CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5404 |
1.5337 |
-0.0067 |
-0.4% |
1.5218 |
| High |
1.5429 |
1.5461 |
0.0032 |
0.2% |
1.5405 |
| Low |
1.5304 |
1.5330 |
0.0026 |
0.2% |
1.5186 |
| Close |
1.5352 |
1.5424 |
0.0072 |
0.5% |
1.5380 |
| Range |
0.0125 |
0.0131 |
0.0006 |
4.8% |
0.0219 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
1.9% |
0.0000 |
| Volume |
128 |
534 |
406 |
317.2% |
1,577 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5798 |
1.5742 |
1.5496 |
|
| R3 |
1.5667 |
1.5611 |
1.5460 |
|
| R2 |
1.5536 |
1.5536 |
1.5448 |
|
| R1 |
1.5480 |
1.5480 |
1.5436 |
1.5508 |
| PP |
1.5405 |
1.5405 |
1.5405 |
1.5419 |
| S1 |
1.5349 |
1.5349 |
1.5412 |
1.5377 |
| S2 |
1.5274 |
1.5274 |
1.5400 |
|
| S3 |
1.5143 |
1.5218 |
1.5388 |
|
| S4 |
1.5012 |
1.5087 |
1.5352 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5981 |
1.5899 |
1.5500 |
|
| R3 |
1.5762 |
1.5680 |
1.5440 |
|
| R2 |
1.5543 |
1.5543 |
1.5420 |
|
| R1 |
1.5461 |
1.5461 |
1.5400 |
1.5502 |
| PP |
1.5324 |
1.5324 |
1.5324 |
1.5344 |
| S1 |
1.5242 |
1.5242 |
1.5360 |
1.5283 |
| S2 |
1.5105 |
1.5105 |
1.5340 |
|
| S3 |
1.4886 |
1.5023 |
1.5320 |
|
| S4 |
1.4667 |
1.4804 |
1.5260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5461 |
1.5198 |
0.0263 |
1.7% |
0.0113 |
0.7% |
86% |
True |
False |
383 |
| 10 |
1.5461 |
1.5138 |
0.0323 |
2.1% |
0.0106 |
0.7% |
89% |
True |
False |
286 |
| 20 |
1.5461 |
1.4943 |
0.0518 |
3.4% |
0.0111 |
0.7% |
93% |
True |
False |
235 |
| 40 |
1.5643 |
1.4943 |
0.0700 |
4.5% |
0.0095 |
0.6% |
69% |
False |
False |
155 |
| 60 |
1.5772 |
1.4943 |
0.0829 |
5.4% |
0.0082 |
0.5% |
58% |
False |
False |
105 |
| 80 |
1.6132 |
1.4943 |
0.1189 |
7.7% |
0.0064 |
0.4% |
40% |
False |
False |
79 |
| 100 |
1.6263 |
1.4943 |
0.1320 |
8.6% |
0.0053 |
0.3% |
36% |
False |
False |
64 |
| 120 |
1.6531 |
1.4943 |
0.1588 |
10.3% |
0.0046 |
0.3% |
30% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6018 |
|
2.618 |
1.5804 |
|
1.618 |
1.5673 |
|
1.000 |
1.5592 |
|
0.618 |
1.5542 |
|
HIGH |
1.5461 |
|
0.618 |
1.5411 |
|
0.500 |
1.5396 |
|
0.382 |
1.5380 |
|
LOW |
1.5330 |
|
0.618 |
1.5249 |
|
1.000 |
1.5199 |
|
1.618 |
1.5118 |
|
2.618 |
1.4987 |
|
4.250 |
1.4773 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5415 |
1.5410 |
| PP |
1.5405 |
1.5396 |
| S1 |
1.5396 |
1.5383 |
|