CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5662 |
1.5823 |
0.0161 |
1.0% |
1.5203 |
| High |
1.5811 |
1.5892 |
0.0081 |
0.5% |
1.5571 |
| Low |
1.5650 |
1.5803 |
0.0153 |
1.0% |
1.5187 |
| Close |
1.5811 |
1.5854 |
0.0043 |
0.3% |
1.5537 |
| Range |
0.0161 |
0.0089 |
-0.0072 |
-44.7% |
0.0384 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
14 |
38 |
24 |
171.4% |
75 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6117 |
1.6074 |
1.5903 |
|
| R3 |
1.6028 |
1.5985 |
1.5878 |
|
| R2 |
1.5939 |
1.5939 |
1.5870 |
|
| R1 |
1.5896 |
1.5896 |
1.5862 |
1.5918 |
| PP |
1.5850 |
1.5850 |
1.5850 |
1.5860 |
| S1 |
1.5807 |
1.5807 |
1.5846 |
1.5829 |
| S2 |
1.5761 |
1.5761 |
1.5838 |
|
| S3 |
1.5672 |
1.5718 |
1.5830 |
|
| S4 |
1.5583 |
1.5629 |
1.5805 |
|
|
| 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 |
1.5892 |
1.5453 |
0.0439 |
2.8% |
0.0112 |
0.7% |
91% |
True |
False |
23 |
| 10 |
1.5892 |
1.5187 |
0.0705 |
4.4% |
0.0111 |
0.7% |
95% |
True |
False |
19 |
| 20 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0080 |
0.5% |
95% |
True |
False |
11 |
| 40 |
1.5892 |
1.5035 |
0.0857 |
5.4% |
0.0063 |
0.4% |
96% |
True |
False |
8 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.0% |
0.0044 |
0.3% |
97% |
True |
False |
7 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.0% |
0.0036 |
0.2% |
97% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6270 |
|
2.618 |
1.6125 |
|
1.618 |
1.6036 |
|
1.000 |
1.5981 |
|
0.618 |
1.5947 |
|
HIGH |
1.5892 |
|
0.618 |
1.5858 |
|
0.500 |
1.5848 |
|
0.382 |
1.5837 |
|
LOW |
1.5803 |
|
0.618 |
1.5748 |
|
1.000 |
1.5714 |
|
1.618 |
1.5659 |
|
2.618 |
1.5570 |
|
4.250 |
1.5425 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5852 |
1.5809 |
| PP |
1.5850 |
1.5764 |
| S1 |
1.5848 |
1.5719 |
|