CME British Pound Future June 2015
Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1.5115 |
1.5083 |
-0.0032 |
-0.2% |
1.5546 |
High |
1.5119 |
1.5095 |
-0.0024 |
-0.2% |
1.5568 |
Low |
1.5050 |
1.5028 |
-0.0022 |
-0.1% |
1.5311 |
Close |
1.5104 |
1.5064 |
-0.0040 |
-0.3% |
1.5315 |
Range |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0257 |
ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
89 |
116 |
27 |
30.3% |
367 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5263 |
1.5231 |
1.5101 |
|
R3 |
1.5196 |
1.5164 |
1.5082 |
|
R2 |
1.5129 |
1.5129 |
1.5076 |
|
R1 |
1.5097 |
1.5097 |
1.5070 |
1.5080 |
PP |
1.5062 |
1.5062 |
1.5062 |
1.5054 |
S1 |
1.5030 |
1.5030 |
1.5058 |
1.5013 |
S2 |
1.4995 |
1.4995 |
1.5052 |
|
S3 |
1.4928 |
1.4963 |
1.5046 |
|
S4 |
1.4861 |
1.4896 |
1.5027 |
|
|
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 |
1.5545 |
1.5028 |
0.0517 |
3.4% |
0.0116 |
0.8% |
7% |
False |
True |
113 |
10 |
1.5568 |
1.5028 |
0.0540 |
3.6% |
0.0075 |
0.5% |
7% |
False |
True |
83 |
20 |
1.5750 |
1.5028 |
0.0722 |
4.8% |
0.0071 |
0.5% |
5% |
False |
True |
46 |
40 |
1.5854 |
1.5028 |
0.0826 |
5.5% |
0.0054 |
0.4% |
4% |
False |
True |
25 |
60 |
1.6132 |
1.5028 |
0.1104 |
7.3% |
0.0038 |
0.3% |
3% |
False |
True |
17 |
80 |
1.6378 |
1.5028 |
0.1350 |
9.0% |
0.0033 |
0.2% |
3% |
False |
True |
14 |
100 |
1.6666 |
1.5028 |
0.1638 |
10.9% |
0.0026 |
0.2% |
2% |
False |
True |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5380 |
2.618 |
1.5270 |
1.618 |
1.5203 |
1.000 |
1.5162 |
0.618 |
1.5136 |
HIGH |
1.5095 |
0.618 |
1.5069 |
0.500 |
1.5062 |
0.382 |
1.5054 |
LOW |
1.5028 |
0.618 |
1.4987 |
1.000 |
1.4961 |
1.618 |
1.4920 |
2.618 |
1.4853 |
4.250 |
1.4743 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5063 |
1.5137 |
PP |
1.5062 |
1.5112 |
S1 |
1.5062 |
1.5088 |
|