CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5136 |
1.5096 |
-0.0040 |
-0.3% |
1.5549 |
| High |
1.5148 |
1.5110 |
-0.0038 |
-0.3% |
1.5612 |
| Low |
1.5046 |
1.5027 |
-0.0019 |
-0.1% |
1.5315 |
| Close |
1.5114 |
1.5075 |
-0.0039 |
-0.3% |
1.5326 |
| Range |
0.0102 |
0.0083 |
-0.0019 |
-18.6% |
0.0297 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
96,222 |
79,683 |
-16,539 |
-17.2% |
241,840 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5320 |
1.5280 |
1.5121 |
|
| R3 |
1.5237 |
1.5197 |
1.5098 |
|
| R2 |
1.5154 |
1.5154 |
1.5090 |
|
| R1 |
1.5114 |
1.5114 |
1.5083 |
1.5093 |
| PP |
1.5071 |
1.5071 |
1.5071 |
1.5060 |
| S1 |
1.5031 |
1.5031 |
1.5067 |
1.5010 |
| S2 |
1.4988 |
1.4988 |
1.5060 |
|
| S3 |
1.4905 |
1.4948 |
1.5052 |
|
| S4 |
1.4822 |
1.4865 |
1.5029 |
|
|
| 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 |
1.5577 |
1.5027 |
0.0550 |
3.6% |
0.0139 |
0.9% |
9% |
False |
True |
98,593 |
| 10 |
1.5612 |
1.5027 |
0.0585 |
3.9% |
0.0101 |
0.7% |
8% |
False |
True |
66,221 |
| 20 |
1.5776 |
1.5027 |
0.0749 |
5.0% |
0.0109 |
0.7% |
6% |
False |
True |
73,738 |
| 40 |
1.5915 |
1.5027 |
0.0888 |
5.9% |
0.0109 |
0.7% |
5% |
False |
True |
39,274 |
| 60 |
1.6162 |
1.5027 |
0.1135 |
7.5% |
0.0104 |
0.7% |
4% |
False |
True |
26,260 |
| 80 |
1.6494 |
1.5027 |
0.1467 |
9.7% |
0.0101 |
0.7% |
3% |
False |
True |
19,710 |
| 100 |
1.6690 |
1.5027 |
0.1663 |
11.0% |
0.0083 |
0.6% |
3% |
False |
True |
15,772 |
| 120 |
1.7037 |
1.5027 |
0.2010 |
13.3% |
0.0070 |
0.5% |
2% |
False |
True |
13,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5463 |
|
2.618 |
1.5327 |
|
1.618 |
1.5244 |
|
1.000 |
1.5193 |
|
0.618 |
1.5161 |
|
HIGH |
1.5110 |
|
0.618 |
1.5078 |
|
0.500 |
1.5069 |
|
0.382 |
1.5059 |
|
LOW |
1.5027 |
|
0.618 |
1.4976 |
|
1.000 |
1.4944 |
|
1.618 |
1.4893 |
|
2.618 |
1.4810 |
|
4.250 |
1.4674 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5073 |
1.5146 |
| PP |
1.5071 |
1.5122 |
| S1 |
1.5069 |
1.5099 |
|