CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5064 |
1.5028 |
-0.0036 |
-0.2% |
1.4998 |
| High |
1.5070 |
1.5173 |
0.0103 |
0.7% |
1.5204 |
| Low |
1.4995 |
1.4978 |
-0.0017 |
-0.1% |
1.4974 |
| Close |
1.5023 |
1.5153 |
0.0130 |
0.9% |
1.5044 |
| Range |
0.0075 |
0.0195 |
0.0120 |
160.0% |
0.0230 |
| ATR |
0.0097 |
0.0104 |
0.0007 |
7.2% |
0.0000 |
| Volume |
189 |
171 |
-18 |
-9.5% |
867 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5686 |
1.5615 |
1.5260 |
|
| R3 |
1.5491 |
1.5420 |
1.5207 |
|
| R2 |
1.5296 |
1.5296 |
1.5189 |
|
| R1 |
1.5225 |
1.5225 |
1.5171 |
1.5261 |
| PP |
1.5101 |
1.5101 |
1.5101 |
1.5119 |
| S1 |
1.5030 |
1.5030 |
1.5135 |
1.5066 |
| S2 |
1.4906 |
1.4906 |
1.5117 |
|
| S3 |
1.4711 |
1.4835 |
1.5099 |
|
| S4 |
1.4516 |
1.4640 |
1.5046 |
|
|
| 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 |
1.5194 |
1.4978 |
0.0216 |
1.4% |
0.0109 |
0.7% |
81% |
False |
True |
172 |
| 10 |
1.5204 |
1.4943 |
0.0261 |
1.7% |
0.0115 |
0.8% |
80% |
False |
False |
183 |
| 20 |
1.5252 |
1.4943 |
0.0309 |
2.0% |
0.0102 |
0.7% |
68% |
False |
False |
143 |
| 40 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0082 |
0.5% |
26% |
False |
False |
86 |
| 60 |
1.5854 |
1.4943 |
0.0911 |
6.0% |
0.0066 |
0.4% |
23% |
False |
False |
58 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.8% |
0.0051 |
0.3% |
18% |
False |
False |
44 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.5% |
0.0044 |
0.3% |
15% |
False |
False |
36 |
| 120 |
1.6666 |
1.4943 |
0.1723 |
11.4% |
0.0037 |
0.2% |
12% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6002 |
|
2.618 |
1.5684 |
|
1.618 |
1.5489 |
|
1.000 |
1.5368 |
|
0.618 |
1.5294 |
|
HIGH |
1.5173 |
|
0.618 |
1.5099 |
|
0.500 |
1.5076 |
|
0.382 |
1.5052 |
|
LOW |
1.4978 |
|
0.618 |
1.4857 |
|
1.000 |
1.4783 |
|
1.618 |
1.4662 |
|
2.618 |
1.4467 |
|
4.250 |
1.4149 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5127 |
1.5127 |
| PP |
1.5101 |
1.5101 |
| S1 |
1.5076 |
1.5076 |
|