CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5155 |
1.5135 |
-0.0020 |
-0.1% |
1.5132 |
| High |
1.5194 |
1.5135 |
-0.0059 |
-0.4% |
1.5185 |
| Low |
1.5120 |
1.5030 |
-0.0090 |
-0.6% |
1.4943 |
| Close |
1.5144 |
1.5034 |
-0.0110 |
-0.7% |
1.5002 |
| Range |
0.0074 |
0.0105 |
0.0031 |
41.9% |
0.0242 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.2% |
0.0000 |
| Volume |
173 |
276 |
103 |
59.5% |
665 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5381 |
1.5313 |
1.5092 |
|
| R3 |
1.5276 |
1.5208 |
1.5063 |
|
| R2 |
1.5171 |
1.5171 |
1.5053 |
|
| R1 |
1.5103 |
1.5103 |
1.5044 |
1.5085 |
| PP |
1.5066 |
1.5066 |
1.5066 |
1.5057 |
| S1 |
1.4998 |
1.4998 |
1.5024 |
1.4980 |
| S2 |
1.4961 |
1.4961 |
1.5015 |
|
| S3 |
1.4856 |
1.4893 |
1.5005 |
|
| S4 |
1.4751 |
1.4788 |
1.4976 |
|
|
| 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% |
0.0101 |
0.7% |
35% |
False |
False |
229 |
| 10 |
1.5240 |
1.4943 |
0.0297 |
2.0% |
0.0111 |
0.7% |
31% |
False |
False |
173 |
| 20 |
1.5568 |
1.4943 |
0.0625 |
4.2% |
0.0103 |
0.7% |
15% |
False |
False |
143 |
| 40 |
1.5750 |
1.4943 |
0.0807 |
5.4% |
0.0075 |
0.5% |
11% |
False |
False |
76 |
| 60 |
1.5968 |
1.4943 |
0.1025 |
6.8% |
0.0060 |
0.4% |
9% |
False |
False |
51 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.9% |
0.0047 |
0.3% |
8% |
False |
False |
39 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.5% |
0.0040 |
0.3% |
6% |
False |
False |
32 |
| 120 |
1.6744 |
1.4943 |
0.1801 |
12.0% |
0.0034 |
0.2% |
5% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5581 |
|
2.618 |
1.5410 |
|
1.618 |
1.5305 |
|
1.000 |
1.5240 |
|
0.618 |
1.5200 |
|
HIGH |
1.5135 |
|
0.618 |
1.5095 |
|
0.500 |
1.5083 |
|
0.382 |
1.5070 |
|
LOW |
1.5030 |
|
0.618 |
1.4965 |
|
1.000 |
1.4925 |
|
1.618 |
1.4860 |
|
2.618 |
1.4755 |
|
4.250 |
1.4584 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5083 |
1.5117 |
| PP |
1.5066 |
1.5089 |
| S1 |
1.5050 |
1.5062 |
|