CME British Pound Future June 2015
Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
1.5135 |
1.5058 |
-0.0077 |
-0.5% |
1.4998 |
High |
1.5135 |
1.5076 |
-0.0059 |
-0.4% |
1.5204 |
Low |
1.5030 |
1.4980 |
-0.0050 |
-0.3% |
1.4974 |
Close |
1.5034 |
1.5044 |
0.0010 |
0.1% |
1.5044 |
Range |
0.0105 |
0.0096 |
-0.0009 |
-8.6% |
0.0230 |
ATR |
0.0099 |
0.0099 |
0.0000 |
-0.2% |
0.0000 |
Volume |
276 |
52 |
-224 |
-81.2% |
867 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5321 |
1.5279 |
1.5097 |
|
R3 |
1.5225 |
1.5183 |
1.5070 |
|
R2 |
1.5129 |
1.5129 |
1.5062 |
|
R1 |
1.5087 |
1.5087 |
1.5053 |
1.5060 |
PP |
1.5033 |
1.5033 |
1.5033 |
1.5020 |
S1 |
1.4991 |
1.4991 |
1.5035 |
1.4964 |
S2 |
1.4937 |
1.4937 |
1.5026 |
|
S3 |
1.4841 |
1.4895 |
1.5018 |
|
S4 |
1.4745 |
1.4799 |
1.4991 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5764 |
1.5634 |
1.5171 |
|
R3 |
1.5534 |
1.5404 |
1.5107 |
|
R2 |
1.5304 |
1.5304 |
1.5086 |
|
R1 |
1.5174 |
1.5174 |
1.5065 |
1.5239 |
PP |
1.5074 |
1.5074 |
1.5074 |
1.5107 |
S1 |
1.4944 |
1.4944 |
1.5023 |
1.5009 |
S2 |
1.4844 |
1.4844 |
1.5002 |
|
S3 |
1.4614 |
1.4714 |
1.4981 |
|
S4 |
1.4384 |
1.4484 |
1.4918 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5204 |
1.4974 |
0.0230 |
1.5% |
0.0105 |
0.7% |
30% |
False |
False |
173 |
10 |
1.5206 |
1.4943 |
0.0263 |
1.7% |
0.0111 |
0.7% |
38% |
False |
False |
166 |
20 |
1.5545 |
1.4943 |
0.0602 |
4.0% |
0.0106 |
0.7% |
17% |
False |
False |
134 |
40 |
1.5750 |
1.4943 |
0.0807 |
5.4% |
0.0077 |
0.5% |
13% |
False |
False |
77 |
60 |
1.5968 |
1.4943 |
0.1025 |
6.8% |
0.0061 |
0.4% |
10% |
False |
False |
52 |
80 |
1.6132 |
1.4943 |
0.1189 |
7.9% |
0.0048 |
0.3% |
8% |
False |
False |
39 |
100 |
1.6378 |
1.4943 |
0.1435 |
9.5% |
0.0041 |
0.3% |
7% |
False |
False |
32 |
120 |
1.6744 |
1.4943 |
0.1801 |
12.0% |
0.0035 |
0.2% |
6% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5484 |
2.618 |
1.5327 |
1.618 |
1.5231 |
1.000 |
1.5172 |
0.618 |
1.5135 |
HIGH |
1.5076 |
0.618 |
1.5039 |
0.500 |
1.5028 |
0.382 |
1.5017 |
LOW |
1.4980 |
0.618 |
1.4921 |
1.000 |
1.4884 |
1.618 |
1.4825 |
2.618 |
1.4729 |
4.250 |
1.4572 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5039 |
1.5087 |
PP |
1.5033 |
1.5073 |
S1 |
1.5028 |
1.5058 |
|