CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5241 |
1.5136 |
-0.0105 |
-0.7% |
1.5549 |
| High |
1.5265 |
1.5148 |
-0.0117 |
-0.8% |
1.5612 |
| Low |
1.5133 |
1.5046 |
-0.0087 |
-0.6% |
1.5315 |
| Close |
1.5154 |
1.5114 |
-0.0040 |
-0.3% |
1.5326 |
| Range |
0.0132 |
0.0102 |
-0.0030 |
-22.7% |
0.0297 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
100,904 |
96,222 |
-4,682 |
-4.6% |
241,840 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5409 |
1.5363 |
1.5170 |
|
| R3 |
1.5307 |
1.5261 |
1.5142 |
|
| R2 |
1.5205 |
1.5205 |
1.5133 |
|
| R1 |
1.5159 |
1.5159 |
1.5123 |
1.5131 |
| PP |
1.5103 |
1.5103 |
1.5103 |
1.5089 |
| S1 |
1.5057 |
1.5057 |
1.5105 |
1.5029 |
| S2 |
1.5001 |
1.5001 |
1.5095 |
|
| S3 |
1.4899 |
1.4955 |
1.5086 |
|
| S4 |
1.4797 |
1.4853 |
1.5058 |
|
|
| 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 |
1.5046 |
0.0566 |
3.7% |
0.0137 |
0.9% |
12% |
False |
True |
90,982 |
| 10 |
1.5612 |
1.5046 |
0.0566 |
3.7% |
0.0105 |
0.7% |
12% |
False |
True |
64,520 |
| 20 |
1.5776 |
1.5046 |
0.0730 |
4.8% |
0.0109 |
0.7% |
9% |
False |
True |
72,285 |
| 40 |
1.5915 |
1.5046 |
0.0869 |
5.7% |
0.0109 |
0.7% |
8% |
False |
True |
37,287 |
| 60 |
1.6162 |
1.5046 |
0.1116 |
7.4% |
0.0103 |
0.7% |
6% |
False |
True |
24,932 |
| 80 |
1.6494 |
1.5046 |
0.1448 |
9.6% |
0.0100 |
0.7% |
5% |
False |
True |
18,714 |
| 100 |
1.6690 |
1.5046 |
0.1644 |
10.9% |
0.0082 |
0.5% |
4% |
False |
True |
14,975 |
| 120 |
1.7046 |
1.5046 |
0.2000 |
13.2% |
0.0069 |
0.5% |
3% |
False |
True |
12,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5582 |
|
2.618 |
1.5415 |
|
1.618 |
1.5313 |
|
1.000 |
1.5250 |
|
0.618 |
1.5211 |
|
HIGH |
1.5148 |
|
0.618 |
1.5109 |
|
0.500 |
1.5097 |
|
0.382 |
1.5085 |
|
LOW |
1.5046 |
|
0.618 |
1.4983 |
|
1.000 |
1.4944 |
|
1.618 |
1.4881 |
|
2.618 |
1.4779 |
|
4.250 |
1.4613 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5108 |
1.5179 |
| PP |
1.5103 |
1.5157 |
| S1 |
1.5097 |
1.5136 |
|