CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5181 |
1.5158 |
-0.0023 |
-0.2% |
1.5275 |
| High |
1.5188 |
1.5185 |
-0.0003 |
0.0% |
1.5311 |
| Low |
1.5092 |
1.5070 |
-0.0022 |
-0.1% |
1.5027 |
| Close |
1.5172 |
1.5139 |
-0.0033 |
-0.2% |
1.5157 |
| Range |
0.0096 |
0.0115 |
0.0019 |
19.8% |
0.0284 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.4% |
0.0000 |
| Volume |
79,325 |
112,876 |
33,551 |
42.3% |
504,298 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5476 |
1.5423 |
1.5202 |
|
| R3 |
1.5361 |
1.5308 |
1.5171 |
|
| R2 |
1.5246 |
1.5246 |
1.5160 |
|
| R1 |
1.5193 |
1.5193 |
1.5150 |
1.5162 |
| PP |
1.5131 |
1.5131 |
1.5131 |
1.5116 |
| S1 |
1.5078 |
1.5078 |
1.5128 |
1.5047 |
| S2 |
1.5016 |
1.5016 |
1.5118 |
|
| S3 |
1.4901 |
1.4963 |
1.5107 |
|
| S4 |
1.4786 |
1.4848 |
1.5076 |
|
|
| 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 |
1.5188 |
1.5027 |
0.0161 |
1.1% |
0.0099 |
0.7% |
70% |
False |
False |
97,822 |
| 10 |
1.5612 |
1.5027 |
0.0585 |
3.9% |
0.0115 |
0.8% |
19% |
False |
False |
89,294 |
| 20 |
1.5776 |
1.5027 |
0.0749 |
4.9% |
0.0113 |
0.7% |
15% |
False |
False |
78,508 |
| 40 |
1.5813 |
1.5027 |
0.0786 |
5.2% |
0.0109 |
0.7% |
14% |
False |
False |
47,085 |
| 60 |
1.6162 |
1.5027 |
0.1135 |
7.5% |
0.0101 |
0.7% |
10% |
False |
False |
31,475 |
| 80 |
1.6494 |
1.5027 |
0.1467 |
9.7% |
0.0102 |
0.7% |
8% |
False |
False |
23,623 |
| 100 |
1.6552 |
1.5027 |
0.1525 |
10.1% |
0.0086 |
0.6% |
7% |
False |
False |
18,904 |
| 120 |
1.6945 |
1.5027 |
0.1918 |
12.7% |
0.0072 |
0.5% |
6% |
False |
False |
15,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5674 |
|
2.618 |
1.5486 |
|
1.618 |
1.5371 |
|
1.000 |
1.5300 |
|
0.618 |
1.5256 |
|
HIGH |
1.5185 |
|
0.618 |
1.5141 |
|
0.500 |
1.5128 |
|
0.382 |
1.5114 |
|
LOW |
1.5070 |
|
0.618 |
1.4999 |
|
1.000 |
1.4955 |
|
1.618 |
1.4884 |
|
2.618 |
1.4769 |
|
4.250 |
1.4581 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5135 |
1.5136 |
| PP |
1.5131 |
1.5132 |
| S1 |
1.5128 |
1.5129 |
|