CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5715 |
1.5670 |
-0.0045 |
-0.3% |
1.5535 |
| High |
1.5777 |
1.5751 |
-0.0026 |
-0.2% |
1.5892 |
| Low |
1.5653 |
1.5670 |
0.0017 |
0.1% |
1.5485 |
| Close |
1.5683 |
1.5714 |
0.0031 |
0.2% |
1.5861 |
| Range |
0.0124 |
0.0081 |
-0.0043 |
-34.7% |
0.0407 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
27 |
22 |
-5 |
-18.5% |
141 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5955 |
1.5915 |
1.5759 |
|
| R3 |
1.5874 |
1.5834 |
1.5736 |
|
| R2 |
1.5793 |
1.5793 |
1.5729 |
|
| R1 |
1.5753 |
1.5753 |
1.5721 |
1.5773 |
| PP |
1.5712 |
1.5712 |
1.5712 |
1.5722 |
| S1 |
1.5672 |
1.5672 |
1.5707 |
1.5692 |
| S2 |
1.5631 |
1.5631 |
1.5699 |
|
| S3 |
1.5550 |
1.5591 |
1.5692 |
|
| S4 |
1.5469 |
1.5510 |
1.5669 |
|
|
| 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 |
1.5890 |
1.5653 |
0.0237 |
1.5% |
0.0088 |
0.6% |
26% |
False |
False |
23 |
| 10 |
1.5892 |
1.5453 |
0.0439 |
2.8% |
0.0100 |
0.6% |
59% |
False |
False |
23 |
| 20 |
1.5892 |
1.5179 |
0.0713 |
4.5% |
0.0097 |
0.6% |
75% |
False |
False |
16 |
| 40 |
1.5892 |
1.5103 |
0.0789 |
5.0% |
0.0071 |
0.5% |
77% |
False |
False |
9 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0051 |
0.3% |
86% |
False |
False |
9 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0041 |
0.3% |
86% |
False |
False |
7 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0034 |
0.2% |
86% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6095 |
|
2.618 |
1.5963 |
|
1.618 |
1.5882 |
|
1.000 |
1.5832 |
|
0.618 |
1.5801 |
|
HIGH |
1.5751 |
|
0.618 |
1.5720 |
|
0.500 |
1.5711 |
|
0.382 |
1.5701 |
|
LOW |
1.5670 |
|
0.618 |
1.5620 |
|
1.000 |
1.5589 |
|
1.618 |
1.5539 |
|
2.618 |
1.5458 |
|
4.250 |
1.5326 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5713 |
1.5722 |
| PP |
1.5712 |
1.5719 |
| S1 |
1.5711 |
1.5717 |
|