CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5773 |
1.5715 |
-0.0058 |
-0.4% |
1.5535 |
| High |
1.5791 |
1.5777 |
-0.0014 |
-0.1% |
1.5892 |
| Low |
1.5697 |
1.5653 |
-0.0044 |
-0.3% |
1.5485 |
| Close |
1.5697 |
1.5683 |
-0.0014 |
-0.1% |
1.5861 |
| Range |
0.0094 |
0.0124 |
0.0030 |
31.9% |
0.0407 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
1.6% |
0.0000 |
| Volume |
17 |
27 |
10 |
58.8% |
141 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6076 |
1.6004 |
1.5751 |
|
| R3 |
1.5952 |
1.5880 |
1.5717 |
|
| R2 |
1.5828 |
1.5828 |
1.5706 |
|
| R1 |
1.5756 |
1.5756 |
1.5694 |
1.5730 |
| PP |
1.5704 |
1.5704 |
1.5704 |
1.5692 |
| S1 |
1.5632 |
1.5632 |
1.5672 |
1.5606 |
| S2 |
1.5580 |
1.5580 |
1.5660 |
|
| S3 |
1.5456 |
1.5508 |
1.5649 |
|
| S4 |
1.5332 |
1.5384 |
1.5615 |
|
|
| 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 |
1.5653 |
0.0239 |
1.5% |
0.0090 |
0.6% |
13% |
False |
True |
26 |
| 10 |
1.5892 |
1.5430 |
0.0462 |
2.9% |
0.0099 |
0.6% |
55% |
False |
False |
25 |
| 20 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0094 |
0.6% |
71% |
False |
False |
15 |
| 40 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0069 |
0.4% |
74% |
False |
False |
9 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0050 |
0.3% |
84% |
False |
False |
8 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0040 |
0.3% |
84% |
False |
False |
6 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0033 |
0.2% |
84% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6304 |
|
2.618 |
1.6102 |
|
1.618 |
1.5978 |
|
1.000 |
1.5901 |
|
0.618 |
1.5854 |
|
HIGH |
1.5777 |
|
0.618 |
1.5730 |
|
0.500 |
1.5715 |
|
0.382 |
1.5700 |
|
LOW |
1.5653 |
|
0.618 |
1.5576 |
|
1.000 |
1.5529 |
|
1.618 |
1.5452 |
|
2.618 |
1.5328 |
|
4.250 |
1.5126 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5715 |
1.5772 |
| PP |
1.5704 |
1.5742 |
| S1 |
1.5694 |
1.5713 |
|