CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5137 |
1.5005 |
-0.0132 |
-0.9% |
1.5132 |
| High |
1.5185 |
1.5018 |
-0.0167 |
-1.1% |
1.5185 |
| Low |
1.4967 |
1.4943 |
-0.0024 |
-0.2% |
1.4943 |
| Close |
1.5003 |
1.5002 |
-0.0001 |
0.0% |
1.5002 |
| Range |
0.0218 |
0.0075 |
-0.0143 |
-65.6% |
0.0242 |
| ATR |
0.0097 |
0.0096 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
168 |
330 |
162 |
96.4% |
665 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5213 |
1.5182 |
1.5043 |
|
| R3 |
1.5138 |
1.5107 |
1.5023 |
|
| R2 |
1.5063 |
1.5063 |
1.5016 |
|
| R1 |
1.5032 |
1.5032 |
1.5009 |
1.5010 |
| PP |
1.4988 |
1.4988 |
1.4988 |
1.4977 |
| S1 |
1.4957 |
1.4957 |
1.4995 |
1.4935 |
| S2 |
1.4913 |
1.4913 |
1.4988 |
|
| S3 |
1.4838 |
1.4882 |
1.4981 |
|
| S4 |
1.4763 |
1.4807 |
1.4961 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5769 |
1.5628 |
1.5135 |
|
| R3 |
1.5527 |
1.5386 |
1.5069 |
|
| R2 |
1.5285 |
1.5285 |
1.5046 |
|
| R1 |
1.5144 |
1.5144 |
1.5024 |
1.5094 |
| PP |
1.5043 |
1.5043 |
1.5043 |
1.5018 |
| S1 |
1.4902 |
1.4902 |
1.4980 |
1.4852 |
| S2 |
1.4801 |
1.4801 |
1.4958 |
|
| S3 |
1.4559 |
1.4660 |
1.4935 |
|
| S4 |
1.4317 |
1.4418 |
1.4869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5206 |
1.4943 |
0.0263 |
1.8% |
0.0117 |
0.8% |
22% |
False |
True |
158 |
| 10 |
1.5252 |
1.4943 |
0.0309 |
2.1% |
0.0101 |
0.7% |
19% |
False |
True |
126 |
| 20 |
1.5568 |
1.4943 |
0.0625 |
4.2% |
0.0088 |
0.6% |
9% |
False |
True |
104 |
| 40 |
1.5772 |
1.4943 |
0.0829 |
5.5% |
0.0073 |
0.5% |
7% |
False |
True |
56 |
| 60 |
1.6132 |
1.4943 |
0.1189 |
7.9% |
0.0055 |
0.4% |
5% |
False |
True |
38 |
| 80 |
1.6155 |
1.4943 |
0.1212 |
8.1% |
0.0043 |
0.3% |
5% |
False |
True |
29 |
| 100 |
1.6420 |
1.4943 |
0.1477 |
9.8% |
0.0036 |
0.2% |
4% |
False |
True |
24 |
| 120 |
1.6804 |
1.4943 |
0.1861 |
12.4% |
0.0030 |
0.2% |
3% |
False |
True |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5337 |
|
2.618 |
1.5214 |
|
1.618 |
1.5139 |
|
1.000 |
1.5093 |
|
0.618 |
1.5064 |
|
HIGH |
1.5018 |
|
0.618 |
1.4989 |
|
0.500 |
1.4981 |
|
0.382 |
1.4972 |
|
LOW |
1.4943 |
|
0.618 |
1.4897 |
|
1.000 |
1.4868 |
|
1.618 |
1.4822 |
|
2.618 |
1.4747 |
|
4.250 |
1.4624 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4995 |
1.5064 |
| PP |
1.4988 |
1.5043 |
| S1 |
1.4981 |
1.5023 |
|