CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5571 |
1.5275 |
-0.0296 |
-1.9% |
1.5549 |
| High |
1.5577 |
1.5311 |
-0.0266 |
-1.7% |
1.5612 |
| Low |
1.5315 |
1.5195 |
-0.0120 |
-0.8% |
1.5315 |
| Close |
1.5326 |
1.5246 |
-0.0080 |
-0.5% |
1.5326 |
| Range |
0.0262 |
0.0116 |
-0.0146 |
-55.7% |
0.0297 |
| ATR |
0.0110 |
0.0111 |
0.0002 |
1.4% |
0.0000 |
| Volume |
109,677 |
106,481 |
-3,196 |
-2.9% |
241,840 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5599 |
1.5538 |
1.5310 |
|
| R3 |
1.5483 |
1.5422 |
1.5278 |
|
| R2 |
1.5367 |
1.5367 |
1.5267 |
|
| R1 |
1.5306 |
1.5306 |
1.5257 |
1.5279 |
| PP |
1.5251 |
1.5251 |
1.5251 |
1.5237 |
| S1 |
1.5190 |
1.5190 |
1.5235 |
1.5163 |
| S2 |
1.5135 |
1.5135 |
1.5225 |
|
| S3 |
1.5019 |
1.5074 |
1.5214 |
|
| S4 |
1.4903 |
1.4958 |
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 |
1.5195 |
0.0417 |
2.7% |
0.0121 |
0.8% |
12% |
False |
True |
69,664 |
| 10 |
1.5673 |
1.5195 |
0.0478 |
3.1% |
0.0098 |
0.6% |
11% |
False |
True |
55,737 |
| 20 |
1.5776 |
1.5195 |
0.0581 |
3.8% |
0.0111 |
0.7% |
9% |
False |
True |
63,636 |
| 40 |
1.5977 |
1.5195 |
0.0782 |
5.1% |
0.0109 |
0.7% |
7% |
False |
True |
32,388 |
| 60 |
1.6202 |
1.5195 |
0.1007 |
6.6% |
0.0102 |
0.7% |
5% |
False |
True |
21,649 |
| 80 |
1.6494 |
1.5195 |
0.1299 |
8.5% |
0.0098 |
0.6% |
4% |
False |
True |
16,250 |
| 100 |
1.6690 |
1.5195 |
0.1495 |
9.8% |
0.0080 |
0.5% |
3% |
False |
True |
13,004 |
| 120 |
1.7085 |
1.5195 |
0.1890 |
12.4% |
0.0067 |
0.4% |
3% |
False |
True |
10,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5804 |
|
2.618 |
1.5615 |
|
1.618 |
1.5499 |
|
1.000 |
1.5427 |
|
0.618 |
1.5383 |
|
HIGH |
1.5311 |
|
0.618 |
1.5267 |
|
0.500 |
1.5253 |
|
0.382 |
1.5239 |
|
LOW |
1.5195 |
|
0.618 |
1.5123 |
|
1.000 |
1.5079 |
|
1.618 |
1.5007 |
|
2.618 |
1.4891 |
|
4.250 |
1.4702 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5253 |
1.5404 |
| PP |
1.5251 |
1.5351 |
| S1 |
1.5248 |
1.5299 |
|