CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5096 |
1.5071 |
-0.0025 |
-0.2% |
1.5275 |
| High |
1.5110 |
1.5168 |
0.0058 |
0.4% |
1.5311 |
| Low |
1.5027 |
1.5070 |
0.0043 |
0.3% |
1.5027 |
| Close |
1.5075 |
1.5157 |
0.0082 |
0.5% |
1.5157 |
| Range |
0.0083 |
0.0098 |
0.0015 |
18.1% |
0.0284 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
79,683 |
121,008 |
41,325 |
51.9% |
504,298 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5426 |
1.5389 |
1.5211 |
|
| R3 |
1.5328 |
1.5291 |
1.5184 |
|
| R2 |
1.5230 |
1.5230 |
1.5175 |
|
| R1 |
1.5193 |
1.5193 |
1.5166 |
1.5212 |
| PP |
1.5132 |
1.5132 |
1.5132 |
1.5141 |
| S1 |
1.5095 |
1.5095 |
1.5148 |
1.5114 |
| S2 |
1.5034 |
1.5034 |
1.5139 |
|
| S3 |
1.4936 |
1.4997 |
1.5130 |
|
| S4 |
1.4838 |
1.4899 |
1.5103 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6017 |
1.5871 |
1.5313 |
|
| R3 |
1.5733 |
1.5587 |
1.5235 |
|
| R2 |
1.5449 |
1.5449 |
1.5209 |
|
| R1 |
1.5303 |
1.5303 |
1.5183 |
1.5234 |
| PP |
1.5165 |
1.5165 |
1.5165 |
1.5131 |
| S1 |
1.5019 |
1.5019 |
1.5131 |
1.4950 |
| S2 |
1.4881 |
1.4881 |
1.5105 |
|
| S3 |
1.4597 |
1.4735 |
1.5079 |
|
| S4 |
1.4313 |
1.4451 |
1.5001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5311 |
1.5027 |
0.0284 |
1.9% |
0.0106 |
0.7% |
46% |
False |
False |
100,859 |
| 10 |
1.5612 |
1.5027 |
0.0585 |
3.9% |
0.0105 |
0.7% |
22% |
False |
False |
75,706 |
| 20 |
1.5776 |
1.5027 |
0.0749 |
4.9% |
0.0110 |
0.7% |
17% |
False |
False |
76,089 |
| 40 |
1.5915 |
1.5027 |
0.0888 |
5.9% |
0.0110 |
0.7% |
15% |
False |
False |
42,294 |
| 60 |
1.6162 |
1.5027 |
0.1135 |
7.5% |
0.0103 |
0.7% |
11% |
False |
False |
28,276 |
| 80 |
1.6494 |
1.5027 |
0.1467 |
9.7% |
0.0101 |
0.7% |
9% |
False |
False |
21,222 |
| 100 |
1.6620 |
1.5027 |
0.1593 |
10.5% |
0.0084 |
0.6% |
8% |
False |
False |
16,982 |
| 120 |
1.7012 |
1.5027 |
0.1985 |
13.1% |
0.0070 |
0.5% |
7% |
False |
False |
14,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5585 |
|
2.618 |
1.5425 |
|
1.618 |
1.5327 |
|
1.000 |
1.5266 |
|
0.618 |
1.5229 |
|
HIGH |
1.5168 |
|
0.618 |
1.5131 |
|
0.500 |
1.5119 |
|
0.382 |
1.5107 |
|
LOW |
1.5070 |
|
0.618 |
1.5009 |
|
1.000 |
1.4972 |
|
1.618 |
1.4911 |
|
2.618 |
1.4813 |
|
4.250 |
1.4654 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5144 |
1.5137 |
| PP |
1.5132 |
1.5117 |
| S1 |
1.5119 |
1.5098 |
|