CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5702 |
1.5711 |
0.0009 |
0.1% |
1.5878 |
| High |
1.5767 |
1.5737 |
-0.0030 |
-0.2% |
1.5890 |
| Low |
1.5670 |
1.5700 |
0.0030 |
0.2% |
1.5653 |
| Close |
1.5719 |
1.5716 |
-0.0003 |
0.0% |
1.5713 |
| Range |
0.0097 |
0.0037 |
-0.0060 |
-61.9% |
0.0237 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
45 |
129 |
84 |
186.7% |
117 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5829 |
1.5809 |
1.5736 |
|
| R3 |
1.5792 |
1.5772 |
1.5726 |
|
| R2 |
1.5755 |
1.5755 |
1.5723 |
|
| R1 |
1.5735 |
1.5735 |
1.5719 |
1.5745 |
| PP |
1.5718 |
1.5718 |
1.5718 |
1.5723 |
| S1 |
1.5698 |
1.5698 |
1.5713 |
1.5708 |
| S2 |
1.5681 |
1.5681 |
1.5709 |
|
| S3 |
1.5644 |
1.5661 |
1.5706 |
|
| S4 |
1.5607 |
1.5624 |
1.5696 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6463 |
1.6325 |
1.5843 |
|
| R3 |
1.6226 |
1.6088 |
1.5778 |
|
| R2 |
1.5989 |
1.5989 |
1.5756 |
|
| R1 |
1.5851 |
1.5851 |
1.5735 |
1.5802 |
| PP |
1.5752 |
1.5752 |
1.5752 |
1.5727 |
| S1 |
1.5614 |
1.5614 |
1.5691 |
1.5565 |
| S2 |
1.5515 |
1.5515 |
1.5670 |
|
| S3 |
1.5278 |
1.5377 |
1.5648 |
|
| S4 |
1.5041 |
1.5140 |
1.5583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5777 |
1.5653 |
0.0124 |
0.8% |
0.0077 |
0.5% |
51% |
False |
False |
50 |
| 10 |
1.5892 |
1.5650 |
0.0242 |
1.5% |
0.0087 |
0.6% |
27% |
False |
False |
37 |
| 20 |
1.5892 |
1.5187 |
0.0705 |
4.5% |
0.0093 |
0.6% |
75% |
False |
False |
26 |
| 40 |
1.5892 |
1.5147 |
0.0745 |
4.7% |
0.0069 |
0.4% |
76% |
False |
False |
14 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0054 |
0.3% |
86% |
False |
False |
12 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0043 |
0.3% |
86% |
False |
False |
9 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0035 |
0.2% |
86% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5894 |
|
2.618 |
1.5834 |
|
1.618 |
1.5797 |
|
1.000 |
1.5774 |
|
0.618 |
1.5760 |
|
HIGH |
1.5737 |
|
0.618 |
1.5723 |
|
0.500 |
1.5719 |
|
0.382 |
1.5714 |
|
LOW |
1.5700 |
|
0.618 |
1.5677 |
|
1.000 |
1.5663 |
|
1.618 |
1.5640 |
|
2.618 |
1.5603 |
|
4.250 |
1.5543 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5719 |
1.5719 |
| PP |
1.5718 |
1.5718 |
| S1 |
1.5717 |
1.5717 |
|