CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5135 |
1.5225 |
0.0090 |
0.6% |
1.5281 |
| High |
1.5252 |
1.5240 |
-0.0012 |
-0.1% |
1.5299 |
| Low |
1.5135 |
1.5140 |
0.0005 |
0.0% |
1.5028 |
| Close |
1.5203 |
1.5166 |
-0.0037 |
-0.2% |
1.5147 |
| Range |
0.0117 |
0.0100 |
-0.0017 |
-14.5% |
0.0271 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.4% |
0.0000 |
| Volume |
5 |
124 |
119 |
2,380.0% |
531 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5482 |
1.5424 |
1.5221 |
|
| R3 |
1.5382 |
1.5324 |
1.5194 |
|
| R2 |
1.5282 |
1.5282 |
1.5184 |
|
| R1 |
1.5224 |
1.5224 |
1.5175 |
1.5203 |
| PP |
1.5182 |
1.5182 |
1.5182 |
1.5172 |
| S1 |
1.5124 |
1.5124 |
1.5157 |
1.5103 |
| S2 |
1.5082 |
1.5082 |
1.5148 |
|
| S3 |
1.4982 |
1.5024 |
1.5139 |
|
| S4 |
1.4882 |
1.4924 |
1.5111 |
|
|
| 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 |
1.5252 |
1.5076 |
0.0176 |
1.2% |
0.0085 |
0.6% |
51% |
False |
False |
94 |
| 10 |
1.5545 |
1.5028 |
0.0517 |
3.4% |
0.0100 |
0.7% |
27% |
False |
False |
103 |
| 20 |
1.5719 |
1.5028 |
0.0691 |
4.6% |
0.0079 |
0.5% |
20% |
False |
False |
68 |
| 40 |
1.5772 |
1.5028 |
0.0744 |
4.9% |
0.0063 |
0.4% |
19% |
False |
False |
36 |
| 60 |
1.6132 |
1.5028 |
0.1104 |
7.3% |
0.0045 |
0.3% |
13% |
False |
False |
25 |
| 80 |
1.6378 |
1.5028 |
0.1350 |
8.9% |
0.0036 |
0.2% |
10% |
False |
False |
19 |
| 100 |
1.6531 |
1.5028 |
0.1503 |
9.9% |
0.0030 |
0.2% |
9% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5665 |
|
2.618 |
1.5502 |
|
1.618 |
1.5402 |
|
1.000 |
1.5340 |
|
0.618 |
1.5302 |
|
HIGH |
1.5240 |
|
0.618 |
1.5202 |
|
0.500 |
1.5190 |
|
0.382 |
1.5178 |
|
LOW |
1.5140 |
|
0.618 |
1.5078 |
|
1.000 |
1.5040 |
|
1.618 |
1.4978 |
|
2.618 |
1.4878 |
|
4.250 |
1.4715 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5190 |
1.5166 |
| PP |
1.5182 |
1.5165 |
| S1 |
1.5174 |
1.5165 |
|