CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5141 |
1.5138 |
-0.0003 |
0.0% |
1.5181 |
| High |
1.5173 |
1.5208 |
0.0035 |
0.2% |
1.5263 |
| Low |
1.5070 |
1.4966 |
-0.0104 |
-0.7% |
1.5068 |
| Close |
1.5117 |
1.5012 |
-0.0105 |
-0.7% |
1.5160 |
| Range |
0.0103 |
0.0242 |
0.0139 |
135.0% |
0.0195 |
| ATR |
0.0115 |
0.0125 |
0.0009 |
7.8% |
0.0000 |
| Volume |
102,210 |
101,810 |
-400 |
-0.4% |
563,168 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5788 |
1.5642 |
1.5145 |
|
| R3 |
1.5546 |
1.5400 |
1.5079 |
|
| R2 |
1.5304 |
1.5304 |
1.5056 |
|
| R1 |
1.5158 |
1.5158 |
1.5034 |
1.5110 |
| PP |
1.5062 |
1.5062 |
1.5062 |
1.5038 |
| S1 |
1.4916 |
1.4916 |
1.4990 |
1.4868 |
| S2 |
1.4820 |
1.4820 |
1.4968 |
|
| S3 |
1.4578 |
1.4674 |
1.4945 |
|
| S4 |
1.4336 |
1.4432 |
1.4879 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5749 |
1.5649 |
1.5267 |
|
| R3 |
1.5554 |
1.5454 |
1.5214 |
|
| R2 |
1.5359 |
1.5359 |
1.5196 |
|
| R1 |
1.5259 |
1.5259 |
1.5178 |
1.5212 |
| PP |
1.5164 |
1.5164 |
1.5164 |
1.5140 |
| S1 |
1.5064 |
1.5064 |
1.5142 |
1.5017 |
| S2 |
1.4969 |
1.4969 |
1.5124 |
|
| S3 |
1.4774 |
1.4869 |
1.5106 |
|
| S4 |
1.4579 |
1.4674 |
1.5053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5261 |
1.4966 |
0.0295 |
2.0% |
0.0153 |
1.0% |
16% |
False |
True |
113,950 |
| 10 |
1.5263 |
1.4966 |
0.0297 |
2.0% |
0.0128 |
0.9% |
15% |
False |
True |
106,929 |
| 20 |
1.5612 |
1.4966 |
0.0646 |
4.3% |
0.0116 |
0.8% |
7% |
False |
True |
85,724 |
| 40 |
1.5813 |
1.4966 |
0.0847 |
5.6% |
0.0117 |
0.8% |
5% |
False |
True |
63,956 |
| 60 |
1.6160 |
1.4966 |
0.1194 |
8.0% |
0.0109 |
0.7% |
4% |
False |
True |
42,733 |
| 80 |
1.6251 |
1.4966 |
0.1285 |
8.6% |
0.0106 |
0.7% |
4% |
False |
True |
32,073 |
| 100 |
1.6529 |
1.4966 |
0.1563 |
10.4% |
0.0095 |
0.6% |
3% |
False |
True |
25,665 |
| 120 |
1.6831 |
1.4966 |
0.1865 |
12.4% |
0.0079 |
0.5% |
2% |
False |
True |
21,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6237 |
|
2.618 |
1.5842 |
|
1.618 |
1.5600 |
|
1.000 |
1.5450 |
|
0.618 |
1.5358 |
|
HIGH |
1.5208 |
|
0.618 |
1.5116 |
|
0.500 |
1.5087 |
|
0.382 |
1.5058 |
|
LOW |
1.4966 |
|
0.618 |
1.4816 |
|
1.000 |
1.4724 |
|
1.618 |
1.4574 |
|
2.618 |
1.4332 |
|
4.250 |
1.3938 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5087 |
1.5087 |
| PP |
1.5062 |
1.5062 |
| S1 |
1.5037 |
1.5037 |
|