CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5155 |
1.5078 |
-0.0077 |
-0.5% |
1.5281 |
| High |
1.5163 |
1.5160 |
-0.0003 |
0.0% |
1.5299 |
| Low |
1.5114 |
1.5078 |
-0.0036 |
-0.2% |
1.5028 |
| Close |
1.5161 |
1.5129 |
-0.0032 |
-0.2% |
1.5147 |
| Range |
0.0049 |
0.0082 |
0.0033 |
67.3% |
0.0271 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.2% |
0.0000 |
| Volume |
151 |
96 |
-55 |
-36.4% |
531 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5368 |
1.5331 |
1.5174 |
|
| R3 |
1.5286 |
1.5249 |
1.5152 |
|
| R2 |
1.5204 |
1.5204 |
1.5144 |
|
| R1 |
1.5167 |
1.5167 |
1.5137 |
1.5186 |
| PP |
1.5122 |
1.5122 |
1.5122 |
1.5132 |
| S1 |
1.5085 |
1.5085 |
1.5121 |
1.5104 |
| S2 |
1.5040 |
1.5040 |
1.5114 |
|
| S3 |
1.4958 |
1.5003 |
1.5106 |
|
| S4 |
1.4876 |
1.4921 |
1.5084 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5971 |
1.5830 |
1.5296 |
|
| R3 |
1.5700 |
1.5559 |
1.5222 |
|
| R2 |
1.5429 |
1.5429 |
1.5197 |
|
| R1 |
1.5288 |
1.5288 |
1.5172 |
1.5223 |
| PP |
1.5158 |
1.5158 |
1.5158 |
1.5126 |
| S1 |
1.5017 |
1.5017 |
1.5122 |
1.4952 |
| S2 |
1.4887 |
1.4887 |
1.5097 |
|
| S3 |
1.4616 |
1.4746 |
1.5072 |
|
| S4 |
1.4345 |
1.4475 |
1.4998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5163 |
1.5028 |
0.0135 |
0.9% |
0.0068 |
0.5% |
75% |
False |
False |
109 |
| 10 |
1.5568 |
1.5028 |
0.0540 |
3.6% |
0.0088 |
0.6% |
19% |
False |
False |
114 |
| 20 |
1.5750 |
1.5028 |
0.0722 |
4.8% |
0.0076 |
0.5% |
14% |
False |
False |
62 |
| 40 |
1.5772 |
1.5028 |
0.0744 |
4.9% |
0.0058 |
0.4% |
14% |
False |
False |
33 |
| 60 |
1.6132 |
1.5028 |
0.1104 |
7.3% |
0.0042 |
0.3% |
9% |
False |
False |
22 |
| 80 |
1.6378 |
1.5028 |
0.1350 |
8.9% |
0.0034 |
0.2% |
7% |
False |
False |
18 |
| 100 |
1.6531 |
1.5028 |
0.1503 |
9.9% |
0.0028 |
0.2% |
7% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5509 |
|
2.618 |
1.5375 |
|
1.618 |
1.5293 |
|
1.000 |
1.5242 |
|
0.618 |
1.5211 |
|
HIGH |
1.5160 |
|
0.618 |
1.5129 |
|
0.500 |
1.5119 |
|
0.382 |
1.5109 |
|
LOW |
1.5078 |
|
0.618 |
1.5027 |
|
1.000 |
1.4996 |
|
1.618 |
1.4945 |
|
2.618 |
1.4863 |
|
4.250 |
1.4730 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5126 |
1.5126 |
| PP |
1.5122 |
1.5123 |
| S1 |
1.5119 |
1.5120 |
|