CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5161 |
1.5311 |
0.0150 |
1.0% |
1.5064 |
| High |
1.5328 |
1.5335 |
0.0007 |
0.0% |
1.5335 |
| Low |
1.5161 |
1.5200 |
0.0039 |
0.3% |
1.4978 |
| Close |
1.5318 |
1.5220 |
-0.0098 |
-0.6% |
1.5220 |
| Range |
0.0167 |
0.0135 |
-0.0032 |
-19.2% |
0.0357 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
1.8% |
0.0000 |
| Volume |
222 |
202 |
-20 |
-9.0% |
988 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5657 |
1.5573 |
1.5294 |
|
| R3 |
1.5522 |
1.5438 |
1.5257 |
|
| R2 |
1.5387 |
1.5387 |
1.5245 |
|
| R1 |
1.5303 |
1.5303 |
1.5232 |
1.5278 |
| PP |
1.5252 |
1.5252 |
1.5252 |
1.5239 |
| S1 |
1.5168 |
1.5168 |
1.5208 |
1.5143 |
| S2 |
1.5117 |
1.5117 |
1.5195 |
|
| S3 |
1.4982 |
1.5033 |
1.5183 |
|
| S4 |
1.4847 |
1.4898 |
1.5146 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6249 |
1.6091 |
1.5416 |
|
| R3 |
1.5892 |
1.5734 |
1.5318 |
|
| R2 |
1.5535 |
1.5535 |
1.5285 |
|
| R1 |
1.5377 |
1.5377 |
1.5253 |
1.5456 |
| PP |
1.5178 |
1.5178 |
1.5178 |
1.5217 |
| S1 |
1.5020 |
1.5020 |
1.5187 |
1.5099 |
| S2 |
1.4821 |
1.4821 |
1.5155 |
|
| S3 |
1.4464 |
1.4663 |
1.5122 |
|
| S4 |
1.4107 |
1.4306 |
1.5024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5335 |
1.4978 |
0.0357 |
2.3% |
0.0133 |
0.9% |
68% |
True |
False |
197 |
| 10 |
1.5335 |
1.4974 |
0.0361 |
2.4% |
0.0119 |
0.8% |
68% |
True |
False |
185 |
| 20 |
1.5335 |
1.4943 |
0.0392 |
2.6% |
0.0110 |
0.7% |
71% |
True |
False |
155 |
| 40 |
1.5750 |
1.4943 |
0.0807 |
5.3% |
0.0091 |
0.6% |
34% |
False |
False |
101 |
| 60 |
1.5854 |
1.4943 |
0.0911 |
6.0% |
0.0073 |
0.5% |
30% |
False |
False |
68 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.8% |
0.0056 |
0.4% |
23% |
False |
False |
52 |
| 100 |
1.6378 |
1.4943 |
0.1435 |
9.4% |
0.0048 |
0.3% |
19% |
False |
False |
42 |
| 120 |
1.6666 |
1.4943 |
0.1723 |
11.3% |
0.0040 |
0.3% |
16% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5909 |
|
2.618 |
1.5688 |
|
1.618 |
1.5553 |
|
1.000 |
1.5470 |
|
0.618 |
1.5418 |
|
HIGH |
1.5335 |
|
0.618 |
1.5283 |
|
0.500 |
1.5268 |
|
0.382 |
1.5252 |
|
LOW |
1.5200 |
|
0.618 |
1.5117 |
|
1.000 |
1.5065 |
|
1.618 |
1.4982 |
|
2.618 |
1.4847 |
|
4.250 |
1.4626 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5268 |
1.5237 |
| PP |
1.5252 |
1.5231 |
| S1 |
1.5236 |
1.5226 |
|