CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5545 |
1.5281 |
-0.0264 |
-1.7% |
1.5546 |
| High |
1.5545 |
1.5299 |
-0.0246 |
-1.6% |
1.5568 |
| Low |
1.5311 |
1.5194 |
-0.0117 |
-0.8% |
1.5311 |
| Close |
1.5315 |
1.5235 |
-0.0080 |
-0.5% |
1.5315 |
| Range |
0.0234 |
0.0105 |
-0.0129 |
-55.1% |
0.0257 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
4.0% |
0.0000 |
| Volume |
128 |
63 |
-65 |
-50.8% |
367 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5558 |
1.5501 |
1.5293 |
|
| R3 |
1.5453 |
1.5396 |
1.5264 |
|
| R2 |
1.5348 |
1.5348 |
1.5254 |
|
| R1 |
1.5291 |
1.5291 |
1.5245 |
1.5267 |
| PP |
1.5243 |
1.5243 |
1.5243 |
1.5231 |
| S1 |
1.5186 |
1.5186 |
1.5225 |
1.5162 |
| S2 |
1.5138 |
1.5138 |
1.5216 |
|
| S3 |
1.5033 |
1.5081 |
1.5206 |
|
| S4 |
1.4928 |
1.4976 |
1.5177 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6169 |
1.5999 |
1.5456 |
|
| R3 |
1.5912 |
1.5742 |
1.5386 |
|
| R2 |
1.5655 |
1.5655 |
1.5362 |
|
| R1 |
1.5485 |
1.5485 |
1.5339 |
1.5442 |
| PP |
1.5398 |
1.5398 |
1.5398 |
1.5376 |
| S1 |
1.5228 |
1.5228 |
1.5291 |
1.5185 |
| S2 |
1.5141 |
1.5141 |
1.5268 |
|
| S3 |
1.4884 |
1.4971 |
1.5244 |
|
| S4 |
1.4627 |
1.4714 |
1.5174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5568 |
1.5194 |
0.0374 |
2.5% |
0.0097 |
0.6% |
11% |
False |
True |
86 |
| 10 |
1.5643 |
1.5194 |
0.0449 |
2.9% |
0.0069 |
0.5% |
9% |
False |
True |
49 |
| 20 |
1.5750 |
1.5194 |
0.0556 |
3.6% |
0.0062 |
0.4% |
7% |
False |
True |
29 |
| 40 |
1.5854 |
1.5194 |
0.0660 |
4.3% |
0.0048 |
0.3% |
6% |
False |
True |
15 |
| 60 |
1.6132 |
1.5194 |
0.0938 |
6.2% |
0.0034 |
0.2% |
4% |
False |
True |
11 |
| 80 |
1.6378 |
1.5194 |
0.1184 |
7.8% |
0.0030 |
0.2% |
3% |
False |
True |
9 |
| 100 |
1.6666 |
1.5194 |
0.1472 |
9.7% |
0.0024 |
0.2% |
3% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5745 |
|
2.618 |
1.5574 |
|
1.618 |
1.5469 |
|
1.000 |
1.5404 |
|
0.618 |
1.5364 |
|
HIGH |
1.5299 |
|
0.618 |
1.5259 |
|
0.500 |
1.5247 |
|
0.382 |
1.5234 |
|
LOW |
1.5194 |
|
0.618 |
1.5129 |
|
1.000 |
1.5089 |
|
1.618 |
1.5024 |
|
2.618 |
1.4919 |
|
4.250 |
1.4748 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5247 |
1.5381 |
| PP |
1.5243 |
1.5332 |
| S1 |
1.5239 |
1.5284 |
|