CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5681 |
1.5580 |
-0.0101 |
-0.6% |
1.5878 |
| High |
1.5700 |
1.5620 |
-0.0080 |
-0.5% |
1.5890 |
| Low |
1.5575 |
1.5562 |
-0.0013 |
-0.1% |
1.5653 |
| Close |
1.5584 |
1.5583 |
-0.0001 |
0.0% |
1.5713 |
| Range |
0.0125 |
0.0058 |
-0.0067 |
-53.6% |
0.0237 |
| ATR |
0.0096 |
0.0094 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
16 |
60 |
44 |
275.0% |
117 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5762 |
1.5731 |
1.5615 |
|
| R3 |
1.5704 |
1.5673 |
1.5599 |
|
| R2 |
1.5646 |
1.5646 |
1.5594 |
|
| R1 |
1.5615 |
1.5615 |
1.5588 |
1.5631 |
| PP |
1.5588 |
1.5588 |
1.5588 |
1.5596 |
| S1 |
1.5557 |
1.5557 |
1.5578 |
1.5573 |
| S2 |
1.5530 |
1.5530 |
1.5572 |
|
| S3 |
1.5472 |
1.5499 |
1.5567 |
|
| S4 |
1.5414 |
1.5441 |
1.5551 |
|
|
| 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 |
1.5562 |
0.0205 |
1.3% |
0.0073 |
0.5% |
10% |
False |
True |
55 |
| 10 |
1.5890 |
1.5562 |
0.0328 |
2.1% |
0.0081 |
0.5% |
6% |
False |
True |
39 |
| 20 |
1.5892 |
1.5187 |
0.0705 |
4.5% |
0.0096 |
0.6% |
56% |
False |
False |
29 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0071 |
0.5% |
57% |
False |
False |
16 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0057 |
0.4% |
76% |
False |
False |
13 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0043 |
0.3% |
76% |
False |
False |
10 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0037 |
0.2% |
76% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5867 |
|
2.618 |
1.5772 |
|
1.618 |
1.5714 |
|
1.000 |
1.5678 |
|
0.618 |
1.5656 |
|
HIGH |
1.5620 |
|
0.618 |
1.5598 |
|
0.500 |
1.5591 |
|
0.382 |
1.5584 |
|
LOW |
1.5562 |
|
0.618 |
1.5526 |
|
1.000 |
1.5504 |
|
1.618 |
1.5468 |
|
2.618 |
1.5410 |
|
4.250 |
1.5316 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5591 |
1.5650 |
| PP |
1.5588 |
1.5627 |
| S1 |
1.5586 |
1.5605 |
|