CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5823 |
1.5861 |
0.0038 |
0.2% |
1.5535 |
| High |
1.5892 |
1.5870 |
-0.0022 |
-0.1% |
1.5892 |
| Low |
1.5803 |
1.5829 |
0.0026 |
0.2% |
1.5485 |
| Close |
1.5854 |
1.5861 |
0.0007 |
0.0% |
1.5861 |
| Range |
0.0089 |
0.0041 |
-0.0048 |
-53.9% |
0.0407 |
| ATR |
0.0104 |
0.0100 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
38 |
27 |
-11 |
-28.9% |
141 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5976 |
1.5960 |
1.5884 |
|
| R3 |
1.5935 |
1.5919 |
1.5872 |
|
| R2 |
1.5894 |
1.5894 |
1.5869 |
|
| R1 |
1.5878 |
1.5878 |
1.5865 |
1.5882 |
| PP |
1.5853 |
1.5853 |
1.5853 |
1.5855 |
| S1 |
1.5837 |
1.5837 |
1.5857 |
1.5841 |
| S2 |
1.5812 |
1.5812 |
1.5853 |
|
| S3 |
1.5771 |
1.5796 |
1.5850 |
|
| S4 |
1.5730 |
1.5755 |
1.5838 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6967 |
1.6821 |
1.6085 |
|
| R3 |
1.6560 |
1.6414 |
1.5973 |
|
| R2 |
1.6153 |
1.6153 |
1.5936 |
|
| R1 |
1.6007 |
1.6007 |
1.5898 |
1.6080 |
| PP |
1.5746 |
1.5746 |
1.5746 |
1.5783 |
| S1 |
1.5600 |
1.5600 |
1.5824 |
1.5673 |
| S2 |
1.5339 |
1.5339 |
1.5786 |
|
| S3 |
1.4932 |
1.5193 |
1.5749 |
|
| S4 |
1.4525 |
1.4786 |
1.5637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5892 |
1.5485 |
0.0407 |
2.6% |
0.0096 |
0.6% |
92% |
False |
False |
28 |
| 10 |
1.5892 |
1.5187 |
0.0705 |
4.4% |
0.0104 |
0.7% |
96% |
False |
False |
21 |
| 20 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0082 |
0.5% |
96% |
False |
False |
12 |
| 40 |
1.5892 |
1.5066 |
0.0826 |
5.2% |
0.0064 |
0.4% |
96% |
False |
False |
8 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.0% |
0.0045 |
0.3% |
98% |
False |
False |
7 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.0% |
0.0037 |
0.2% |
98% |
False |
False |
6 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.0% |
0.0030 |
0.2% |
98% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6044 |
|
2.618 |
1.5977 |
|
1.618 |
1.5936 |
|
1.000 |
1.5911 |
|
0.618 |
1.5895 |
|
HIGH |
1.5870 |
|
0.618 |
1.5854 |
|
0.500 |
1.5850 |
|
0.382 |
1.5845 |
|
LOW |
1.5829 |
|
0.618 |
1.5804 |
|
1.000 |
1.5788 |
|
1.618 |
1.5763 |
|
2.618 |
1.5722 |
|
4.250 |
1.5655 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5857 |
1.5831 |
| PP |
1.5853 |
1.5801 |
| S1 |
1.5850 |
1.5771 |
|