CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5275 |
1.5241 |
-0.0034 |
-0.2% |
1.5549 |
| High |
1.5311 |
1.5265 |
-0.0046 |
-0.3% |
1.5612 |
| Low |
1.5195 |
1.5133 |
-0.0062 |
-0.4% |
1.5315 |
| Close |
1.5246 |
1.5154 |
-0.0092 |
-0.6% |
1.5326 |
| Range |
0.0116 |
0.0132 |
0.0016 |
13.8% |
0.0297 |
| ATR |
0.0111 |
0.0113 |
0.0001 |
1.3% |
0.0000 |
| Volume |
106,481 |
100,904 |
-5,577 |
-5.2% |
241,840 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5580 |
1.5499 |
1.5227 |
|
| R3 |
1.5448 |
1.5367 |
1.5190 |
|
| R2 |
1.5316 |
1.5316 |
1.5178 |
|
| R1 |
1.5235 |
1.5235 |
1.5166 |
1.5210 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5171 |
| S1 |
1.5103 |
1.5103 |
1.5142 |
1.5078 |
| S2 |
1.5052 |
1.5052 |
1.5130 |
|
| S3 |
1.4920 |
1.4971 |
1.5118 |
|
| S4 |
1.4788 |
1.4839 |
1.5081 |
|
|
| 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 |
1.5133 |
0.0479 |
3.2% |
0.0131 |
0.9% |
4% |
False |
True |
80,766 |
| 10 |
1.5656 |
1.5133 |
0.0523 |
3.5% |
0.0104 |
0.7% |
4% |
False |
True |
59,048 |
| 20 |
1.5776 |
1.5133 |
0.0643 |
4.2% |
0.0111 |
0.7% |
3% |
False |
True |
68,369 |
| 40 |
1.5915 |
1.5133 |
0.0782 |
5.2% |
0.0108 |
0.7% |
3% |
False |
True |
34,885 |
| 60 |
1.6162 |
1.5133 |
0.1029 |
6.8% |
0.0102 |
0.7% |
2% |
False |
True |
23,330 |
| 80 |
1.6494 |
1.5133 |
0.1361 |
9.0% |
0.0099 |
0.7% |
2% |
False |
True |
17,511 |
| 100 |
1.6690 |
1.5133 |
0.1557 |
10.3% |
0.0081 |
0.5% |
1% |
False |
True |
14,013 |
| 120 |
1.7064 |
1.5133 |
0.1931 |
12.7% |
0.0068 |
0.5% |
1% |
False |
True |
11,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5826 |
|
2.618 |
1.5611 |
|
1.618 |
1.5479 |
|
1.000 |
1.5397 |
|
0.618 |
1.5347 |
|
HIGH |
1.5265 |
|
0.618 |
1.5215 |
|
0.500 |
1.5199 |
|
0.382 |
1.5183 |
|
LOW |
1.5133 |
|
0.618 |
1.5051 |
|
1.000 |
1.5001 |
|
1.618 |
1.4919 |
|
2.618 |
1.4787 |
|
4.250 |
1.4572 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5199 |
1.5355 |
| PP |
1.5184 |
1.5288 |
| S1 |
1.5169 |
1.5221 |
|