CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5150 |
1.5161 |
0.0011 |
0.1% |
1.4998 |
| High |
1.5231 |
1.5328 |
0.0097 |
0.6% |
1.5204 |
| Low |
1.5138 |
1.5161 |
0.0023 |
0.2% |
1.4974 |
| Close |
1.5210 |
1.5318 |
0.0108 |
0.7% |
1.5044 |
| Range |
0.0093 |
0.0167 |
0.0074 |
79.6% |
0.0230 |
| ATR |
0.0103 |
0.0108 |
0.0005 |
4.4% |
0.0000 |
| Volume |
204 |
222 |
18 |
8.8% |
867 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5770 |
1.5711 |
1.5410 |
|
| R3 |
1.5603 |
1.5544 |
1.5364 |
|
| R2 |
1.5436 |
1.5436 |
1.5349 |
|
| R1 |
1.5377 |
1.5377 |
1.5333 |
1.5407 |
| PP |
1.5269 |
1.5269 |
1.5269 |
1.5284 |
| S1 |
1.5210 |
1.5210 |
1.5303 |
1.5240 |
| S2 |
1.5102 |
1.5102 |
1.5287 |
|
| S3 |
1.4935 |
1.5043 |
1.5272 |
|
| S4 |
1.4768 |
1.4876 |
1.5226 |
|
|
| 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 |
1.5328 |
1.4978 |
0.0350 |
2.3% |
0.0125 |
0.8% |
97% |
True |
False |
167 |
| 10 |
1.5328 |
1.4943 |
0.0385 |
2.5% |
0.0113 |
0.7% |
97% |
True |
False |
198 |
| 20 |
1.5328 |
1.4943 |
0.0385 |
2.5% |
0.0107 |
0.7% |
97% |
True |
False |
151 |
| 40 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0088 |
0.6% |
46% |
False |
False |
96 |
| 60 |
1.5854 |
1.4943 |
0.0911 |
5.9% |
0.0070 |
0.5% |
41% |
False |
False |
65 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.8% |
0.0055 |
0.4% |
32% |
False |
False |
49 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.4% |
0.0047 |
0.3% |
26% |
False |
False |
40 |
| 120 |
1.6666 |
1.4943 |
0.1723 |
11.2% |
0.0039 |
0.3% |
22% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6038 |
|
2.618 |
1.5765 |
|
1.618 |
1.5598 |
|
1.000 |
1.5495 |
|
0.618 |
1.5431 |
|
HIGH |
1.5328 |
|
0.618 |
1.5264 |
|
0.500 |
1.5245 |
|
0.382 |
1.5225 |
|
LOW |
1.5161 |
|
0.618 |
1.5058 |
|
1.000 |
1.4994 |
|
1.618 |
1.4891 |
|
2.618 |
1.4724 |
|
4.250 |
1.4451 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5294 |
1.5263 |
| PP |
1.5269 |
1.5208 |
| S1 |
1.5245 |
1.5153 |
|