CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5552 |
1.5571 |
0.0019 |
0.1% |
1.5549 |
| High |
1.5612 |
1.5577 |
-0.0035 |
-0.2% |
1.5612 |
| Low |
1.5540 |
1.5315 |
-0.0225 |
-1.4% |
1.5315 |
| Close |
1.5570 |
1.5326 |
-0.0244 |
-1.6% |
1.5326 |
| Range |
0.0072 |
0.0262 |
0.0190 |
263.9% |
0.0297 |
| ATR |
0.0098 |
0.0110 |
0.0012 |
11.9% |
0.0000 |
| Volume |
41,628 |
109,677 |
68,049 |
163.5% |
241,840 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6192 |
1.6021 |
1.5470 |
|
| R3 |
1.5930 |
1.5759 |
1.5398 |
|
| R2 |
1.5668 |
1.5668 |
1.5374 |
|
| R1 |
1.5497 |
1.5497 |
1.5350 |
1.5452 |
| PP |
1.5406 |
1.5406 |
1.5406 |
1.5383 |
| S1 |
1.5235 |
1.5235 |
1.5302 |
1.5190 |
| S2 |
1.5144 |
1.5144 |
1.5278 |
|
| S3 |
1.4882 |
1.4973 |
1.5254 |
|
| S4 |
1.4620 |
1.4711 |
1.5182 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6309 |
1.6114 |
1.5489 |
|
| R3 |
1.6012 |
1.5817 |
1.5408 |
|
| R2 |
1.5715 |
1.5715 |
1.5380 |
|
| R1 |
1.5520 |
1.5520 |
1.5353 |
1.5469 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5392 |
| S1 |
1.5223 |
1.5223 |
1.5299 |
1.5172 |
| S2 |
1.5121 |
1.5121 |
1.5272 |
|
| S3 |
1.4824 |
1.4926 |
1.5244 |
|
| S4 |
1.4527 |
1.4629 |
1.5163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5612 |
1.5315 |
0.0297 |
1.9% |
0.0104 |
0.7% |
4% |
False |
True |
50,554 |
| 10 |
1.5673 |
1.5315 |
0.0358 |
2.3% |
0.0099 |
0.6% |
3% |
False |
True |
53,614 |
| 20 |
1.5776 |
1.5315 |
0.0461 |
3.0% |
0.0109 |
0.7% |
2% |
False |
True |
58,607 |
| 40 |
1.6003 |
1.5315 |
0.0688 |
4.5% |
0.0110 |
0.7% |
2% |
False |
True |
29,737 |
| 60 |
1.6202 |
1.5315 |
0.0887 |
5.8% |
0.0103 |
0.7% |
1% |
False |
True |
19,875 |
| 80 |
1.6494 |
1.5315 |
0.1179 |
7.7% |
0.0097 |
0.6% |
1% |
False |
True |
14,919 |
| 100 |
1.6771 |
1.5315 |
0.1456 |
9.5% |
0.0079 |
0.5% |
1% |
False |
True |
11,939 |
| 120 |
1.7096 |
1.5315 |
0.1781 |
11.6% |
0.0066 |
0.4% |
1% |
False |
True |
9,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6691 |
|
2.618 |
1.6263 |
|
1.618 |
1.6001 |
|
1.000 |
1.5839 |
|
0.618 |
1.5739 |
|
HIGH |
1.5577 |
|
0.618 |
1.5477 |
|
0.500 |
1.5446 |
|
0.382 |
1.5415 |
|
LOW |
1.5315 |
|
0.618 |
1.5153 |
|
1.000 |
1.5053 |
|
1.618 |
1.4891 |
|
2.618 |
1.4629 |
|
4.250 |
1.4202 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5446 |
1.5464 |
| PP |
1.5406 |
1.5418 |
| S1 |
1.5366 |
1.5372 |
|