CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5154 |
1.5227 |
0.0073 |
0.5% |
1.5275 |
| High |
1.5263 |
1.5261 |
-0.0002 |
0.0% |
1.5311 |
| Low |
1.5138 |
1.5143 |
0.0005 |
0.0% |
1.5027 |
| Close |
1.5214 |
1.5176 |
-0.0038 |
-0.2% |
1.5157 |
| Range |
0.0125 |
0.0118 |
-0.0007 |
-5.6% |
0.0284 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
0.5% |
0.0000 |
| Volume |
106,646 |
156,250 |
49,604 |
46.5% |
504,298 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5547 |
1.5480 |
1.5241 |
|
| R3 |
1.5429 |
1.5362 |
1.5208 |
|
| R2 |
1.5311 |
1.5311 |
1.5198 |
|
| R1 |
1.5244 |
1.5244 |
1.5187 |
1.5219 |
| PP |
1.5193 |
1.5193 |
1.5193 |
1.5181 |
| S1 |
1.5126 |
1.5126 |
1.5165 |
1.5101 |
| S2 |
1.5075 |
1.5075 |
1.5154 |
|
| S3 |
1.4957 |
1.5008 |
1.5144 |
|
| S4 |
1.4839 |
1.4890 |
1.5111 |
|
|
| 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 |
1.5263 |
1.5070 |
0.0193 |
1.3% |
0.0110 |
0.7% |
55% |
False |
False |
115,221 |
| 10 |
1.5577 |
1.5027 |
0.0550 |
3.6% |
0.0125 |
0.8% |
27% |
False |
False |
106,907 |
| 20 |
1.5740 |
1.5027 |
0.0713 |
4.7% |
0.0109 |
0.7% |
21% |
False |
False |
80,911 |
| 40 |
1.5813 |
1.5027 |
0.0786 |
5.2% |
0.0110 |
0.7% |
19% |
False |
False |
53,646 |
| 60 |
1.6162 |
1.5027 |
0.1135 |
7.5% |
0.0103 |
0.7% |
13% |
False |
False |
35,852 |
| 80 |
1.6377 |
1.5027 |
0.1350 |
8.9% |
0.0102 |
0.7% |
11% |
False |
False |
26,908 |
| 100 |
1.6552 |
1.5027 |
0.1525 |
10.0% |
0.0088 |
0.6% |
10% |
False |
False |
21,532 |
| 120 |
1.6945 |
1.5027 |
0.1918 |
12.6% |
0.0074 |
0.5% |
8% |
False |
False |
17,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5763 |
|
2.618 |
1.5570 |
|
1.618 |
1.5452 |
|
1.000 |
1.5379 |
|
0.618 |
1.5334 |
|
HIGH |
1.5261 |
|
0.618 |
1.5216 |
|
0.500 |
1.5202 |
|
0.382 |
1.5188 |
|
LOW |
1.5143 |
|
0.618 |
1.5070 |
|
1.000 |
1.5025 |
|
1.618 |
1.4952 |
|
2.618 |
1.4834 |
|
4.250 |
1.4642 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5202 |
1.5173 |
| PP |
1.5193 |
1.5170 |
| S1 |
1.5185 |
1.5167 |
|