CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5071 |
1.5181 |
0.0110 |
0.7% |
1.5275 |
| High |
1.5168 |
1.5188 |
0.0020 |
0.1% |
1.5311 |
| Low |
1.5070 |
1.5092 |
0.0022 |
0.1% |
1.5027 |
| Close |
1.5157 |
1.5172 |
0.0015 |
0.1% |
1.5157 |
| Range |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0284 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
121,008 |
79,325 |
-41,683 |
-34.4% |
504,298 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5439 |
1.5401 |
1.5225 |
|
| R3 |
1.5343 |
1.5305 |
1.5198 |
|
| R2 |
1.5247 |
1.5247 |
1.5190 |
|
| R1 |
1.5209 |
1.5209 |
1.5181 |
1.5180 |
| PP |
1.5151 |
1.5151 |
1.5151 |
1.5136 |
| S1 |
1.5113 |
1.5113 |
1.5163 |
1.5084 |
| S2 |
1.5055 |
1.5055 |
1.5154 |
|
| S3 |
1.4959 |
1.5017 |
1.5146 |
|
| S4 |
1.4863 |
1.4921 |
1.5119 |
|
|
| 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 |
1.5265 |
1.5027 |
0.0238 |
1.6% |
0.0102 |
0.7% |
61% |
False |
False |
95,428 |
| 10 |
1.5612 |
1.5027 |
0.0585 |
3.9% |
0.0111 |
0.7% |
25% |
False |
False |
82,546 |
| 20 |
1.5776 |
1.5027 |
0.0749 |
4.9% |
0.0110 |
0.7% |
19% |
False |
False |
76,526 |
| 40 |
1.5813 |
1.5027 |
0.0786 |
5.2% |
0.0108 |
0.7% |
18% |
False |
False |
44,273 |
| 60 |
1.6162 |
1.5027 |
0.1135 |
7.5% |
0.0101 |
0.7% |
13% |
False |
False |
29,597 |
| 80 |
1.6494 |
1.5027 |
0.1467 |
9.7% |
0.0101 |
0.7% |
10% |
False |
False |
22,213 |
| 100 |
1.6562 |
1.5027 |
0.1535 |
10.1% |
0.0085 |
0.6% |
9% |
False |
False |
17,775 |
| 120 |
1.6998 |
1.5027 |
0.1971 |
13.0% |
0.0071 |
0.5% |
7% |
False |
False |
14,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5596 |
|
2.618 |
1.5439 |
|
1.618 |
1.5343 |
|
1.000 |
1.5284 |
|
0.618 |
1.5247 |
|
HIGH |
1.5188 |
|
0.618 |
1.5151 |
|
0.500 |
1.5140 |
|
0.382 |
1.5129 |
|
LOW |
1.5092 |
|
0.618 |
1.5033 |
|
1.000 |
1.4996 |
|
1.618 |
1.4937 |
|
2.618 |
1.4841 |
|
4.250 |
1.4684 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5161 |
1.5151 |
| PP |
1.5151 |
1.5129 |
| S1 |
1.5140 |
1.5108 |
|