CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5158 |
1.5154 |
-0.0004 |
0.0% |
1.5275 |
| High |
1.5185 |
1.5263 |
0.0078 |
0.5% |
1.5311 |
| Low |
1.5070 |
1.5138 |
0.0068 |
0.5% |
1.5027 |
| Close |
1.5139 |
1.5214 |
0.0075 |
0.5% |
1.5157 |
| Range |
0.0115 |
0.0125 |
0.0010 |
8.7% |
0.0284 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
1.0% |
0.0000 |
| Volume |
112,876 |
106,646 |
-6,230 |
-5.5% |
504,298 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5580 |
1.5522 |
1.5283 |
|
| R3 |
1.5455 |
1.5397 |
1.5248 |
|
| R2 |
1.5330 |
1.5330 |
1.5237 |
|
| R1 |
1.5272 |
1.5272 |
1.5225 |
1.5301 |
| PP |
1.5205 |
1.5205 |
1.5205 |
1.5220 |
| S1 |
1.5147 |
1.5147 |
1.5203 |
1.5176 |
| S2 |
1.5080 |
1.5080 |
1.5191 |
|
| S3 |
1.4955 |
1.5022 |
1.5180 |
|
| S4 |
1.4830 |
1.4897 |
1.5145 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6017 |
1.5871 |
1.5313 |
|
| R3 |
1.5733 |
1.5587 |
1.5235 |
|
| R2 |
1.5449 |
1.5449 |
1.5209 |
|
| R1 |
1.5303 |
1.5303 |
1.5183 |
1.5234 |
| PP |
1.5165 |
1.5165 |
1.5165 |
1.5131 |
| S1 |
1.5019 |
1.5019 |
1.5131 |
1.4950 |
| S2 |
1.4881 |
1.4881 |
1.5105 |
|
| S3 |
1.4597 |
1.4735 |
1.5079 |
|
| S4 |
1.4313 |
1.4451 |
1.5001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5263 |
1.5027 |
0.0236 |
1.6% |
0.0103 |
0.7% |
79% |
True |
False |
99,907 |
| 10 |
1.5612 |
1.5027 |
0.0585 |
3.8% |
0.0120 |
0.8% |
32% |
False |
False |
95,445 |
| 20 |
1.5776 |
1.5027 |
0.0749 |
4.9% |
0.0112 |
0.7% |
25% |
False |
False |
78,986 |
| 40 |
1.5813 |
1.5027 |
0.0786 |
5.2% |
0.0110 |
0.7% |
24% |
False |
False |
49,748 |
| 60 |
1.6162 |
1.5027 |
0.1135 |
7.5% |
0.0102 |
0.7% |
16% |
False |
False |
33,250 |
| 80 |
1.6377 |
1.5027 |
0.1350 |
8.9% |
0.0100 |
0.7% |
14% |
False |
False |
24,955 |
| 100 |
1.6552 |
1.5027 |
0.1525 |
10.0% |
0.0087 |
0.6% |
12% |
False |
False |
19,970 |
| 120 |
1.6945 |
1.5027 |
0.1918 |
12.6% |
0.0073 |
0.5% |
10% |
False |
False |
16,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5794 |
|
2.618 |
1.5590 |
|
1.618 |
1.5465 |
|
1.000 |
1.5388 |
|
0.618 |
1.5340 |
|
HIGH |
1.5263 |
|
0.618 |
1.5215 |
|
0.500 |
1.5201 |
|
0.382 |
1.5186 |
|
LOW |
1.5138 |
|
0.618 |
1.5061 |
|
1.000 |
1.5013 |
|
1.618 |
1.4936 |
|
2.618 |
1.4811 |
|
4.250 |
1.4607 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5210 |
1.5198 |
| PP |
1.5205 |
1.5182 |
| S1 |
1.5201 |
1.5167 |
|