CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5225 |
1.5161 |
-0.0064 |
-0.4% |
1.5155 |
| High |
1.5240 |
1.5206 |
-0.0034 |
-0.2% |
1.5252 |
| Low |
1.5140 |
1.5085 |
-0.0055 |
-0.4% |
1.5078 |
| Close |
1.5166 |
1.5150 |
-0.0016 |
-0.1% |
1.5150 |
| Range |
0.0100 |
0.0121 |
0.0021 |
21.0% |
0.0174 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.0% |
0.0000 |
| Volume |
124 |
129 |
5 |
4.0% |
505 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5510 |
1.5451 |
1.5217 |
|
| R3 |
1.5389 |
1.5330 |
1.5183 |
|
| R2 |
1.5268 |
1.5268 |
1.5172 |
|
| R1 |
1.5209 |
1.5209 |
1.5161 |
1.5178 |
| PP |
1.5147 |
1.5147 |
1.5147 |
1.5132 |
| S1 |
1.5088 |
1.5088 |
1.5139 |
1.5057 |
| S2 |
1.5026 |
1.5026 |
1.5128 |
|
| S3 |
1.4905 |
1.4967 |
1.5117 |
|
| S4 |
1.4784 |
1.4846 |
1.5083 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5682 |
1.5590 |
1.5246 |
|
| R3 |
1.5508 |
1.5416 |
1.5198 |
|
| R2 |
1.5334 |
1.5334 |
1.5182 |
|
| R1 |
1.5242 |
1.5242 |
1.5166 |
1.5201 |
| PP |
1.5160 |
1.5160 |
1.5160 |
1.5140 |
| S1 |
1.5068 |
1.5068 |
1.5134 |
1.5027 |
| S2 |
1.4986 |
1.4986 |
1.5118 |
|
| S3 |
1.4812 |
1.4894 |
1.5102 |
|
| S4 |
1.4638 |
1.4720 |
1.5054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5252 |
1.5078 |
0.0174 |
1.1% |
0.0094 |
0.6% |
41% |
False |
False |
101 |
| 10 |
1.5299 |
1.5028 |
0.0271 |
1.8% |
0.0089 |
0.6% |
45% |
False |
False |
103 |
| 20 |
1.5650 |
1.5028 |
0.0622 |
4.1% |
0.0076 |
0.5% |
20% |
False |
False |
74 |
| 40 |
1.5772 |
1.5028 |
0.0744 |
4.9% |
0.0066 |
0.4% |
16% |
False |
False |
39 |
| 60 |
1.6132 |
1.5028 |
0.1104 |
7.3% |
0.0047 |
0.3% |
11% |
False |
False |
27 |
| 80 |
1.6289 |
1.5028 |
0.1261 |
8.3% |
0.0037 |
0.2% |
10% |
False |
False |
20 |
| 100 |
1.6531 |
1.5028 |
0.1503 |
9.9% |
0.0032 |
0.2% |
8% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5720 |
|
2.618 |
1.5523 |
|
1.618 |
1.5402 |
|
1.000 |
1.5327 |
|
0.618 |
1.5281 |
|
HIGH |
1.5206 |
|
0.618 |
1.5160 |
|
0.500 |
1.5146 |
|
0.382 |
1.5131 |
|
LOW |
1.5085 |
|
0.618 |
1.5010 |
|
1.000 |
1.4964 |
|
1.618 |
1.4889 |
|
2.618 |
1.4768 |
|
4.250 |
1.4571 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5149 |
1.5169 |
| PP |
1.5147 |
1.5162 |
| S1 |
1.5146 |
1.5156 |
|