CME British Pound Future March 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5227 |
1.5169 |
-0.0058 |
-0.4% |
1.5181 |
| High |
1.5261 |
1.5228 |
-0.0033 |
-0.2% |
1.5263 |
| Low |
1.5143 |
1.5068 |
-0.0075 |
-0.5% |
1.5068 |
| Close |
1.5176 |
1.5160 |
-0.0016 |
-0.1% |
1.5160 |
| Range |
0.0118 |
0.0160 |
0.0042 |
35.6% |
0.0195 |
| ATR |
0.0111 |
0.0114 |
0.0004 |
3.2% |
0.0000 |
| Volume |
156,250 |
108,071 |
-48,179 |
-30.8% |
563,168 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5632 |
1.5556 |
1.5248 |
|
| R3 |
1.5472 |
1.5396 |
1.5204 |
|
| R2 |
1.5312 |
1.5312 |
1.5189 |
|
| R1 |
1.5236 |
1.5236 |
1.5175 |
1.5194 |
| PP |
1.5152 |
1.5152 |
1.5152 |
1.5131 |
| S1 |
1.5076 |
1.5076 |
1.5145 |
1.5034 |
| S2 |
1.4992 |
1.4992 |
1.5131 |
|
| S3 |
1.4832 |
1.4916 |
1.5116 |
|
| S4 |
1.4672 |
1.4756 |
1.5072 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5749 |
1.5649 |
1.5267 |
|
| R3 |
1.5554 |
1.5454 |
1.5214 |
|
| R2 |
1.5359 |
1.5359 |
1.5196 |
|
| R1 |
1.5259 |
1.5259 |
1.5178 |
1.5212 |
| PP |
1.5164 |
1.5164 |
1.5164 |
1.5140 |
| S1 |
1.5064 |
1.5064 |
1.5142 |
1.5017 |
| S2 |
1.4969 |
1.4969 |
1.5124 |
|
| S3 |
1.4774 |
1.4869 |
1.5106 |
|
| S4 |
1.4579 |
1.4674 |
1.5053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5263 |
1.5068 |
0.0195 |
1.3% |
0.0123 |
0.8% |
47% |
False |
True |
112,633 |
| 10 |
1.5311 |
1.5027 |
0.0284 |
1.9% |
0.0115 |
0.8% |
47% |
False |
False |
106,746 |
| 20 |
1.5673 |
1.5027 |
0.0646 |
4.3% |
0.0107 |
0.7% |
21% |
False |
False |
80,180 |
| 40 |
1.5813 |
1.5027 |
0.0786 |
5.2% |
0.0113 |
0.7% |
17% |
False |
False |
56,342 |
| 60 |
1.6160 |
1.5027 |
0.1133 |
7.5% |
0.0104 |
0.7% |
12% |
False |
False |
37,645 |
| 80 |
1.6377 |
1.5027 |
0.1350 |
8.9% |
0.0102 |
0.7% |
10% |
False |
False |
28,258 |
| 100 |
1.6552 |
1.5027 |
0.1525 |
10.1% |
0.0090 |
0.6% |
9% |
False |
False |
22,612 |
| 120 |
1.6905 |
1.5027 |
0.1878 |
12.4% |
0.0075 |
0.5% |
7% |
False |
False |
18,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5908 |
|
2.618 |
1.5647 |
|
1.618 |
1.5487 |
|
1.000 |
1.5388 |
|
0.618 |
1.5327 |
|
HIGH |
1.5228 |
|
0.618 |
1.5167 |
|
0.500 |
1.5148 |
|
0.382 |
1.5129 |
|
LOW |
1.5068 |
|
0.618 |
1.4969 |
|
1.000 |
1.4908 |
|
1.618 |
1.4809 |
|
2.618 |
1.4649 |
|
4.250 |
1.4388 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5156 |
1.5166 |
| PP |
1.5152 |
1.5164 |
| S1 |
1.5148 |
1.5162 |
|