CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4998 |
1.5077 |
0.0079 |
0.5% |
1.5132 |
| High |
1.5082 |
1.5204 |
0.0122 |
0.8% |
1.5185 |
| Low |
1.4974 |
1.5062 |
0.0088 |
0.6% |
1.4943 |
| Close |
1.5062 |
1.5186 |
0.0124 |
0.8% |
1.5002 |
| Range |
0.0108 |
0.0142 |
0.0034 |
31.5% |
0.0242 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
3.4% |
0.0000 |
| Volume |
185 |
181 |
-4 |
-2.2% |
665 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5577 |
1.5523 |
1.5264 |
|
| R3 |
1.5435 |
1.5381 |
1.5225 |
|
| R2 |
1.5293 |
1.5293 |
1.5212 |
|
| R1 |
1.5239 |
1.5239 |
1.5199 |
1.5266 |
| PP |
1.5151 |
1.5151 |
1.5151 |
1.5164 |
| S1 |
1.5097 |
1.5097 |
1.5173 |
1.5124 |
| S2 |
1.5009 |
1.5009 |
1.5160 |
|
| S3 |
1.4867 |
1.4955 |
1.5147 |
|
| S4 |
1.4725 |
1.4813 |
1.5108 |
|
|
| 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 |
1.5204 |
1.4943 |
0.0261 |
1.7% |
0.0121 |
0.8% |
93% |
True |
False |
194 |
| 10 |
1.5252 |
1.4943 |
0.0309 |
2.0% |
0.0113 |
0.7% |
79% |
False |
False |
138 |
| 20 |
1.5568 |
1.4943 |
0.0625 |
4.1% |
0.0099 |
0.7% |
39% |
False |
False |
121 |
| 40 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0076 |
0.5% |
30% |
False |
False |
65 |
| 60 |
1.5969 |
1.4943 |
0.1026 |
6.8% |
0.0057 |
0.4% |
24% |
False |
False |
44 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.8% |
0.0046 |
0.3% |
20% |
False |
False |
33 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.4% |
0.0039 |
0.3% |
17% |
False |
False |
27 |
| 120 |
1.6776 |
1.4943 |
0.1833 |
12.1% |
0.0032 |
0.2% |
13% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5808 |
|
2.618 |
1.5576 |
|
1.618 |
1.5434 |
|
1.000 |
1.5346 |
|
0.618 |
1.5292 |
|
HIGH |
1.5204 |
|
0.618 |
1.5150 |
|
0.500 |
1.5133 |
|
0.382 |
1.5116 |
|
LOW |
1.5062 |
|
0.618 |
1.4974 |
|
1.000 |
1.4920 |
|
1.618 |
1.4832 |
|
2.618 |
1.4690 |
|
4.250 |
1.4459 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5168 |
1.5149 |
| PP |
1.5151 |
1.5111 |
| S1 |
1.5133 |
1.5074 |
|