |
0.0105 |
0.7% |
1.5187 |
| Close |
1.5631 |
1.5811 |
0.0180 |
1.2% |
1.5537 |
| Range |
0.0086 |
0.0161 |
0.0075 |
87.2% |
0.0384 |
| ATR |
0.0100 |
0.0105 |
0.0006 |
5.8% |
0.0000 |
| Volume |
54 |
14 |
-40 |
-74.1% |
75 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6240 |
1.6187 |
1.5900 |
|
| R3 |
1.6079 |
1.6026 |
1.5855 |
|
| R2 |
1.5918 |
1.5918 |
1.5841 |
|
| R1 |
1.5865 |
1.5865 |
1.5826 |
1.5892 |
| PP |
1.5757 |
1.5757 |
1.5757 |
1.5771 |
| S1 |
1.5704 |
1.5704 |
1.5796 |
1.5731 |
| S2 |
1.5596 |
1.5596 |
1.5781 |
|
| S3 |
1.5435 |
1.5543 |
1.5767 |
|
| S4 |
1.5274 |
1.5382 |
1.5722 |
|
|
| 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 |
1.5811 |
1.5430 |
0.0381 |
2.4% |
0.0108 |
0.7% |
100% |
True |
False |
24 |
| 10 |
1.5811 |
1.5187 |
0.0624 |
3.9% |
0.0107 |
0.7% |
100% |
True |
False |
16 |
| 20 |
1.5811 |
1.5179 |
0.0632 |
4.0% |
0.0076 |
0.5% |
100% |
True |
False |
9 |
| 40 |
1.5811 |
1.5025 |
0.0786 |
5.0% |
0.0061 |
0.4% |
100% |
True |
False |
7 |
| 60 |
1.5811 |
1.4625 |
0.1186 |
7.5% |
0.0042 |
0.3% |
100% |
True |
False |
6 |
| 80 |
1.5811 |
1.4625 |
0.1186 |
7.5% |
0.0035 |
0.2% |
100% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6495 |
|
2.618 |
1.6232 |
|
1.618 |
1.6071 |
|
1.000 |
1.5972 |
|
0.618 |
1.5910 |
|
HIGH |
1.5811 |
|
0.618 |
1.5749 |
|
0.500 |
1.5731 |
|
0.382 |
1.5712 |
|
LOW |
1.5650 |
|
0.618 |
1.5551 |
|
1.000 |
1.5489 |
|
1.618 |
1.5390 |
|
2.618 |
1.5229 |
|
4.250 |
1.4966 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5784 |
1.5757 |
| PP |
1.5757 |
1.5702 |
| S1 |
1.5731 |
1.5648 |
|