CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5005 |
1.4998 |
-0.0007 |
0.0% |
1.5132 |
| High |
1.5018 |
1.5082 |
0.0064 |
0.4% |
1.5185 |
| Low |
1.4943 |
1.4974 |
0.0031 |
0.2% |
1.4943 |
| Close |
1.5002 |
1.5062 |
0.0060 |
0.4% |
1.5002 |
| Range |
0.0075 |
0.0108 |
0.0033 |
44.0% |
0.0242 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.9% |
0.0000 |
| Volume |
330 |
185 |
-145 |
-43.9% |
665 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5363 |
1.5321 |
1.5121 |
|
| R3 |
1.5255 |
1.5213 |
1.5092 |
|
| R2 |
1.5147 |
1.5147 |
1.5082 |
|
| R1 |
1.5105 |
1.5105 |
1.5072 |
1.5126 |
| PP |
1.5039 |
1.5039 |
1.5039 |
1.5050 |
| S1 |
1.4997 |
1.4997 |
1.5052 |
1.5018 |
| S2 |
1.4931 |
1.4931 |
1.5042 |
|
| S3 |
1.4823 |
1.4889 |
1.5032 |
|
| S4 |
1.4715 |
1.4781 |
1.5003 |
|
|
| 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 |
1.5185 |
1.4943 |
0.0242 |
1.6% |
0.0114 |
0.8% |
49% |
False |
False |
170 |
| 10 |
1.5252 |
1.4943 |
0.0309 |
2.1% |
0.0104 |
0.7% |
39% |
False |
False |
135 |
| 20 |
1.5568 |
1.4943 |
0.0625 |
4.1% |
0.0093 |
0.6% |
19% |
False |
False |
113 |
| 40 |
1.5772 |
1.4943 |
0.0829 |
5.5% |
0.0075 |
0.5% |
14% |
False |
False |
60 |
| 60 |
1.6087 |
1.4943 |
0.1144 |
7.6% |
0.0056 |
0.4% |
10% |
False |
False |
41 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.9% |
0.0045 |
0.3% |
10% |
False |
False |
31 |
| 100 |
1.6400 |
1.4943 |
0.1457 |
9.7% |
0.0037 |
0.2% |
8% |
False |
False |
25 |
| 120 |
1.6804 |
1.4943 |
0.1861 |
12.4% |
0.0031 |
0.2% |
6% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5541 |
|
2.618 |
1.5365 |
|
1.618 |
1.5257 |
|
1.000 |
1.5190 |
|
0.618 |
1.5149 |
|
HIGH |
1.5082 |
|
0.618 |
1.5041 |
|
0.500 |
1.5028 |
|
0.382 |
1.5015 |
|
LOW |
1.4974 |
|
0.618 |
1.4907 |
|
1.000 |
1.4866 |
|
1.618 |
1.4799 |
|
2.618 |
1.4691 |
|
4.250 |
1.4515 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5051 |
1.5064 |
| PP |
1.5039 |
1.5063 |
| S1 |
1.5028 |
1.5063 |
|