CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5711 |
1.5681 |
-0.0030 |
-0.2% |
1.5878 |
| High |
1.5737 |
1.5700 |
-0.0037 |
-0.2% |
1.5890 |
| Low |
1.5700 |
1.5575 |
-0.0125 |
-0.8% |
1.5653 |
| Close |
1.5716 |
1.5584 |
-0.0132 |
-0.8% |
1.5713 |
| Range |
0.0037 |
0.0125 |
0.0088 |
237.8% |
0.0237 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.7% |
0.0000 |
| Volume |
129 |
16 |
-113 |
-87.6% |
117 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5995 |
1.5914 |
1.5653 |
|
| R3 |
1.5870 |
1.5789 |
1.5618 |
|
| R2 |
1.5745 |
1.5745 |
1.5607 |
|
| R1 |
1.5664 |
1.5664 |
1.5595 |
1.5642 |
| PP |
1.5620 |
1.5620 |
1.5620 |
1.5609 |
| S1 |
1.5539 |
1.5539 |
1.5573 |
1.5517 |
| S2 |
1.5495 |
1.5495 |
1.5561 |
|
| S3 |
1.5370 |
1.5414 |
1.5550 |
|
| S4 |
1.5245 |
1.5289 |
1.5515 |
|
|
| 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 |
1.5767 |
1.5575 |
0.0192 |
1.2% |
0.0078 |
0.5% |
5% |
False |
True |
47 |
| 10 |
1.5892 |
1.5575 |
0.0317 |
2.0% |
0.0084 |
0.5% |
3% |
False |
True |
37 |
| 20 |
1.5892 |
1.5187 |
0.0705 |
4.5% |
0.0095 |
0.6% |
56% |
False |
False |
26 |
| 40 |
1.5892 |
1.5147 |
0.0745 |
4.8% |
0.0072 |
0.5% |
59% |
False |
False |
15 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0056 |
0.4% |
76% |
False |
False |
12 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0045 |
0.3% |
76% |
False |
False |
9 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0037 |
0.2% |
76% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6231 |
|
2.618 |
1.6027 |
|
1.618 |
1.5902 |
|
1.000 |
1.5825 |
|
0.618 |
1.5777 |
|
HIGH |
1.5700 |
|
0.618 |
1.5652 |
|
0.500 |
1.5638 |
|
0.382 |
1.5623 |
|
LOW |
1.5575 |
|
0.618 |
1.5498 |
|
1.000 |
1.5450 |
|
1.618 |
1.5373 |
|
2.618 |
1.5248 |
|
4.250 |
1.5044 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5638 |
1.5671 |
| PP |
1.5620 |
1.5642 |
| S1 |
1.5602 |
1.5613 |
|