CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5580 |
1.5590 |
0.0010 |
0.1% |
1.5702 |
| High |
1.5620 |
1.5620 |
0.0000 |
0.0% |
1.5767 |
| Low |
1.5562 |
1.5537 |
-0.0025 |
-0.2% |
1.5562 |
| Close |
1.5583 |
1.5587 |
0.0004 |
0.0% |
1.5583 |
| Range |
0.0058 |
0.0083 |
0.0025 |
43.1% |
0.0205 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
60 |
28 |
-32 |
-53.3% |
250 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5830 |
1.5792 |
1.5633 |
|
| R3 |
1.5747 |
1.5709 |
1.5610 |
|
| R2 |
1.5664 |
1.5664 |
1.5602 |
|
| R1 |
1.5626 |
1.5626 |
1.5595 |
1.5604 |
| PP |
1.5581 |
1.5581 |
1.5581 |
1.5570 |
| S1 |
1.5543 |
1.5543 |
1.5579 |
1.5521 |
| S2 |
1.5498 |
1.5498 |
1.5572 |
|
| S3 |
1.5415 |
1.5460 |
1.5564 |
|
| S4 |
1.5332 |
1.5377 |
1.5541 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6252 |
1.6123 |
1.5696 |
|
| R3 |
1.6047 |
1.5918 |
1.5639 |
|
| R2 |
1.5842 |
1.5842 |
1.5621 |
|
| R1 |
1.5713 |
1.5713 |
1.5602 |
1.5675 |
| PP |
1.5637 |
1.5637 |
1.5637 |
1.5619 |
| S1 |
1.5508 |
1.5508 |
1.5564 |
1.5470 |
| S2 |
1.5432 |
1.5432 |
1.5545 |
|
| S3 |
1.5227 |
1.5303 |
1.5527 |
|
| S4 |
1.5022 |
1.5098 |
1.5470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5767 |
1.5537 |
0.0230 |
1.5% |
0.0080 |
0.5% |
22% |
False |
True |
55 |
| 10 |
1.5890 |
1.5537 |
0.0353 |
2.3% |
0.0085 |
0.5% |
14% |
False |
True |
39 |
| 20 |
1.5892 |
1.5187 |
0.0705 |
4.5% |
0.0095 |
0.6% |
57% |
False |
False |
30 |
| 40 |
1.5892 |
1.5179 |
0.0713 |
4.6% |
0.0074 |
0.5% |
57% |
False |
False |
16 |
| 60 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0059 |
0.4% |
76% |
False |
False |
13 |
| 80 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0044 |
0.3% |
76% |
False |
False |
10 |
| 100 |
1.5892 |
1.4625 |
0.1267 |
8.1% |
0.0038 |
0.2% |
76% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5973 |
|
2.618 |
1.5837 |
|
1.618 |
1.5754 |
|
1.000 |
1.5703 |
|
0.618 |
1.5671 |
|
HIGH |
1.5620 |
|
0.618 |
1.5588 |
|
0.500 |
1.5579 |
|
0.382 |
1.5569 |
|
LOW |
1.5537 |
|
0.618 |
1.5486 |
|
1.000 |
1.5454 |
|
1.618 |
1.5403 |
|
2.618 |
1.5320 |
|
4.250 |
1.5184 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5584 |
1.5619 |
| PP |
1.5581 |
1.5608 |
| S1 |
1.5579 |
1.5598 |
|